# EDGAR Filing Document

**Accession Number:** 0000811161
**File Stem:** 0001145549-23-007804
**Filing Date:** 2023-2
**Character Count:** 297363
**Document Hash:** b396142f8457dc38038add27e1ec40d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007804.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007804

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CLEARWATER INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000811161
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05038
- **FILM NUMBER:** 23651856

**BUSINESS ADDRESS:**
- **STREET 1:** 2000 WELLS FARGO PLACE
- **STREET 2:** 30 EAST 7TH STREET
- **CITY:** ST PAUL
- **STATE:** MN
- **ZIP:** 55101-4930
- **BUSINESS PHONE:** 6122280935

**MAIL ADDRESS:**
- **STREET 1:** 2000 WELLS FARGO PLACE
- **STREET 2:** 30 EAST 7TH STREET
- **CITY:** ST PAUL
- **STATE:** MN
- **ZIP:** 55101

## Series and Classes Contracts Data

### Clearwater Select Equity Fund (Series ID: S000000698)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000002051 | Clearwater Select Equity Fund | QWVOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Clearwater Investment Trust

- **b. Investment Company Act file number:** 811-05038

- **c. CIK number of Registrant:** 0000811161

- **d. LEI of Registrant:** 549300DJTRHSZ8F9UE31

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

  - **Street Address 1:** 2000 Wells Fargo Place

  - **City:** St. Paul

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55101

  - **Telephone number:** 6512280935

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

- **a. Name of Series:** Clearwater Select Equity Fund

- **b. EDGAR series identifier (if any):** S000000698

- **c. LEI of Series:** 549300JPAPXQ14UDMS55

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $366245785.66

**Total Liabilities:** $1303289.02

**Net Assets:** $364942496.64

**Cash Not Reported:** $12553.85

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002051 | 10.97%               | 4.07%                | -4.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7735510.30             | $43947611.29                               |
| Month 2  | $-5300972.95             | $20373051.99                               |
| Month 3  | $-2390785.99             | $-14752638.52                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Independent Bank Group Inc                      | Independent Bank Group Inc COM USD0.01                         | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $84112.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation Of Florida         | Seacoast Banking Corporation Of Florida COM USD0.10            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      2200 | NS      | $68618.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                           | Cara Therapeutics Inc COM USD0.001                             | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      2484 | NS      | $26678.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timkensteel Corporation                         | Timkensteel Corporation COM NPV                                | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      2200 | NS      | $39974.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                         | Century Communities Inc COM USD0.01                            | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1929 | NS      | $96469.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                             | Veritiv Corporation COM USD1                                   | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       700 | NS      | $85197.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                   | Trupanion Inc COM USD0.00001                                   | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      1150 | NS      | $54659.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc                                   | GEO Group Inc COM USD0.01 NEW                                  | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      6800 | NS      | $74460.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs Warehouse Inc.                            | Chefs Warehouse Inc. COM USD0.01                               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     26459 | NS      | $880555.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                | NMI Holdings Inc COM USD0.01 CL 'A'                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      2724 | NS      | $56931.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                   | LGI Homes Inc COM USD0.01                                      | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      1200 | NS      | $111120.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                             | Knowles Corporation COM USD1.0                                 | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      5000 | NS      | $82100.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                | Phibro Animal Health Corporation COM USD0.0001 CL'A'           | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1100 | NS      | $14751.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ergomed Plc                                     | Ergomed Plc ORD GBP0.01                                        | CUSIP: G3R92F103<br>LEI: 213800BVS8I9VMC1AP84 | Long             | EC               | CORP              | GB        |     23886 | NS      | $367315.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                      | Inogen Inc COM USD0.001                                        | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       365 | NS      | $7194.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                | A10 Networks Inc COM USD0.00001                                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      3600 | NS      | $59868.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc.                            | Dorman Products Inc. COM USD0.01                               | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        93 | NS      | $7520.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.              | Atlas Air Worldwide Holdings, Inc. COM STK USD0.01             | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       316 | NS      | $31852.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendingtree Inc                                 | Lendingtree Inc COM USD0.01                                    | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      3658 | NS      | $78025.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminium Corporation                    | Kaiser Aluminium Corporation COM USD0.01                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $68364.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exlservice Holdings Inc                         | Exlservice Holdings Inc COM STK USD0.001                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1236 | NS      | $209415.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                      | Sally Beauty Holdings Inc. COM STK USD0.01                     | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      3900 | NS      | $48828.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                          | Dine Brands Global Inc COM USD0.01                             | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       163 | NS      | $10529.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                 | Shake Shack Inc COM USD0.01 'A'                                | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      1400 | NS      | $58142.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                     | Caleres Inc COM USD0.01                                        | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1102 | NS      | $24552.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                   | New York Mortgage Trust, Inc. COM STK USD0.02                  | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      4000 | NS      | $10240.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                  | Virtus Investment Partners Inc COM USD0.01                     | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       200 | NS      | $38288.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                             | Viavi Solutions Inc COM USD0.001                               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      3797 | NS      | $39906.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                             | First Hawaiian Inc. COM USD0.01                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       735 | NS      | $19139.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc                       | KAR Auction Services, Inc COM USD0.01                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      6300 | NS      | $82215.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxlinear Inc                                   | Maxlinear Inc COM USD0.01                                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      3820 | NS      | $129689.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp.                                | Ranger Oil Corp. COM USD0.01                                   | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      1000 | NS      | $40430.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                 | Uniti Group Inc COM USD0.0001                                  | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      8700 | NS      | $48111.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                   | Hudson Pacific Properties Inc COM USD0.01                      | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4800 | NS      | $46704.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                | FutureFuel Corp. COM USD0.0001                                 | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      1800 | NS      | $14634.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Company                       | Simply Good Foods Company COM USD0.01                          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $174938.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                          | Arcus Biosciences Inc. COM USD0.0001                           | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $47564.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                             | Addus Homecare Corp COM USD0.001                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       900 | NS      | $89541.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                      | Enanta Pharmaceuticals Inc COM USD0.01                         | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       535 | NS      | $24888.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp.                      | Scholar Rock Holding Corp. COM USD0.001                        | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      9401 | NS      | $85079.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.          | Essential Properties Realty Trust Inc. USD0.01                 | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5029 | NS      | $118030.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                     | OFG Bancorp COM USD1                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       995 | NS      | $27422.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthopediatrics Corp.                           | Orthopediatrics Corp. COM USD0.00025                           | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |     13681 | NS      | $543546.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                              | Avanos Medical Inc COM USD0.01                                 | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       900 | NS      | $24354.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Hldgs Inc                    | Establishment Labs Hldgs Inc COM NPV                           | CUSIP: G31249108<br>LEI: 549300BCBQ714JNJ7V58 | Long             | EC               | CORP              | VG        |      6961 | NS      | $456989.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnet Inc                                      | Radnet Inc COM STK USD0.01                                     | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      2600 | NS      | $48958.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                        | Allegiant Travel Company COM USD0.001                          | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       600 | NS      | $40794.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                    | Central Garden & Pet Company COM STK CL 'A' USD0.01            | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       400 | NS      | $14320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                             | AeroVironment, Inc. COM USD0.0001                              | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1100 | NS      | $94226.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                       | Sonos Inc COM USD0.001                                         | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      4200 | NS      | $70980.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextgen Healthcare Inc                          | Nextgen Healthcare Inc COM USD0.01                             | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $7512.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liveramp Holdings Inc                           | Liveramp Holdings Inc COM USD0.10                              | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |      2600 | NS      | $60944.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                     | Cerence Inc COM USD0.01                                        | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      1900 | NS      | $35207.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                         | Employers Holdings Inc. COM STK USD0.01                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $17252.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                     | Hibbett Inc COM USD0.01                                        | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      1469 | NS      | $100215.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                            | WW International Inc COM NPV                                   | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      3000 | NS      | $11580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc.                          | Fate Therapeutics Inc. COM USD0.001                            | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      7846 | NS      | $79166.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                          | Cinemark Holdings Inc. COM USD0.001                            | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      2796 | NS      | $24213.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                               | Eagle Bancorp Inc COM USD0.01                                  | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      1800 | NS      | $79326.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial                              | Heritage Financial COM NPV                                     | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $45960.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                               | HealthStream Inc. COM NPV                                      | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       300 | NS      | $7452.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                           | Veritex Holdings Inc. COM USD0.01                              | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      2900 | NS      | $81432.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                          | Boot Barn Holdings Inc COM USD0.0001                           | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1295 | NS      | $80963.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtarget Inc                                  | Techtarget Inc COM STK USD0.001                                | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       210 | NS      | $9252.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimas Corporation                              | Trimas Corporation COM STK USD0.01                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     14929 | NS      | $414130.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                               | Joint Corp. (The) COM USD0.001                                 | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2672 | NS      | $37354.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc.                                 | NV5 Global Inc. COM USD0.01                                    | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $52928.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                | Universal Insurance Holdings Inc COM USD0.01                   | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       500 | NS      | $5295.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                              | InterDigital, Inc. COM STK USD0.01                             | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      1700 | NS      | $84116.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                        | Golden Entertainment Inc COM USD0.01                           | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      1200 | NS      | $44880.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consol Energy Inc New                           | Consol Energy Inc New COM USD0.01                              | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       885 | NS      | $57525.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                            | Hilltop Holdings Inc COM STK USD0.01                           | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      2500 | NS      | $75025.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc.                      | American Assets Trust Inc. COM USD0.01                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $58300.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                  | Office Properties Income Trust COM USD0.01 SHS OF BEN INT      | CUSIP: 67623C109<br>LEI: 529900A38AW14ELBTL34 | Long             | EC               | CORP              | US        |      4500 | NS      | $60075.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp.                          | Cambium Networks Corp. COM USD0.0001                           | CUSIP: G17766109<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |     57362 | NS      | $1243034.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                 | Central Pacific Financial Corp. COM NEW                        | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      1100 | NS      | $22308.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                 | Whitestone REIT SBI COM USD0.001 CL 'B'                        | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $24100.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc               | Brightsphere Investment Group Inc COM USD0.001                 | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       800 | NS      | $16464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                      | El Pollo Loco Holdings Inc COM USD0.01                         | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       800 | NS      | $7968.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics Inc                                 | Neogenomics Inc COM NPV                                        | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |      5100 | NS      | $47124.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                | Cytokinetics Inc COM USD0.001                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      2635 | NS      | $120735.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                              | Outfront Media Inc COM NPV                                     | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      5500 | NS      | $91190.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                           | Triumph Financial Inc COM USD0.01                              | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       800 | NS      | $39096.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc                       | Eagle Pharmaceuticals Inc COM USD0.001                         | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       200 | NS      | $5846.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc.                                        | NOW Inc. COM USD0.01                                           | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      6000 | NS      | $76200.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                             | Vericel Corporation COM NPV                                    | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      2500 | NS      | $65850.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                           | Digital Turbine, Inc. COM USD0.0001                            | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      4900 | NS      | $74676.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                           | Digital Turbine, Inc. COM USD0.0001                            | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     75994 | NS      | $1158148.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                      | Xenia Hotels & Resorts Inc COM USD0.01                         | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      4500 | NS      | $59310.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                  | Community Healthcare Trust Inc USD0.01                         | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      1100 | NS      | $39380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                   | ARMOUR Residential REIT, Inc. COM USD0.0001                    | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      1900 | NS      | $10697.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Va Q Tec Ag                                     | Va Q Tec Ag NPV                                                | CUSIP: D8T66F105<br>LEI: 529900MHY0HTHX71DO39 | Long             | EC               | CORP              | DE        |     44672 | NS      | $1205042.46   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Ensign Group Inc                                | Ensign Group Inc COM USD0.001                                  | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2225 | NS      | $210507.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                    | Integer Holdings Corporation COM NPV                           | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1165 | NS      | $79755.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                       | Varex Imaging Corporation COM USD0.01                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     11640 | NS      | $236292.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                 | Clearfield Inc. COM STK USD0.01                                | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       500 | NS      | $47070.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                               | Hillenbrand, Inc. COM STK NPV                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      3809 | NS      | $162530.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                           | JELD-WEN Holding Inc. COM USD0.01                              | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     12526 | NS      | $120875.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                            | Global Net Lease Inc COM USD0.01                               | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      3900 | NS      | $49023.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.                | Alpha & Omega Semiconductor Ltd. COM USD0.002                  | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       800 | NS      | $22856.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                     | Unifi, Inc. COM USD0.10                                        | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      1000 | NS      | $8610.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Optinose Inc                                    | Optinose Inc COM USD0.001                                      | CUSIP: 68404V100<br>LEI: 549300CPBME7Z3CYMN16 | Long             | EC               | CORP              | US        |     70357 | NS      | $130160.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                        | Sleep Number Corporation COM USD0.01                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      9114 | NS      | $236781.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                                | OptimizeRx Corp. COM USD0.001(POST REV SPLT)                   | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56411 | NS      | $947704.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                    | Spectrum Brands Holdings Inc COM USD0.01                       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      1588 | NS      | $96740.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                         | Strategic Education Inc COM USD0.01                            | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      1200 | NS      | $93984.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                         | Strategic Education Inc COM USD0.01                            | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      1111 | NS      | $87013.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                           | Hanmi Financial Corp. COM USD0.001                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1200 | NS      | $29700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                            | MGP Ingredients Inc. COM NPV                                   | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       469 | NS      | $49892.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                      | Arcosa Inc COM USD0.01                                         | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1800 | NS      | $97812.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                              | Livent Corporation COM USD0.001                                | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      3016 | NS      | $59927.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                    | Gentherm Inc COM NPV                                           | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      1300 | NS      | $84877.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                 | HCI Group, Inc. COM NPV                                        | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       300 | NS      | $11877.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                             | Designer Brands Inc COM NPV CL A                               | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      1761 | NS      | $17222.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                  | Gannett Co Inc COM                                             | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      3100 | NS      | $6293.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                        | ANI Pharmaceuticals Inc. COM USD0.0001                         | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       700 | NS      | $28161.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                   | Amphastar Pharmaceuticals Inc COM USD0.0001                    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      2100 | NS      | $58842.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                              | Sitime Corporation COM                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3018 | NS      | $306689.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group, Inc.                     | Ambac Financial Group, Inc. COM USD0.01                        | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       800 | NS      | $13952.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                    | John Bean Technologies Corp. COM USD0.01                       | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1248 | NS      | $113979.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                        | Fabrinet COM USD0.01                                           | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      1900 | NS      | $243618.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                      | Xencor Inc COM USD0.01                                         | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      2200 | NS      | $57288.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                      | Par Pacific Holdings, Inc. COM USD0.01                         | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      2902 | NS      | $67471.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                   | Summit Hotel Properties, Inc. COM USD0.01                      | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      3900 | NS      | $28158.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                   | Blucora, Inc. COM USD0.0001                                    | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      2600 | NS      | $66378.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc               | Dave & Buster's Entertainment Inc COM USD0.01                  | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      1800 | NS      | $63792.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc              | Easterly Government Properties Inc COM USD0.01                 | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      3900 | NS      | $55653.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                         | Alexander & Baldwin Inc COM USD0.01                            | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $56190.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin Brands Inc                              | Bloomin Brands Inc COM USD0.01                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      4763 | NS      | $95831.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Incorporation                         | Regenxbio Incorporation COM USD0.0001                          | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1500 | NS      | $34020.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                | Four Corners Property Trust Inc. COM USD0.0001                 | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      4500 | NS      | $116685.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec Inc                                     | Evertec Inc USD0.01                                            | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2259 | NS      | $73146.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                          | Marcus & Millichap Inc COM USD0.0001                           | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       891 | NS      | $30694.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                    | Innoviva Inc COM USD0.01                                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      3500 | NS      | $46375.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                              | Hostess Brands Inc COM USD0.0001 CL A                          | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2126 | NS      | $47707.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniqure N.V.                                    | Uniqure N.V. COM EUR0.05                                       | CUSIP: N90064101<br>LEI: 967600V5WH1JCD6HRG94 | Long             | EC               | CORP              | NL        |      1900 | NS      | $43073.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                             | Arcbest Corporation COM USD0.01                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1766 | NS      | $123690.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                              | Caretrust Reit Inc COM USD0.01 WHEN ISSUED                     | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      5346 | NS      | $99328.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Co.                                 | Spartannash Co. COM NPV                                        | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1900 | NS      | $57456.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urogen Pharma Ltd                               | Urogen Pharma Ltd COM ILS0.01                                  | CUSIP: M96088105<br>LEI: 549300C0YCX7CG2G5D50 | Long             | EC               | CORP              | IL        |     14883 | NS      | $132012.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ShotSpotter Inc.                                | ShotSpotter Inc. COM USD0.005                                  | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |     10348 | NS      | $350072.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                | Granite Point Mortgage Trust Inc COM USD0.01                   | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      2000 | NS      | $10720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                    | Kiniksa Pharmaceuticals Ltd. COM USD0.000273235 CL A           | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     47116 | NS      | $705797.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespan Inc                                     | Onespan Inc COM USD0.001                                       | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      1700 | NS      | $19023.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company               | Northwest Natural Holding Company COM NPV                      | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1408 | NS      | $67006.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                         | Ellington Financial Inc COM NPV                                | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |       700 | NS      | $8659.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                   | O-I Glass Inc COM                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1674 | NS      | $27738.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                        | Perdoceo Education Corp. COM                                   | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      3600 | NS      | $50040.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                  | PRA Group Inc. COM USD0.01                                     | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      1165 | NS      | $39353.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                           | Urban Edge Properties COM USD0.01                              | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $64814.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Residential Trust Inc                  | Nexpoint Residential Trust Inc COM USD0.001 'WI'               | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      1200 | NS      | $52224.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc.                             | Albireo Pharma Inc. COM USD0.01                                | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |     33268 | NS      | $718921.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc                                   | Corecivic Inc COM USD0.01                                      | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      5107 | NS      | $59036.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                    | Cars.com Inc COM USD0.01                                       | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      3500 | NS      | $48195.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical                                  | Apollo Medical COM USD0.001                                    | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       301 | NS      | $8906.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                               | Syneos Health Inc COM USD0.01 CL A                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |       890 | NS      | $32645.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-Mabs Therapeutics Inc                         | Y-Mabs Therapeutics Inc COM USD0.0001                          | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18183 | NS      | $88733.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                    | Safehold Inc COM USD0.01                                       | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       844 | NS      | $24155.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                         | Enerpac Tool Group Corp CL A COM                               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      7165 | NS      | $182349.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                   | Arconic Corp. COM                                              | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      5504 | NS      | $116464.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                   | Catalyst Pharmaceuticals Inc. COM STK USD0.001                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      5200 | NS      | $96720.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                      | Dynavax Technologies Corp. COM USD0.001                        | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      6400 | NS      | $68096.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Ootdoor Inc                               | Vista Ootdoor Inc COM NPV                                      | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      2100 | NS      | $51177.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                         | GMS Inc COM USD0.01                                            | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      2360 | NS      | $117528.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc               | Donnelley Financial Solutions Inc COM USD0.01                  | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      1110 | NS      | $42901.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advansix Inc                                    | Advansix Inc COM USD0.01                                       | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1535 | NS      | $58360.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc             | Innovative Industrial Propertes Inc COM USD0.001               | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      1600 | NS      | $162160.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                            | Warrior Met Coal Inc COM USD0.01                               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      2700 | NS      | $93528.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                    | National Vision Holdings Inc COM USD0.01                       | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      4235 | NS      | $164148.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                             | Ready Capital Corp. COM USD0.0001                              | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |      4100 | NS      | $45674.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Site Centers Corp                               | Site Centers Corp COM USD0.10                                  | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      6800 | NS      | $92888.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                             | Mr Cooper Group Inc COM USD0.01                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      2600 | NS      | $104338.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                      | RPT Realty COM USD0.01 SHS OF BEN INT                          | CUSIP: 74971D101<br>LEI: 549300344BKLXBZOOF93 | Long             | EC               | CORP              | US        |      7900 | NS      | $79316.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                              | Kontoor Brands Inc COM NPV                                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2100 | NS      | $83979.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR Biotechnology Inc                           | VIR Biotechnology Inc COM                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7017 | NS      | $177600.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                        | Travere Therapeutics Inc COM                                   | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15554 | NS      | $327100.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                       | Zynex Inc COM USD0.001                                         | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37484 | NS      | $521402.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                 | Installed Building Products Inc COM USD0.01                    | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       601 | NS      | $51445.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                 | Dorian LPG Ltd. COM USD0.01                                    | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |      1700 | NS      | $32215.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                       | Green Brick Partners Inc. COM USD0.01                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      1500 | NS      | $36345.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Incorporation              | Enova International, Incorporation COM USD0.00001              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1800 | NS      | $69066.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                             | Glaukos Corporation COM USD0.001                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       287 | NS      | $12536.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                         | Alarm.com Holdings Inc. COM USD0.01                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      1650 | NS      | $81642.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                       | Axcelis Technologies Inc. COM USD0.001                         | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1946 | NS      | $154434.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                          | ProPetro Holding Corp. COM USD0.001                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $21777.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                    | Adtalem Global Education Inc COM USD0.01                       | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       740 | NS      | $26270.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                     | Iovance Biotherapeutics Inc COM USD0.000041666                 | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     76877 | NS      | $491244.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                           | Arlo Technologies Inc COM USD0.001                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    202139 | NS      | $709507.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                           | Arlo Technologies Inc COM USD0.001                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      4800 | NS      | $16848.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc.                             | Provention Bio Inc. COM USD0.0001                              | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |     39674 | NS      | $419354.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                   | Frontdoor Inc COM USD0.01                                      | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      4500 | NS      | $93600.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                        | Resideo Technologies Inc COM USD0.001                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       750 | NS      | $12337.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc                               | Pennant Group Inc COM USD0.001                                 | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      3289 | NS      | $36113.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Incorporation                   | Onto Innovation Incorporation COM                              | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      2319 | NS      | $157900.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                 | James River Group Holdings Ltd. COM USD0.0002                  | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2000 | NS      | $41820.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc.                | Aerojet Rocketdyne Holdings Inc. COM USD0.10                   | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      2900 | NS      | $162197.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                       | Edgewell Personal Care Co COM USD0.01                          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      2504 | NS      | $96504.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                    | Archrock Inc COM USD0.01                                       | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      7300 | NS      | $65554.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| E L F Beauty Inc                                | E L F Beauty Inc COM USD0.01                                   | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      1900 | NS      | $105070.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                 | DMC Global Inc. COM USD0.05                                    | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      3966 | NS      | $77099.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                              | Ichor Holdings Ltd COM USD0.0001                               | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      1500 | NS      | $40230.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.              | KKR Real Estate Finance Trust Inc. COM USD0.01                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      2068 | NS      | $28869.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coda Octopus Group                              | Coda Octopus Group COM USD0.001                                | CUSIP: 19188U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48414 | NS      | $332120.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                              | TTEC Holdings Inc. COM USD0.01                                 | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       600 | NS      | $26478.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                | Talos Energy Inc COM USD0.01                                   | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      2600 | NS      | $49088.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                              | Axos Financial Inc COM USD0.01                                 | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      2900 | NS      | $110838.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                              | Axos Financial Inc COM USD0.01                                 | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      9490 | NS      | $362707.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                        | Rackspace Technology Inc COM                                   | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22296 | NS      | $65773.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                      | Rhythm Pharmaceuticals Inc COM USD0.001                        | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |     31189 | NS      | $908223.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                        | Revance Therapeutics Inc COM USD0.001                          | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     50152 | NS      | $925805.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                      | Insmed Inc COM USD0.01                                         | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      7111 | NS      | $142077.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                     | Grid Dynamics Holdings Inc. CL A                               | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69654 | NS      | $781517.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mortgage Advice Bureau (Hldgs) Ltd              | Mortgage Advice Bureau (Hldgs) Ltd ORD GBP0.001                | CUSIP: G6319A103<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |     79583 | NS      | $509922.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                          | Castle Biosciences Inc COM USD0.001                            | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13222 | NS      | $311245.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                          | Viemed Healthcare Inc. COM                                     | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    151588 | NS      | $1146005.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                              | Sitime Corporation COM                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3834 | NS      | $389611.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc.                      | Utah Medical Products Inc. COM USD0.01                         | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |     15716 | NS      | $1579929.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                    | Medifast Inc COM USD0.001                                      | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      9685 | NS      | $1117164.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceva Inc                                        | Ceva Inc COM USD0.001                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     24581 | NS      | $628781.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation       | Federal Agricultural Mortgage Corporation COM USD1 CLASS'C'    | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGA              | US        |     18068 | NS      | $2036444.28   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                | Shutterstock Inc COM USD0.01                                   | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     14202 | NS      | $748729.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp.                                   | Denny's Corp. COM USD0.01                                      | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     15487 | NS      | $142635.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                               | Franklin Covey Co COM USD0.05                                  | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33958 | NS      | $1588215.66   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp.                 | Silicon Motion Technology Corp. SPONS ADR EA REP 4 COM         | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |      4429 | NS      | $287840.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ituran                                          | Ituran ILS0.333                                                | CUSIP: M6158M104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     48195 | NS      | $1018360.35   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   1391774 | NS      | $1391773.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                  | Red Violet Inc COM USD0.001                                    | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |     34326 | NS      | $790184.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| California Bancorp                              | California Bancorp COM                                         | CUSIP: 13005U101<br>LEI: 549300557SO55H4J8018 | Long             | EC               | CORP              | US        |     35430 | NS      | $842525.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc.                               | CarParts.com Inc. COM                                          | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |     79986 | NS      | $500712.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jdc Group Ag                                    | Jdc Group Ag NPV                                               | CUSIP: D04287104<br>LEI: 391200HVYXFJ2R1BIN92 | Long             | EC               | CORP              | DE        |     56330 | NS      | $1009999.07   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pivotree Inc                                    | Pivotree Inc COM                                               | CUSIP: 72583B109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    233588 | NS      | $572756.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings inc.                        | InfuSystem Holdings inc. COM STK USD0.0001                     | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |     81023 | NS      | $703279.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                          | Velocity Financial Inc COM                                     | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44656 | NS      | $430930.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Limited                                  | Inmode Limited COM ILS0.01                                     | CUSIP: M5425M103<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |     26852 | NS      | $958616.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                  | American Eagle Outfitters Inc. COM USD0.01                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      7900 | NS      | $110284.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries                                | Astec Industries COM USD0.20                                   | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1100 | NS      | $44726.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                           | Extreme Networks Inc. COM USD0.001                             | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      6749 | NS      | $123574.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                               | Barnes Group Inc. COM USD0.01                                  | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      2800 | NS      | $114380.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc.                                 | Stoneridge Inc. COM NPV                                        | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      3505 | NS      | $75567.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp                                       | Cato Corp CLASS'A' COM USD0.033                                | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      2100 | NS      | $19593.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                            | Old National Bancorp COM NPV                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     10663 | NS      | $191720.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                      | Buckle Inc COM USD0.01                                         | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1700 | NS      | $77095.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc.                       | CIRCOR International Inc. COM USD0.01                          | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |       700 | NS      | $16772.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                             | PGT Innovations Inc COM USD0.01                                | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     27690 | NS      | $497312.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc.                            | Century Casinos Inc. COM USD0.01                               | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |     99794 | NS      | $701551.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                | Carpenter Technology Corporation COM USD5                      | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      2700 | NS      | $99738.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                     | Rogers Corp CAP USD1                                           | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       339 | NS      | $40456.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                      | WSFS Financial Corporation COM USD0.01                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       480 | NS      | $21763.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories                               | Core Laboratories ORD EUR0.02                                  | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |       900 | NS      | $18243.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                          | Cheesecake Factory Inc COM USD0.01                             | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      2600 | NS      | $82446.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                     | Brinker International, Inc. COM USD0.10                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1900 | NS      | $60629.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc.                                | Chico's FAS Inc. COM USD0.01                                   | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      6800 | NS      | $33456.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                          | ESCO Technologies Inc. COM USD0.01                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1000 | NS      | $87540.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                        | Cohu Inc COM USD1                                              | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      2700 | NS      | $86535.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                  | CSG Systems International Inc. COM USD0.01                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1639 | NS      | $93750.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                                   | Marinemax Inc COM STK USD0.001                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      1075 | NS      | $33561.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                    | Artivion Inc COM USD0.01                                       | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       400 | NS      | $4848.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation       | Integra LifeSciences Holdings Corporation COM STK USD0.01      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      3930 | NS      | $220355.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                              | Deluxe Corporation COM USD1                                    | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1700 | NS      | $28866.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                         | US Physical Therapy Inc COM USD0.01                            | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       418 | NS      | $33870.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madden(Steven)Ltd.                              | Madden(Steven)Ltd. COM USD0.0001                               | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1777 | NS      | $56792.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                              | PC Connection Inc. COM USD0.01                                 | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       152 | NS      | $7128.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                   | Berkshire Hills Bancorp, Inc. COM USD0.01                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      3236 | NS      | $96756.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc.     | American Axle & Manufacturing Holdings Inc. COM USD0.01        | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4800 | NS      | $37536.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Governor                               | Woodward Governor COM USD0.00875                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      1700 | NS      | $164237.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                      | Ethan Allen Interiors Inc. COM USD0.01                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $7926.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Incorporated           | Community Health Systems Incorporated COM USD0.01              | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $18144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED Signal Corp                                 | FED Signal Corp COM USD1                                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      3316 | NS      | $154094.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                  | Trustmark Corp COM NPV                                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      3300 | NS      | $115203.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                            | Jack in the Box Inc. COM STK USD0.01                           | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       900 | NS      | $61407.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvel Corp                                     | Corvel Corp COM USD0.0001                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $58132.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                              | H B Fuller Company COM USD1                                    | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      1980 | NS      | $141807.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                            | TTM Technologies Inc COM NPV                                   | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      5905 | NS      | $89047.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                | Movado Group Inc COM USD0.01                                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       600 | NS      | $19350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc.                       | OraSure Technologies Inc. COM USD0.000001                      | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      2400 | NS      | $11568.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                            | MKS Instruments Inc. COM NPV                                   | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       545 | NS      | $46177.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                        | Granite Construction Inc COM USD0.01                           | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      2431 | NS      | $85255.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                 | New York Community Bancorp Inc. COM USD0.01                    | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      8427 | NS      | $72472.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc.                         | Forrester Research Inc. COM USD0.01                            | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       700 | NS      | $25032.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                       | American States Water Co. COM NPV                              | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1755 | NS      | $162425.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc            | Allscripts Healthcare Solutions, Inc COM USD0.01               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      4500 | NS      | $79380.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB Group Inc                                   | HUB Group Inc CL'A' COM USD0.01                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1973 | NS      | $156833.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                              | Harsco Corporation COM USD1.25                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      4400 | NS      | $27676.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                          | Heartland Express Inc. COM USD0.01                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      2600 | NS      | $39884.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                       | Haverty Furniture Cos Inc COM USD1                             | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       800 | NS      | $23920.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                  | Healthcare Services Group Inc. COM USD0.01                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      3200 | NS      | $38400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen Of Troy Corp                              | Helen Of Troy Corp COM USD0.10                                 | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2401 | NS      | $266294.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                           | Helmerich & Payne Inc COM USD0.10                              | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      4000 | NS      | $198280.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation               | Horace Mann Educators Corporation COM USD0.001                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1600 | NS      | $59792.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                  | Oil States International, Inc. COM USD0.01                     | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      1100 | NS      | $8206.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                       | Resources Connection Inc. COM USD0.01                          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $31246.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated              | Huntington Bancshares Incorporated COM USD0.01                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       909 | NS      | $12816.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                           | NETSCOUT Systems Inc. COM USD0.001                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      2500 | NS      | $81275.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                    | Griffon Corp COM USD0.25                                       | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      2600 | NS      | $93054.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                | Elme Communities SBI USD0.01                                   | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      3400 | NS      | $60520.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                        | World Fuel Services Corp COM USD0.01                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      3300 | NS      | $90189.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                        | Insight Enterprises Inc. COM USD0.01                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1700 | NS      | $170459.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                               | Proassurance Corp COM USD0.01                                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      2100 | NS      | $36687.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                              | Kelly Services Inc CLASS'A'NON-VTG USD1                        | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $32110.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 Inc New                                     | 8X8 Inc New COM USD0.001                                       | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      2800 | NS      | $12096.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaon Inc                                        | Aaon Inc COM STK USD0.004                                      | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $128044.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                               | PDF Solutions Inc COM USD0.00015                               | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      1000 | NS      | $28520.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                    | La-Z-Boy Inc COM USD1                                          | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       600 | NS      | $13692.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                    | Harmonic Inc COM USD0.001                                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      5700 | NS      | $74670.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                         | Brandywine Realty Trust SBI USD0.01                            | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      6400 | NS      | $39360.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                | Encore Wire Corp COM USD0.01                                   | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $151316.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                             | Meritage Homes Corp COM USD0.01                                | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1348 | NS      | $124285.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                | Vector Group Ltd COM USD0.1                                    | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      5100 | NS      | $60486.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                            | M.D.C. Holdings Inc. COM USD0.01                               | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      3500 | NS      | $110600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                          | Independent Bank Corp. COM USD0.01                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1800 | NS      | $151974.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Co                              | Umpqua Holdings Co COM NPV                                     | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     33500 | NS      | $597975.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                            | LXP Industrial Trust COM USD0.0001                             | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     15100 | NS      | $151302.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                     | Matthews International Corp CLASS'A'COM USD1                   | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      2100 | NS      | $63924.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                  | M/I Homes Inc. COM USD0.01                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1500 | NS      | $69270.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                        | First Financial Bancorp. COM NPV                               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       600 | NS      | $14538.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                 | S&T Bancorp Inc COM USD2.50                                    | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $3418.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp PA            | First Commonwealth Financial Corp PA COM USD1                  | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      2700 | NS      | $37719.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                              | Park National Corp COM NPV                                     | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       500 | NS      | $70375.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                     | Mercury General Corporation COM NPV                            | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1000 | NS      | $34200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                     | AMN Healthcare Services Inc COM USD0.01                        | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      2400 | NS      | $246768.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc.                        | Methode Electronics Inc. COM USD0.50                           | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      1900 | NS      | $84303.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                 | City Holding Co COM USD2.50                                    | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $65163.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Incorporation           | Columbia Banking System Incorporation COM NPV                  | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $129559.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                 | NBT Bancorp Inc COM USD0.01                                    | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $91182.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                      | Minerals Technologies Inc. COM USD0.10                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1700 | NS      | $103224.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                       | Moog Inc. CLASS'A'L/VTG COM USD1                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1500 | NS      | $131640.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                         | Mueller Industries Inc. COM USD0.01                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       324 | NS      | $19116.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                    | Balchem Corp COM USD0.0666                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1200 | NS      | $146532.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                      | Merit Medical Systems Inc. COM NPV                             | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      3012 | NS      | $212707.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                 | Oceaneering International, Inc. COM USD0.25                    | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      3994 | NS      | $69855.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                       | Patterson-UTI Energy Inc. COM USD0.01                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      5792 | NS      | $97537.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                     | Rambus Inc. COM USD0.001                                       | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      5900 | NS      | $211338.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                             | Rent-A-Center, Inc. COM USD0.01                                | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2100 | NS      | $47355.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                     | Monarch Casino & Resort Inc COM USD0.01                        | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       300 | NS      | $23067.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation        | Stewart Information Services Corporation COM USD1              | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       900 | NS      | $38457.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co                                | Sturm Ruger & Co COM USD1                                      | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       800 | NS      | $40496.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park City Group                                 | Park City Group COM USD0.01                                    | CUSIP: 700215304<br>LEI: 5299008X1VJFCKZ94E34 | Long             | EC               | CORP              | US        |    214973 | NS      | $1064116.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc.                              | Willdan Group Inc. COM STK USD0.01                             | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |     30654 | NS      | $547173.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemaitre Vascular Inc.                          | Lemaitre Vascular Inc. COM STK USD0.01                         | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     35399 | NS      | $1629061.98   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtarget Inc                                  | Techtarget Inc COM STK USD0.001                                | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      4943 | NS      | $217788.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                        | Amicus Therapeutics Inc. COM STK USD0.01                       | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     25147 | NS      | $307044.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc                           | Semler Scientific Inc COM USD0.001                             | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |     18902 | NS      | $623766.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc               | Donnelley Financial Solutions Inc COM USD0.01                  | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     55349 | NS      | $2139238.85   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation              | Masonite International Corporation COM NPV                     | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     18083 | NS      | $1457670.63   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                            | CSW Industrials Inc. COM USD0.01                               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      9871 | NS      | $1144345.03   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    140494 | NS      | $140494.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      4521 | NS      | $4520.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FRESH MARK                                  | THE FRESH MARK SHS                                             | CUSIP: 358ESC010<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23253 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Johnson Service Group PLC                       | Johnson Service Group PLC ORD GBP0.10                          | CUSIP: G51576125<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |    490761 | NS      | $574913.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Health Inc.                              | Harrow Health Inc. COM USD0.001                                | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67502 | NS      | $996329.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                         | Digi International Inc. COM USD0.01                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     21027 | NS      | $768536.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                      | Kadant Inc COM USD0.01                                         | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2979 | NS      | $529159.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Inds Inc                                | Patrick Inds Inc COM NPV                                       | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     11758 | NS      | $712534.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                          | Veeco Instruments Inc. COM USD0.01                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     35229 | NS      | $654554.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                     | EZCORP Inc. CL'A'COM NON VTG USD0.01                           | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    153033 | NS      | $1247218.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries                                | Cavco Industries COM USD0.01                                   | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $16742.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corp                                   | Unifirst Corp COM USD0.10                                      | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       500 | NS      | $96495.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Houghton                                 | Quaker Houghton COM USD1                                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       700 | NS      | $116830.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                              | Saul Centers, Inc. COM USD0.01                                 | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $24408.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                      | Brady Corp CLASS'A'COM NON-VTG USD0.01                         | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2600 | NS      | $122460.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                    | Agilysys Inc COM NPV                                           | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       900 | NS      | $71226.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                    | Exponent Inc COM USD0.001                                      | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      2800 | NS      | $277452.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.             | Compass Minerals International Inc. COM USD0.01                | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1900 | NS      | $77900.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                         | Piper Sandler Companies COM USD0.01                            | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       500 | NS      | $65095.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                 | Alamo Group Inc COM USD0.10                                    | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       610 | NS      | $86376.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                         | Genworth Financial Inc. COM USD0.001 CLASS A                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     19868 | NS      | $105101.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                              | Calavo Growers Inc COM USD0.001                                | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1420 | NS      | $41748.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co.                              | Matrix Service Co. COM USD0.01                                 | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      5440 | NS      | $33836.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                    | Skyline Champion Corporation COM USD0.0277                     | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23154 | NS      | $1192662.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Construction Co Inc.                   | Sterling Construction Co Inc. COM USD0.01                      | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     30871 | NS      | $1012568.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc.                     | A-Mark Precious Metals Inc. COM USD0.01                        | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     15930 | NS      | $553248.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO Security Technologies Inc.                | NAPCO Security Technologies Inc. COM USD0.01                   | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     34977 | NS      | $961167.96    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                                     | Graham Corp COM STK USD0.10                                    | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |     29621 | NS      | $284954.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                         | National Beverage Corp. COM STK USD0.01                        | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       900 | NS      | $41877.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS Restaurants In                              | BJS Restaurants In COM NPV                                     | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       500 | NS      | $13190.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                             | Addus Homecare Corp COM USD0.001                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      7512 | NS      | $747368.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petr Cor                              | Evolution Petr Cor COM USD0.001                                | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |    154314 | NS      | $1165070.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc.                       | Haynes International Inc. COM STK USD0.001                     | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     20303 | NS      | $927644.07    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                           | ICF International Inc COM STK USD0.001                         | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      9707 | NS      | $961478.35    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                       | Argan Inc COM STK USD0.15                                      | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      7741 | NS      | $285488.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantronix Inc                                   | Lantronix Inc COM USD0.001                                     | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127881 | NS      | $552445.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc.                            | Karat Packaging Inc. COM                                       | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |     50322 | NS      | $723127.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                    | John Bean Technologies Corp. COM USD0.01                       | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      3633 | NS      | $331801.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                        | Fabrinet COM USD0.01                                           | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      4841 | NS      | $620713.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co.                                   | Noodles & Co. COM USD0.01 CL'A'                                | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |    124347 | NS      | $682665.03    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                       | Titan International, Inc. COM NPV                              | CUSIP: 88830M102<br>LEI: 54930043H7SFLNS88586 | Long             | EC               | CORP              | US        |      2700 | NS      | $41364.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                            | DXP Enterprises Inc. COM USD0.01                               | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       843 | NS      | $23224.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc.                  | Urstadt Biddle Properties Inc. CLASS'A'COM USD0.01             | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      1600 | NS      | $30320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                     | Safety Insurance Group Inc. COM USD0.01                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |        92 | NS      | $7751.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                   | Sunstone Hotel Investors Inc. COM USD0.01                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      8300 | NS      | $80178.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                        | Lakeland Financial Corp. COM NPV                               | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $94861.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                      | Gibraltar Industries, Inc. COM USD0.01                         | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |      1400 | NS      | $64232.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc                                     | Bancorp Inc COM NPV                                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $68112.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                         | American Vanguard Corp. COM USD0.10                            | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      1600 | NS      | $34736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                       | Southside Bancshares Inc. COM USD1.25                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       233 | NS      | $8385.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc.                             | PetMed Express Inc. COM USD0.001                               | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      1100 | NS      | $19470.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                               | Inter Parfums Inc COM USD0.001                                 | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $86868.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                  | The Greenbrier Companies, Inc. COM USD0.001                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      1700 | NS      | $57001.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                         | Signet Jewelers Limited COM STK USD0.18                        | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      2500 | NS      | $170000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Puerto Rico                       | First Bancorp Puerto Rico COM USD1                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      7000 | NS      | $89040.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                   | Materion Corp COM NPV                                          | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       700 | NS      | $61257.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                 | Interface, Inc. COM USD0.10                                    | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       500 | NS      | $4935.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                     | National Bank Holdings Corp COM USD0.01                        | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5537 | NS      | $232941.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                | Shutterstock Inc COM USD0.01                                   | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       800 | NS      | $42176.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                    | Sanmina Corp COM USD0.01                                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      3248 | NS      | $186077.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                          | Pathward Financial Inc COM USD0.01                             | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      1100 | NS      | $47355.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                | Prestige Consumer Healthcare Inc COM USD0.01                   | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $156500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                          | 3D Systems Corporation COM USD0.001                            | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      7000 | NS      | $51800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                            | Renasant Corporation COM USD5                                  | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2873 | NS      | $107996.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                     | Zumiez Inc. COM NPV                                            | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       800 | NS      | $17392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                               | Agree Realty Corp COM USD0.0001                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3466 | NS      | $245843.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated             | Ligand Pharmaceuticals Incorporated 'B'COM USD0.001            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     13141 | NS      | $877818.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                          | Pacira Biosciences Inc COM USD0.001                            | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     13658 | NS      | $527335.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                          | Puma Biotechnology Inc COM USD0.0001                           | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34117 | NS      | $144314.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                   | Supernus Pharmaceuticals, Inc COM USD0.001                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     40252 | NS      | $1435788.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.Com Inc                           | 1-800-Flowers.Com Inc CL'A' COM STK USD0.01                    | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31727 | NS      | $303310.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Radware Ltd.                                    | Radware Ltd. COM ILS0.05                                       | CUSIP: M81873107<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     63116 | NS      | $1246541.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                         | Progress Software Corp. COM USD0.01                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     17169 | NS      | $866176.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                             | Semtech Corporation COM STK USD0.01                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      8549 | NS      | $245270.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs & Systems Inc.                | Computer Programs & Systems Inc. COM USD0.001                  | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     17007 | NS      | $462930.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc.                              | Overstock.com Inc. COM USD0.0001                               | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     31630 | NS      | $612356.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                        | RXO Inc. COMMON STOCK                                          | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14458 | NS      | $248677.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc                      | Acadia Pharmaceuticals Inc COM USD0.0001                       | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     14027 | NS      | $223309.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                             | Upland Software Inc COM USD0.0001                              | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     86020 | NS      | $613322.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocuphire Pharma Inc                             | Ocuphire Pharma Inc COM                                        | CUSIP: 67577R102<br>LEI: 529900C85NBMQFSETD92 | Long             | EC               | CORP              | US        |    164103 | NS      | $579283.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OmniAb Inc. USD0.0001 A (USD15 VESTING)                        | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4983 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OmniAb Inc.                                     | OmniAb Inc. COM                                                | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177238 | NS      | $638056.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricesmart Inc                                  | Pricesmart Inc COM USD0.0001                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1300 | NS      | $79014.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                     | DiamondRock Hospitality Co. COM USD0.01                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      8400 | NS      | $68796.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                           | TreeHouse Foods, Inc. COM USD0.01                              | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      1888 | NS      | $93229.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc.                       | Corcept Therapeutics Inc. COM STK USD0.00001                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1794 | NS      | $36436.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc        | Consolidated Communications Holdings Inc COM STK USD0.01       | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      5641 | NS      | $20194.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruths Hospitality Group Inc.                    | Ruths Hospitality Group Inc. COM USD0.01                       | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      1100 | NS      | $17028.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                      | Cutera Inc COM USD0.001                                        | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |       900 | NS      | $39798.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                | WisdomTree, Inc. COM USD0.01                                   | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      6000 | NS      | $32700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                     | Unitil Corp COM NPV                                            | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $41088.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                  | Perficient Inc COM USD0.001                                    | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      1800 | NS      | $125694.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                         | Anika Therapeutics Inc. COM USD0.01                            | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       600 | NS      | $17760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp MA              | Franklin Street Properties Corp MA COM USD0.0001               | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      5300 | NS      | $14469.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                  | Ameris Bancorp COM USD1                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      2417 | NS      | $113937.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                    | Innospec Inc COM USD0.01                                       | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1387 | NS      | $142666.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                | SPS Commerce Inc COM USD0.001                                  | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       668 | NS      | $85791.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                       | CNO Financial Group, Inc. COM USD0.01                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      5970 | NS      | $136414.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    713200 | NS      | $713199.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Fed Fin In                              | Capitol Fed Fin In COM USD0.01                                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $53630.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith-Midland Corp                              | Smith-Midland Corp COM USD0.01                                 | CUSIP: 832156103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8599 | NS      | $176279.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OmniAb Inc. USD0.0001 A (USD12.5 VESTING)                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4983 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BankUnited Inc.                                 | BankUnited Inc. COM USD0.01                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       230 | NS      | $7813.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                     | Banner Corp COM USD0.01                                        | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $120080.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                  | Preferred Bank COM STK NPV                                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       500 | NS      | $37310.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                          | US Silica Holdings Inc COM USD0.01                             | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      4000 | NS      | $50000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                      | Matson Inc COM NPV                                             | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1500 | NS      | $93765.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuys Holdings Inc                              | Chuys Holdings Inc COM USD0.01                                 | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $237720.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc.                                     | Inotiv Inc. COM                                                | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |     30105 | NS      | $148718.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                         | Customers Bancorp, Inc. COM USD1                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       271 | NS      | $7680.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                  | PBF Energy Inc COM USD0.001                                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       680 | NS      | $27730.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                         | Northfield Bancorp Inc. COM USD0.01                            | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $28314.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                  | Armada Hoffler Properties Inc. COM USD0.01                     | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      5000 | NS      | $57500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.              | Helix Energy Solutions Group, Inc. COM NPV                     | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      3327 | NS      | $24553.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                        | Ultra Clean Holdings Inc COM USD0.001                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      2445 | NS      | $81051.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                     | Pacific Premier Bancorp Inc COM USD0.01                        | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      3400 | NS      | $107304.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liveperson Inc                                  | Liveperson Inc COM USD0.001                                    | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      2900 | NS      | $29406.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                            | Koppers Holdings Inc COM STK USD0.01                           | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1409 | NS      | $39733.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                             | PGT Innovations Inc COM USD0.01                                | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      3145 | NS      | $56484.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                            | Chart Industries Inc COM USD0.01                               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        42 | NS      | $4839.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                | Green Plains Inc COM STK USD0.001                              | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      2200 | NS      | $67100.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe Inc                                   | Amerisafe Inc COM STK USD0.01                                  | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       400 | NS      | $20788.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                    | Clearwater Paper Corporation COM USD0.0001                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       900 | NS      | $34029.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.     | Apollo Commercial Real Estate Finance, Inc. COM USD0.01        | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      1100 | NS      | $11836.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp             | Retail Opportunity Investments Corp COM STK USD0.0001          | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6531 | NS      | $98160.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated             | Ligand Pharmaceuticals Incorporated 'B'COM USD0.001            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       800 | NS      | $53440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                            | SunCoke Energy, Inc. COM USD0.01                               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      7900 | NS      | $68177.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                            | Tri Pointe Homes Inc COM USD0.01                               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $102245.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                | Boise Cascade Co COM USD0.01                                   | CUSIP: 09739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2177 | NS      | $149494.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Biolife Solutions                               | Biolife Solutions COM USD0.001                                 | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1600 | NS      | $29120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstcash Holdings Inc                          | Firstcash Holdings Inc COM                                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2961 | NS      | $257340.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                     | Enhabit Inc COM                                                | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $35532.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.W. Scripps Company                            | E.W. Scripps Company COM USD0.01 CL'A'                         | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      1200 | NS      | $15828.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc (Delaware)           | Cardiovascular Systems Inc (Delaware) COM USD0.001             | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |       700 | NS      | $9534.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ll Flooring Holdings Inc.                       | Ll Flooring Holdings Inc. COM USD0.001                         | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2238 | NS      | $12577.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                        | Northwest Bancshares Inc COM USD0.01                           | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5900 | NS      | $82482.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                 | QuinStreet Inc. COM USD0.001                                   | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      1800 | NS      | $25830.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                  | Ironwood Pharmaceuticals, Inc. COM CL A USD0.001               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      7300 | NS      | $90447.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                           | Chatham Lodging Trust COM USD0.01                              | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $28221.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                   | Six Flags Entertainment Corp. COM USD0.01                      | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      4000 | NS      | $93000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc                      | United Community Banks Inc COM CAP USD1                        | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2477 | NS      | $83722.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                | AMC Networks Inc COM USD0.01 CL 'A'                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1600 | NS      | $25072.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                   | Supernus Pharmaceuticals, Inc COM USD0.001                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      2800 | NS      | $99876.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                        | Gogo Inc COM USD0.0001                                         | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      3600 | NS      | $53136.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                        | Callon Petroleum Company COM                                   | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      1900 | NS      | $70471.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc                 | Academy Sports and Outdoors Inc COM                            | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4675 | NS      | $245624.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.              | Sun Country Airlines Holdings Inc. COM                         | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $26962.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                             | Mister Car Wash Inc COM                                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $38766.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Bsp Realty Trust Inc                   | Franklin Bsp Realty Trust Inc COMMON STOCK                     | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      2200 | NS      | $28380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                          | SPX Technologies, Inc. COM                                     | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $105040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                    | Two Harbors Investment Corp. COM                               | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      4650 | NS      | $73330.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                          | Abercrombie & Fitch Co CL'A'COM USD0.01                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      2800 | NS      | $64148.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                      | Albany International Corp. CLASS'A'COM USD0.001                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1200 | NS      | $118308.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                         | Power Integrations Inc. COM USD0.001                           | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       140 | NS      | $10040.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                        | Comfort Systems USA Inc. COM USD0.01                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1613 | NS      | $185624.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                | Advanced Energy Industries, Inc. COM USD0.001                  | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      2042 | NS      | $175162.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                      | Korn Ferry COM USD0.01                                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2000 | NS      | $101240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rex American Resources Corp                     | Rex American Resources Corp COM USD0.01                        | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $24659.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc.                            | Avid Technology Inc. COM USD0.01                               | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      1312 | NS      | $34886.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.            | Applied Industrial Technologies Inc. COM NPV                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1460 | NS      | $184003.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                     | Benchmark Electronics, Inc. COM USD0.10                        | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      2504 | NS      | $66831.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                       | iStar Inc CLASS'A'SBI USD0.001                                 | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      3200 | NS      | $24416.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                          | FARO Technologies Inc. COM USD0.001                            | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      1000 | NS      | $29410.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The ChildrenS Place Inc                         | The ChildrenS Place Inc COM USD0.10                            | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       800 | NS      | $29136.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                 | OSI Systems Inc COM NPV                                        | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       800 | NS      | $63616.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril Quip Inc                                   | Dril Quip Inc COM USD0.01                                      | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      1900 | NS      | $51623.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                    | Fresh Del Monte Produce Inc. COM USD0.01                       | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      1300 | NS      | $34047.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                        | Group 1 Automotive, Inc. COM USD0.01                           | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       900 | NS      | $162333.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                          | Sonic Automotive, Inc. COM USD0.01 CL'A'                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       823 | NS      | $40549.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc                    | The Hain Celestial Group Inc COM USD0.01                       | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      4900 | NS      | $79282.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial                                   | CVB Financial COM NPV                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $126175.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc          | Heidrick & Struggles International Inc COM USD0.01             | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       500 | NS      | $13985.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                         | ATI Inc COM USD0.10                                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      4785 | NS      | $142880.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                        | Century Aluminum Company COM USD0.01                           | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      3110 | NS      | $25439.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess Inc                                       | Guess Inc COM USD0.01                                          | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1900 | NS      | $39311.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                              | Conmed Corporation COM USD0.01                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1100 | NS      | $97504.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                 | CTS Corporation COM NPV                                        | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      3300 | NS      | $130086.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                         | RPC Inc COM USD0.10                                            | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |      1500 | NS      | $13335.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries, Ltd.                         | Nabors Industries, Ltd. COM USD0.05(POST REV SPLIT)            | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       932 | NS      | $144338.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                             | The ODP Corporation COM                                        | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |      2300 | NS      | $104742.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITeos Therapeutics Inc.                         | ITeos Therapeutics Inc. COM                                    | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $27342.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                              | Corsair Gaming Inc COM                                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      1900 | NS      | $25783.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                      | Stride Inc COM                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     48216 | NS      | $1508196.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                  | Dime Community Bancshares Inc. COM                             | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       989 | NS      | $31479.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                             | ADTRAN Holdings Inc COM                                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      3900 | NS      | $73281.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc                                     | Netgear Inc COM USD0.001                                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1247 | NS      | $22583.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                            | Fulgent Genetics Inc COM                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      1000 | NS      | $29780.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Incorporation                              | Xpel Incorporation COM                                         | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       700 | NS      | $42042.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corporation                         | AdaptHealth Corporation COMMON STOCK                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4101 | NS      | $78821.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                               | Bristow Group Inc COM                                          | CUSIP: 11040G103<br>LEI: 5OR64DV4VUQ8NW3R8C06 | Long             | EC               | CORP              | US        |      3303 | NS      | $89610.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                     | Trinseo PLC COM USD0.01                                        | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      1400 | NS      | $31794.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                                      | ESAB Corp. COM                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       501 | NS      | $23506.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OmniAb Inc. USD0.0001 A (USD15 VESTING)                        | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Organogenesis Holdings Inc.                     | Organogenesis Holdings Inc. COM USD0.0001 CL A                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      4485 | NS      | $12064.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                            | Laredo Petroleum Inc COM                                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       225 | NS      | $11569.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustco Bank Corp NY                            | Trustco Bank Corp NY COM NEW                                   | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $41349.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                           | Civitas Resources Inc COM NEW                                  | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      2000 | NS      | $115860.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office Reit Inc                           | Orion Office Reit Inc COM                                      | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $21350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                   | Invesco Mortgage Capital Inc. COM                              | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      1300 | NS      | $16549.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                             | Stellar Bancorp Inc COM                                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       992 | NS      | $29224.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OmniAb Inc. COM                                                | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3920 | NS      | $14112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                              | UFP Industries Inc COM                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2200 | NS      | $174350.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                   | ModivCare Inc COM                                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       600 | NS      | $53838.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                 | SiriusPoint Ltd COM USD0.1                                     | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |       900 | NS      | $5310.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarwinds Corporation                          | Solarwinds Corporation COM NEW                                 | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6223 | NS      | $58247.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                             | SYLVAMO CORPORATION COMMON STOCK                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       500 | NS      | $24295.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                   | Consensus Cloud Solutions Inc COM                              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $48384.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                   | Consensus Cloud Solutions Inc COM                              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10632 | NS      | $571576.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                             | Douglas Elliman Inc COM                                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      3700 | NS      | $15059.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OmniAb Inc. USD0.0001 A (USD12.5 VESTING)                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zynex Inc                                       | Zynex Inc COM USD0.001                                         | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $11128.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WalkMe Limited                                  | WalkMe Limited COM NPV                                         | CUSIP: M97628107<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     43053 | NS      | $481332.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                      | Zimvie Inc COM                                                 | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |       800 | NS      | $7472.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                | StoneX Group Inc COM                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1182 | NS      | $112644.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                | Harmony Biosciences Holdings Inc COM                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $93670.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Aaron's Company Inc                         | The Aaron's Company Inc COM                                    | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $14340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                              | PROG Holdings Inc. COM NPV                                     | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      2100 | NS      | $35469.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                   | Embecta Corp. COMMON STOCK                                     | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      3200 | NS      | $80928.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                            | Howmet Aerospace Inc COM                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     65716 | NS      | $2589867.56   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstcash Holdings Inc                          | Firstcash Holdings Inc COM                                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8460 | NS      | $735258.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                     | LPL Financial Holdings Inc. COM USD0.001                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     11506 | NS      | $2487252.02   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                 | Bio-Techne Corp COM USD0.01                                    | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     40964 | NS      | $3395096.32   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc.                | National Western Life Group Inc. COM USD0.01 CL A              | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      3119 | NS      | $876439.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Incorporated                     | Coupa Software Incorporated COM USD0.0001                      | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     32200 | NS      | $2549274.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                          | Aspen Technology, Inc. COM                                     | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     13849 | NS      | $2844584.60   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                  | American Eagle Outfitters Inc. COM USD0.01                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    142520 | NS      | $1989579.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                         | Arrow Electronics, Inc. COM USD1                               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     13580 | NS      | $1420060.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                            | Associated Banc-Corp COM USD0.01                               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    119510 | NS      | $2759485.90   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                     | Avnet, Inc. COM USD1.00                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     51756 | NS      | $2152014.48   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc.                                  | Celestica Inc. SUB ORD VTG SHS NPV                             | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |    223715 | NS      | $2521268.05   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc.                                 | Stoneridge Inc. COM NPV                                        | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     65000 | NS      | $1401400.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                            | Old National Bancorp COM NPV                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    146586 | NS      | $2635616.28   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                   | Steelcase Inc COM NPV                                          | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    298314 | NS      | $2109079.98   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                   | Steelcase Inc COM NPV                                          | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    119805 | NS      | $847021.35    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastec, Inc.                                    | Mastec, Inc. COM USD0.10                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     10480 | NS      | $894258.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                      | WSFS Financial Corporation COM USD0.01                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     36559 | NS      | $1657585.06   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                      | WSFS Financial Corporation COM USD0.01                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     54900 | NS      | $2489166.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                         | Commerce Bancshares Inc COM USD5                               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14138 | NS      | $962390.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation       | Integra LifeSciences Holdings Corporation COM STK USD0.01      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     39750 | NS      | $2228782.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.  | Charles River Laboratories International, Inc. COM STK USD0.01 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     17147 | NS      | $3736331.30   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Governor                               | Woodward Governor COM USD0.00875                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     21390 | NS      | $2066487.90   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                 | FMC Corporation COM USD0.10                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     19525 | NS      | $2436720.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                              | H B Fuller Company COM USD1                                    | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     21270 | NS      | $1523357.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc                                     | The Gap Inc COM USD0.05                                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    161948 | NS      | $1826773.44   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                            | MKS Instruments Inc. COM NPV                                   | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     23920 | NS      | $2026741.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                     | Gentex Corp COM USD0.06                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     76529 | NS      | $2086945.83   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                       | Graco Inc COM USD1                                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     49111 | NS      | $3303205.86   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen Of Troy Corp                              | Helen Of Troy Corp COM USD0.10                                 | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     21750 | NS      | $2412292.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation               | Lattice Semiconductor Corporation COM USD0.01                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     22822 | NS      | $1480691.36   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Co                              | Umpqua Holdings Co COM NPV                                     | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    112127 | NS      | $2001466.95   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Co                              | Umpqua Holdings Co COM NPV                                     | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    122205 | NS      | $2181359.25   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                       | Moog Inc. CLASS'A'L/VTG COM USD1                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     10233 | NS      | $898048.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                      | The New York Times Company CLASS'A'COM USD0.10                 | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    163541 | NS      | $5308540.86   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                | Olin Corporation COM USD1                                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     46595 | NS      | $2466739.30   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                  | Papa John's International Inc. COM USD0.01                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     32804 | NS      | $2700097.24   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                 | ScanSource Inc. COM NPV                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     53527 | NS      | $1564058.94   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                   | American Woodmark Corporation COM NPV                          | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     29351 | NS      | $1434089.86   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                               | Terex Corporation COM USD0.01                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     60274 | NS      | $2574905.28   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                      | USANA Health Sciences Inc. COM USD0.001                        | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     24134 | NS      | $1283928.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                           | Universal Corporation COM NPV                                  | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     18741 | NS      | $989712.21    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc.                  | Motorcar Parts of America Inc. COM USD0.01                     | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     54156 | NS      | $642290.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                      | Azenta Inc COM USD0.01                                         | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     45163 | NS      | $2629389.86   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                         | Webster Financial Corp. COM USD0.01                            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     50457 | NS      | $2388634.38   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                     | Wabtec Corp COM USD0.01                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     44418 | NS      | $4433360.58   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                       | Winnebago Industries Inc. COM USD0.50                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     56050 | NS      | $2953835.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                  | MRC Global Inc COM USD0.01                                     | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    165451 | NS      | $1915922.58   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                | Phibro Animal Health Corporation COM USD0.0001 CL'A'           | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     62055 | NS      | $832157.55    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Siteone Landscape Supply Inc                    | Siteone Landscape Supply Inc COM USD0.01                       | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     18995 | NS      | $2228493.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                       | Varex Imaging Corporation COM USD0.01                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     34944 | NS      | $709363.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                           | JELD-WEN Holding Inc. COM USD0.01                              | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    137083 | NS      | $1322850.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Incorporation                              | Okta Incorporation COM USD0.0001 CL A                          | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     17999 | NS      | $1229871.67   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                    | Wyndham Hotels & Resorts Inc COM USD0.01                       | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     28636 | NS      | $2042033.16   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                    | Spectrum Brands Holdings Inc COM USD0.01                       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     18434 | NS      | $1122999.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp.                        | Hooker Furnishings Corp. COM NPV                               | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47911 | NS      | $895935.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                   | AXIS Capital Holdings Limited COM USD0.0125                    | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     46526 | NS      | $2520313.42   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company | American Equity Investment Life Holding Company COM USD1       | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     38119 | NS      | $1738988.78   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                     | Belden Inc. COM USD0.01                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     31723 | NS      | $2280883.70   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                       | MarketAxess Holdings Inc. COM USD0.003                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      8945 | NS      | $2494671.05   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                         | Univest Financial Corp. COM USD5                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     57749 | NS      | $1508981.37   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                         | Dolby Laboratories Inc. COM STK USD0.001 CLASS 'A'             | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     24299 | NS      | $1714051.46   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                     | DiamondRock Hospitality Co. COM USD0.01                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    139171 | NS      | $1139810.49   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                       | CNO Financial Group, Inc. COM USD0.01                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    141369 | NS      | $3230281.65   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   2009233 | NS      | $2009233.45   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   1494316 | NS      | $1494315.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corporation                                 | PVH Corporation COM USD1.00                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     21629 | NS      | $1526791.11   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons S.A.                   | Orion Engineered Carbons S.A. COM NPV                          | CUSIP: L72967109<br>LEI: 529900GL5W5OLSTSBE42 | Long             | EC               | CORP              | LU        |    149039 | NS      | $2654384.59   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                      | Elastic NV COM EUR0.01                                         | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |     36522 | NS      | $1880883.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corporation                    | Twist Bioscience Corporation COM USD0.00001                    | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     28259 | NS      | $672846.79    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lending Club Corporation                        | Lending Club Corporation COM USD0.01(POST REV SPLIT)           | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    158042 | NS      | $1390769.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corporation                  | Warner Music Group Corporation COM CL A                        | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80853 | NS      | $2831472.06   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                                      | ESAB Corp. COM                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     59653 | NS      | $2798918.76   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                            | Koppers Holdings Inc COM STK USD0.01                           | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17478 | NS      | $492879.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                | Hanesbrands Inc. COM USD0.01                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    187930 | NS      | $1195234.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Limited                                 | Wix.com Limited COM ILS0.01                                    | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |     40015 | NS      | $3074352.45   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                | Hope Bancorp Inc COM USD0.001                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    105380 | NS      | $1349917.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                               | Syneos Health Inc COM USD0.01 CL A                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     31710 | NS      | $1163122.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                        | BrightView Holdings Inc. USD0.01                               | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    107840 | NS      | $743017.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                    | Grocery Outlet Holding Corp. COM USD0.001                      | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107600 | NS      | $3140844.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                         | Enerpac Tool Group Corp CL A COM                               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     52740 | NS      | $1342233.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                         | Enerpac Tool Group Corp CL A COM                               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     62221 | NS      | $1583524.45   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                        | NOV Inc. COM                                                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     92058 | NS      | $1923091.62   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimas Corporation                              | Trimas Corporation COM STK USD0.01                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     63314 | NS      | $1756330.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.          | Argo Group International Holdings Ltd. COM USD1.00             | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     62192 | NS      | $1607663.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                         | GMS Inc COM USD0.01                                            | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     33105 | NS      | $1648629.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Rev Group Inc                                   | Rev Group Inc COM USD0.001                                     | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |    139290 | NS      | $1757839.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                       | Gates Industrial Corp PLC COM USD0.01                          | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |    107370 | NS      | $1225091.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                        | Lyft Inc COM USD0.00001 CLASS A                                | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     80369 | NS      | $885666.38    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                       | Vimeo Inc COMMON STOCK                                         | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    206351 | NS      | $707783.93    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trueblue Inc                                    | Trueblue Inc COM NPV                                           | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72658 | NS      | $1422643.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                               | Dana Incorporated COM STK USD0.01                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    141329 | NS      | $2138307.77   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation              | Masonite International Corporation COM NPV                     | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     26125 | NS      | $2105936.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                      | Adient PLC COM USD0.001                                        | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     42873 | NS      | $1487264.37   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                  | TechnipFMC PLC USD1                                            | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     95395 | NS      | $1162865.05   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                       | IAA, Inc. COM USD0.01                                          | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     62000 | NS      | $2480000.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                         | Peloton Interactive Inc COM USD0.000025 CL A                   | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    103939 | NS      | $825275.66    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Incorporation                   | Onto Innovation Incorporation COM                              | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     19290 | NS      | $1313456.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                         | Dream Finders Homes Inc COM CL A                               | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56888 | NS      | $492650.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences Of California Inc.          | Pacific Biosciences Of California Inc. COM USD0.0001           | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    296214 | NS      | $2423030.52   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Limited                  | Axalta Coating Systems Limited COM USD1.00                     | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     64328 | NS      | $1638434.16   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                  | Esquire Financial Holdings Inc COM USD0.01                     | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33836 | NS      | $1463745.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Neo Performance Materials Inc                   | Neo Performance Materials Inc COM NPV                          | CUSIP: 64046G106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     71033 | NS      | $503631.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Biote Corp                                      | Biote Corp CLASS A COM                                         | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36647 | NS      | $136693.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Instem                                          | Instem ORD GBP0.10                                             | CUSIP: G4820D104<br>LEI: 213800PILYUFNNROQX68 | Long             | EC               | CORP              | GB        |    110442 | NS      | $947983.95    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                      | El Pollo Loco Holdings Inc COM USD0.01                         | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     27284 | NS      | $271748.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiducian Group Limited                          | Fiducian Group Limited NPV                                     | CUSIP: Q3750N107<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    148538 | NS      | $673539.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc                        | Aris Water Solutions Inc CLASS A COM                           | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27343 | NS      | $394012.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADENTRA Inc                                     | ADENTRA Inc COM                                                | CUSIP: 00686A108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30599 | NS      | $640454.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   3616992 | NS      | $3616991.87   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc.                      | Construction Partners Inc. COM USD0.001 CL A                   | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     42685 | NS      | $1139262.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| New Stratus Energy Inc                          | New Stratus Energy Inc COM                                     | CUSIP: 648830107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    541556 | NS      | $71994.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Luna Innovations Inc.                           | Luna Innovations Inc. COM STK USD0.001                         | CUSIP: 550351100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98700 | NS      | $867573.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc                                   | AFC Gamma Inc COM                                              | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |     55615 | NS      | $874823.95    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomerica Inc                                   | Biomerica Inc COM USD0.08                                      | CUSIP: 09061H307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51474 | NS      | $172437.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexus Ag                                        | Nexus Ag NPV                                                   | CUSIP: D5650J106<br>LEI: 529900IBXKVGR2ZZGT64 | Long             | EC               | CORP              | DE        |     11424 | NS      | $682368.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Critical Elements Lithium Corporation           | Critical Elements Lithium Corporation COM                      | CUSIP: 22675W107<br>LEI: 529900TYN1Z3I6KKQX25 | Long             | EC               | CORP              | CA        |    147468 | NS      | $225449.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGames SA                                     | NeoGames SA COM NPV                                            | CUSIP: L6673X107<br>LEI: 222100MZTIQEZS4XY614 | Long             | EC               | CORP              | LU        |     46160 | NS      | $562690.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AgileThought Inc.                               | AgileThought Inc. CLASS A COM                                  | CUSIP: 00857F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186283 | NS      | $782388.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| The Lovesac Company                             | The Lovesac Company COM USD0.00001                             | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12731 | NS      | $280209.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals INC                                | I3 Verticals INC COM USD0.0001 CLASS A                         | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     28594 | NS      | $695977.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                              | Axos Financial Inc COM USD0.01                                 | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     17665 | NS      | $675156.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc.                                     | Inotiv Inc. COM                                                | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |     72660 | NS      | $358940.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc.                       | Weave Communications Inc. COM                                  | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128821 | NS      | $590000.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company PLC                             | Perrigo Company PLC COM EUR0.001                               | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     60040 | NS      | $2046763.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                            | Glacier Bancorp Inc. COM USD0.01                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     43700 | NS      | $2159654.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co                                  | Gorman-Rupp Co COM NPV                                         | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21900 | NS      | $561078.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.                          | Gildan Activewear Inc. COM NPV                                 | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     79858 | NS      | $2188109.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                             | Acuity Brands, Inc. COM STK USD0.01                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7060 | NS      | $1169206.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                     | Renaissancere Holdings Ltd. COM USD1                           | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      7330 | NS      | $1350405.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                  | Selective Insurance Group Inc. COM USD2                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      8720 | NS      | $772679.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                   | American Woodmark Corporation COM NPV                          | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     43550 | NS      | $2127853.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                           | Air Lease Corporation COM USD0.01                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     61270 | NS      | $2353993.40   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                | Malibu Boats Inc COM USD0.01 CL A                              | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |     27290 | NS      | $1454557.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                       | Varex Imaging Corporation COM USD0.01                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     67370 | NS      | $1367611.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                           | Rush Enterprises Inc. COM CLASS'A'USD0.01                      | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     31510 | NS      | $1647342.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                               | Northern Inst Fds GOVT SELECT PT                               | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   2953906 | NS      | $2953905.52   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                             | Dentsply Sirona Inc COM USD0.01                                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     48560 | NS      | $1546150.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                              | Enovis Corporation COM                                         | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     24013 | NS      | $1285175.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                             | PGT Innovations Inc COM USD0.01                                | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    106608 | NS      | $1914679.68   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                | Armstrong World Industries, Inc. COM STK USD0.01               | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     18270 | NS      | $1253139.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Limited                            | Essent Group Limited COM USD0.015                              | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     66200 | NS      | $2573856.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                          | Ingredion Incorporated COM USD0.01                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     10160 | NS      | $994968.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                            | BWX Technologies Inc COM USD0.01                               | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     30266 | NS      | $1757849.28   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                 | DMC Global Inc. COM USD0.05                                    | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     73931 | NS      | $1437218.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangarra Resources                              | Yangarra Resources COM                                         | CUSIP: 98474P501<br>LEI: 5493007KXYEO5BVIF556 | Long             | EC               | CORP              | CA        |    259955 | NS      | $539493.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                      | Impinj Inc COM USD0.001                                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     14831 | NS      | $1619248.58   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc.                           | Sterling Bancorp Inc. COM NPV                                  | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151776 | NS      | $924315.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Incorporation                            | Rapid7 Incorporation COM USD0.01                               | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     17169 | NS      | $583402.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                    | CS Disco Inc COM                                               | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54405 | NS      | $343839.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                            | J&J Snack Foods Corp COM NPV                                   | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $104797.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                     | Itron, Inc. COM NPV                                            | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      2500 | NS      | $126625.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.              | Kulicke and Soffa Industries, Inc. COM NPV                     | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      3100 | NS      | $137206.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                               | Forward Air Corp. COM USD0.01                                  | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $157335.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust            | Universal Health Realty Income Trust SHS BEN INT USD0.01       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       800 | NS      | $38184.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                        | Tompkins Financial Corp. COM USD0.10                           | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       600 | NS      | $46548.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST Bancorp NC                                  | 1ST Bancorp NC COM NPV                                         | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |      1600 | NS      | $68544.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                       | Monro Inc COM USD0.01                                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $49720.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                    | Lindsay Corp COM USD1                                          | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       600 | NS      | $97710.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Inds Inc                                    | ABM Inds Inc COM USD0.01                                       | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      3624 | NS      | $160978.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                       | AAR Corp. COM USD1                                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1200 | NS      | $53880.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                               | Owens & Minor Inc COM USD2                                     | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1300 | NS      | $25389.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                         | Oxford Industries, Inc. COM USD1                               | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       800 | NS      | $74544.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                   | Asbury Automotive Group, Inc. COM USD0.01                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1200 | NS      | $215100.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                | Chesapeake Utilities Corporation COM USD0.4867                 | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       744 | NS      | $87925.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                       | Community Bank System Inc COM USD1                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       856 | NS      | $53885.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                               | Getty Realty Corp COM USD0.01                                  | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      8000 | NS      | $270800.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                 | Photronics Inc. COM USD0.01                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      3300 | NS      | $55539.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                               | Pitney Bowes Inc. COM USD1.00                                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      3800 | NS      | $14440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises                              | Apogee Enterprises COM USD0.33 1/3                             | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       400 | NS      | $17784.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                         | Progress Software Corp. COM USD0.01                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      2289 | NS      | $115480.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                             | Redwood Trust, Inc. COM STK USD0.01                            | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      1500 | NS      | $10140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc.                         | Full House Resorts Inc. COM USD0.0001                          | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |    111240 | NS      | $836524.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc.                           | EnPro Industries Inc. COM USD0.01                              | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       900 | NS      | $97821.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                 | ScanSource Inc. COM NPV                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1300 | NS      | $37986.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Co.                                     | St. Joe Co. COM NPV                                            | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      1800 | NS      | $69570.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                   | American Woodmark Corporation COM NPV                          | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       400 | NS      | $19544.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                         | Brookline Bancorp, Inc. COM USD0.01                            | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $39620.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                          | Scholastic Corporation COM USD0.01                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $47352.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                              | Mativ Holdings Inc COM USD0.10                                 | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      2200 | NS      | $45980.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                               | Shoe Carnival Inc COM USD0.01                                  | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $21519.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skywest Inc                                     | Skywest Inc COM NPV                                            | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      2700 | NS      | $44577.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                             | Middlesex Water Co. COM NPV                                    | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $70803.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                   | Standard Motor Products, Inc. COM USD2                         | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       100 | NS      | $3480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                      | Standex International Corp COM USD1.50                         | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       600 | NS      | $61446.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                       | Stepan Co COM USD1                                             | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1154 | NS      | $122854.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Incorporation     | Tanger Factory Outlet Centers Incorporation COM USD0.01        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      5600 | NS      | $100464.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                      | Tennant Co COM USD0.375                                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       124 | NS      | $7634.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                         | America's Car-Mart Inc. COM USD0.01                            | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $28904.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                             | Triumph Group, Inc. COM USD0.001                               | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      3500 | NS      | $36820.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp                                     | Marcus Corp COM USD1                                           | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      1300 | NS      | $18707.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                  | California Water Service Group COM STK USD0.01                 | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      2877 | NS      | $174461.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                             | Diodes Incorporated COM USD0.66 2/3                            | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1800 | NS      | $137052.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Inds Inc                                | Patrick Inds Inc COM NPV                                       | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       200 | NS      | $12120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                | Badger Meter Inc COM USD1                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      1636 | NS      | $178373.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                      | United Natural Foods, Inc. COM USD0.01                         | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3124 | NS      | $120930.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                     | Hawkins Inc COM USD0.05                                        | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1100 | NS      | $42460.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                | Comtech Telecommunications Corp. COM USD0.10                   | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      1600 | NS      | $19424.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                     | South Jersey Industries Inc COM USD1.25                        | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      2669 | NS      | $94829.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                          | Mesa Laboratories Inc. COM NPV                                 | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       200 | NS      | $33242.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                    | Tootsie Roll Industries Inc. COM USD0.6944                     | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       700 | NS      | $29799.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                             | Nektar Therapeutics COM USD0.0001                              | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     10100 | NS      | $22826.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                                  | Tredegar Corp. COM NPV                                         | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      3900 | NS      | $39858.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                        | Trinity Industries, Inc. COM USD0.01                           | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      3200 | NS      | $94624.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                           | Universal Corporation COM NPV                                  | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       145 | NS      | $7657.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                     | Wabash National Corporation COM USD0.01                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      2600 | NS      | $58760.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                           | Urban Outfitters Inc. COM USD0.0001                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       622 | NS      | $14834.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                          | Veeco Instruments Inc. COM USD0.01                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       649 | NS      | $12058.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                              | Avista Corporation COM NPV                                     | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      4000 | NS      | $177360.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                       | WD-40 Co. COM USD0.001                                         | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       383 | NS      | $61743.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.               | Provident Financial Services Inc. COM USD0.01                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      2300 | NS      | $49128.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                             | Westamerica Bancorp COM NPV                                    | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $53109.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                       | Winnebago Industries Inc. COM USD0.50                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      1668 | NS      | $87903.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.               | Shenandoah Telecommunications Co. COM STK NPV                  | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       971 | NS      | $15419.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                            | Cal-Maine Foods Inc. COM STK USD0.01                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       700 | NS      | $38115.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                  | Quanex Building Products Corp. COM STK USD0.01                 | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      1800 | NS      | $42624.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                     | Pediatrix Medical Group Inc COM USD0.01                        | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $66870.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust              | PennyMac Mortgage Investment Trust COM USD0.01                 | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      4900 | NS      | $60711.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation             | Select Medical Holdings Corporation COM USD0.001               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $99320.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                   | SM Energy Co. COM USD0.01                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2582 | NS      | $89931.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                  | Green Dot Corp COM CL A USD0.001                               | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $33222.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                      | Heska Corp COM RESTRICTED USD0.001                             | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |       400 | NS      | $24864.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                           | Air Lease Corporation COM USD0.01                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       281 | NS      | $10796.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs Warehouse Inc.                            | Chefs Warehouse Inc. COM USD0.01                               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1624 | NS      | $54046.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                        | Yelp Inc COM USD0.000001                                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      6408 | NS      | $175194.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                | PDC Energy, Inc. COM USD0.01                                   | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       782 | NS      | $49641.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                       | Anywhere Real Estate Inc. COM USD0.01                          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      4778 | NS      | $30531.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                                | OptimizeRx Corp. COM USD0.001(POST REV SPLT)                   | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16644 | NS      | $279619.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brainsway Ltd                                   | Brainsway Ltd SPONSORED ADS                                    | CUSIP: 10501L106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     91372 | NS      | $225688.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                     | EZCORP Inc. CL'A'COM NON VTG USD0.01                           | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      3000 | NS      | $24450.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                   | AXIS Capital Holdings Limited COM USD0.0125                    | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2761 | NS      | $149563.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                             | Acadia Realty Trust SBI USD0.001                               | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $55965.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                       | Encore Capital Group Inc. COM USD0.01                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      1300 | NS      | $62322.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanfilippo(John B)                              | Sanfilippo(John B) COM USD0.01                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       744 | NS      | $60502.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Incorporation               | Meridian Bioscience Incorporation COM STK NPV                  | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      2300 | NS      | $76383.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                         | AZZ Inc COM USD1                                               | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1400 | NS      | $56280.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc                               | The Andersons Inc COM NPV                                      | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1800 | NS      | $62982.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company | American Equity Investment Life Holding Company COM USD1       | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      2934 | NS      | $133849.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceva Inc                                        | Ceva Inc COM USD0.001                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      1300 | NS      | $33254.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eplus Inc                                       | Eplus Inc COM USD0.01                                          | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      1500 | NS      | $66420.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G III Apparel Group Ltd                         | G III Apparel Group Ltd COM USD0.01                            | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1387 | NS      | $19015.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                           | Assured Guaranty Ltd. COM USD0.01                              | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      3300 | NS      | $205458.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                        | HNI Corp COM USD1                                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      2300 | NS      | $65389.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                       | Viad Corp COM USD1.5                                           | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       315 | NS      | $7682.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.            | Cogent Communications Holdings, Inc. COM USD0.001              | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $136992.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc.                 | Allied Motion Technologies Inc. COM NPV                        | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     18660 | NS      | $649554.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                          | Radiant Logistics Inc. COM USD0.001                            | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |    120744 | NS      | $614586.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp.                                    | Clarus Corp. COM USD0.0001                                     | CUSIP: 18270P109<br>LEI: F174K6FB0TWGSP17QZ32 | Long             | EC               | CORP              | US        |     11473 | NS      | $89948.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Company                       | Global Industrial Company COM                                  | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18787 | NS      | $442058.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                        | Kimball Electronics Inc. COM NPV(WHEN ISSUED)                  | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     24649 | NS      | $556820.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                        | Ooma Inc COM USD0.0001                                         | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48124 | NS      | $655448.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Knights Group Holdings Plc                      | Knights Group Holdings Plc ORD GBP0.002                        | CUSIP: G5S03U102<br>LEI: 213800URB59EOGJKT919 | Long             | EC               | CORP              | GB        |    494926 | NS      | $640224.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd                     | Bowman Consulting Group Ltd COM                                | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66976 | NS      | $1463425.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Thunderbird Entertainment Group Inc             | Thunderbird Entertainment Group Inc COM                        | CUSIP: 88605U107<br>LEI: 549300UXXHTSX6VCMJ56 | Long             | EC               | CORP              | CA        |    297402 | NS      | $806104.39    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon Metals Corp                               | Talon Metals Corp COM NPV                                      | CUSIP: G86659102<br>LEI: 9845003F1E9496A9MA60 | Long             | EC               | CORP              | VG        |   1629572 | NS      | $595744.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Winfarm                                         | Winfarm EUR1                                                   | CUSIP: F4633A108<br>LEI: 969500NPTXP45WNXHW18 | Long             | EC               | CORP              | FR        |     13694 | NS      | $219881.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Colcheste                              | Fidelity Colcheste GOVT PT INSTL                               | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |   1246096 | NS      | $1246095.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Clearwater Investment Trust

**Signature:** Jason Mitchell

**Name of Signer:** Jason Mitchell

**Title:** CCO