# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016953
**Filing Date:** 2023-1
**Character Count:** 186842
**Document Hash:** ddd54a8c67e35dacbb0ac7e9b8ff6f49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016953.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016953

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564339

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT SMALL MID CAP EQUITY FUND (Series ID: S000006770)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000018359 | SIIT SMALL MID CAP EQUITY FUND - CLASS A | SSMAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT SMALL/MID CAP FUND

- **b. EDGAR series identifier (if any):** S000006770

- **c. LEI of Series:** B93VKJCZK6YN2RNSSE61

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $890193545.45

**Total Liabilities:** $11856994.60

**Net Assets:** $878336550.85

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018359 | 4.19%                | 10.68%               | -9.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2557953.90             | $36853254.33                               |
| Month 2  | $-2083313.76             | $84275445.99                               |
| Month 3  | $172679.30               | $-84912611.55                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INCYTE CORPORATION                                        | INCYTE CORP COMMON STOCK                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |      9000 | NS      | $717030.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                           | TENNANT CO COMMON STOCK                                   | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               |  | US        |     15573 | NS      | $989352.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                              | INGLES MARKETS INC-CLASS A COMMON STOCK                   | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |     16300 | NS      | $1647930.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS, INC.                                       | ACUITY BRANDS INC COMMON STOCK                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               |  | US        |      7400 | NS      | $1393346.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION                     | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK                  | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               |  | US        |     43513 | NS      | $2039889.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| AMC NETWORKS INC.                                         | AMC NETWORKS INC-A COMMON STOCK                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               |  | US        |     22800 | NS      | $455088.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                 | ARES CAPITAL CORP COMMON STOCK                            | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               |  | US        |     35700 | NS      | $701505.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                                  | WASHINGTON FEDERAL INC COMMON STOCK                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               |  | US        |     26041 | NS      | $918466.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH, INC.                                   | CTO REALTY GROWTH INC REIT                                | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               |  | US        |     36630 | NS      | $768131.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CAVCO INDUSTRIES, INC.                                    | CAVCO INDUSTRIES INC COMMON STOCK                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               |  | US        |      3842 | NS      | $882238.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                    | RELAY THERAPEUTICS INC COMMON STOCK                       | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               |  | US        |     21477 | NS      | $399042.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR & DECOR HOLDINGS, INC.                              | FLOOR & DECOR HOLDINGS INC-A COMMON STOCK                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               |  | US        |      5929 | NS      | $442481.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                              | GRAND CANYON EDUCATION INC COMMON STOCK                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |      8121 | NS      | $918241.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BEAUTY HEALTH COMPANY                                 | BEAUTY HEALTH CO/THE COMMON STOCK                         | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               |  | US        |     38900 | NS      | $418175.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                                     | LANDSTAR SYSTEM INC COMMON STOCK                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |     18209 | NS      | $3149792.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP.                          | FRANKLIN STREET PROPERTIES C REIT                         | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |    107000 | NS      | $312440.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                            | IRONWOOD PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               |  | US        |     97700 | NS      | $1183147.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                                    | DYCOM INDUSTRIES INC COMMON STOCK                         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               |  | US        |      4958 | NS      | $451872.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP.                                    | PROPETRO HOLDING CORP COMMON STOCK                        | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               |  | US        |     85509 | NS      | $938888.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX, INC.                                                | EBIX INC COMMON STOCK                                     | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               |  | US        |     16200 | NS      | $307638.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| FOX FACTORY HOLDING CORP.                                 | FOX FACTORY HOLDING CORP COMMON STOCK                     | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               |  | US        |     37295 | NS      | $3956999.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                      | SNAP-ON INC COMMON STOCK                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      7400 | NS      | $1780440.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC PARTNERS, INC.                                        | BGC PARTNERS INC-CL A COMMON STOCK                        | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               |  | US        |    575030 | NS      | $2478379.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS, INC.                                    | TENABLE HOLDINGS INC COMMON STOCK                         | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               |  | US        |     32157 | NS      | $1227754.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                               | HANMI FINANCIAL CORPORATION COMMON STOCK                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               |  | US        |     99937 | NS      | $2703295.85   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                          | ZIFF DAVIS INC COMMON STOCK                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |     82121 | NS      | $7576483.46   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO.                                      | TRAVEL + LEISURE CO COMMON STOCK                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               |  | US        |     70827 | NS      | $2753045.49   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC.                                      | TITAN MACHINERY INC COMMON STOCK                          | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               |  | US        |     25045 | NS      | $1102731.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.              | AMERICAN AXLE & MFG HOLDINGS COMMON STOCK                 | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               |  | US        |     90600 | NS      | $943146.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                               | MONRO INC COMMON STOCK                                    | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               |  | US        |     53689 | NS      | $2441238.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                                       | TTEC HOLDINGS INC COMMON STOCK                            | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               |  | US        |     51547 | NS      | $2471678.65   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA GOOSE HOLDINGS INC.                                | CANADA GOOSE HOLDINGS INC COMMON STOCK                    | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               |  | US        |     29115 | NS      | $546197.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIVERSAL DISPLAY CORPORATION                             | UNIVERSAL DISPLAY CORP COMMON STOCK                       | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               |  | US        |     25305 | NS      | $2849849.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                                          | TETRA TECH INC COMMON STOCK                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               |  | US        |     21556 | NS      | $3332342.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                                | RESOURCES CONNECTION INC COMMON STOCK                     | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     46892 | NS      | $905015.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL, INC. | HANNON ARMSTRONG SUSTAINABLE REIT                         | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |     21092 | NS      | $684224.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEMOURS COMPANY                                      | CHEMOURS CO/THE COMMON STOCK                              | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               |  | US        |     26400 | NS      | $819720.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUDIOCODES LTD                                            | AUDIOCODES LTD COMMON STOCK                               | CUSIP: M15342104<br>LEI: 529900TA48138NEVR854 | Long             | EC               |  | US        |     66744 | NS      | $1281484.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                         | HAVERTY FURNITURE COMMON STOCK                            | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               |  | US        |     38200 | NS      | $1204446.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                                      | UNIFIRST CORP/MA COMMON STOCK                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               |  | US        |     12318 | NS      | $2386735.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                             | RELIANCE STEEL & ALUMINUM COMMON STOCK                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |     28599 | NS      | $6042682.71   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                            | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK                 | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               |  | US        |     49733 | NS      | $2649276.91   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY        | SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK                  | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               |  | US        |     27000 | NS      | $1430190.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDAVA PLC                                                | ENDAVA PLC- SPON ADR DEPOSITARY RECEIPT                   | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               |  | US        |      9430 | NS      | $723375.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                                      | UFP INDUSTRIES INC COMMON STOCK                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               |  | US        |     29054 | NS      | $2378360.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTSHEET INC.                                           | SMARTSHEET INC-CLASS A COMMON STOCK                       | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               |  | US        |     28334 | NS      | $870987.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                          | OMEGA HEALTHCARE INVESTORS REIT                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     29900 | NS      | $905372.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                                   | HEARTLAND EXPRESS INC COMMON STOCK                        | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               |  | US        |     71556 | NS      | $1197847.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                                      | FTI CONSULTING INC COMMON STOCK                           | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               |  | US        |     24390 | NS      | $4215079.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION                                           | NCR CORPORATION COMMON STOCK                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               |  | US        |     16200 | NS      | $386694.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                          | AGCO CORP COMMON STOCK                                    | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               |  | US        |     24600 | NS      | $3264912.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                        | BADGER METER INC COMMON STOCK                             | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               |  | US        |      8100 | NS      | $938142.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORPORATION                                        | ENOVIS CORP COMMON STOCK                                  | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               |  | US        |     46262 | NS      | $2504162.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MIDDLEBY CORPORATION                                  | MIDDLEBY CORP COMMON STOCK                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               |  | US        |      2516 | NS      | $362782.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                          | SENSATA TECHNOLOGIES HOLDING COMMON STOCK                 | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               |  | US        |     47678 | NS      | $2150277.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB USA, INC.                                      | ROCKET LAB USA INC COMMON STOCK                           | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               |  | US        |     81358 | NS      | $340890.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HUNTINGTON INGALLS INDUSTRIES, INC.                       | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |      3200 | NS      | $742272.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                         | HAMILTON LANE INC-CLASS A COMMON STOCK                    | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               |  | US        |     66811 | NS      | $4935996.68   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                                 | WESTERN UNION CO COMMON STOCK                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     32400 | NS      | $474984.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS, INC.                                       | LITHIA MOTORS INC COMMON STOCK                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               |  | US        |     15644 | NS      | $3743765.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                               | DAVITA INC COMMON STOCK                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |     18300 | NS      | $1349259.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TUPPERWARE BRANDS CORPORATION                             | TUPPERWARE BRANDS CORP COMMON STOCK                       | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               |  | US        |     15900 | NS      | $73617.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                      | RENASANT CORP COMMON STOCK                                | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               |  | US        |     22400 | NS      | $913248.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC.                                                  | NOW INC COMMON STOCK                                      | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               |  | US        |     80957 | NS      | $1010343.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                                       | S & T BANCORP INC COMMON STOCK                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               |  | US        |     30135 | NS      | $1127651.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                         | ALGONQUIN POWER & UTILITIES COMMON STOCK                  | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               |  | US        |    173395 | NS      | $1309132.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmony Biosciences Holdings Inc                          | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |     15100 | NS      | $902527.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                                      | PROFRAC HOLDING CORP-A COMMON STOCK                       | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               |  | US        |     90680 | NS      | $2138234.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                            | PREFERRED BANK/LOS ANGELES COMMON STOCK                   | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               |  | US        |     11526 | NS      | $871250.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                                   | VICTORIA'S SECRET & CO COMMON STOCK                       | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               |  | US        |     73173 | NS      | $3365958.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                    | MEDPACE HOLDINGS INC COMMON STOCK                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               |  | US        |      3935 | NS      | $825917.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                  | ENERGIZER HOLDINGS INC COMMON STOCK                       | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |     21000 | NS      | $715890.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION                      | QUANEX BUILDING PRODUCTS COMMON STOCK                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               |  | US        |     71008 | NS      | $1687860.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC.                               | LPL FINANCIAL HOLDINGS INC COMMON STOCK                   | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               |  | US        |      3981 | NS      | $942342.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE, INC.                                           | CABLE ONE INC COMMON STOCK                                | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               |  | US        |      4220 | NS      | $3056503.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                              | DOXIMITY INC-CLASS A COMMON STOCK                         | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               |  | US        |     11584 | NS      | $393740.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MAGNOLIA OIL & GAS CORPORATION                            | MAGNOLIA OIL & GAS CORP - A COMMON STOCK                  | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               |  | US        |    188024 | NS      | $4903665.92   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                     | TELEFLEX INC COMMON STOCK                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |      4328 | NS      | $1013271.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIUS GLOBAL INFRASTRUCTURE, INC.                        | RADIUS GLOBAL INFRASTRUCTU-A COMMON STOCK                 | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               |  | US        |     84000 | NS      | $1063440.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                               | KINIKSA PHARMACEUTICALS-A COMMON STOCK                    | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               |  | US        |     59800 | NS      | $1006434.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST, INC.                          | NEXPOINT RESIDENTIAL REIT                                 | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     53030 | NS      | $2550212.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                 | MIRUM PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               |  | US        |     34753 | NS      | $648143.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP.                                      | FS KKR CAPITAL CORP COMMON STOCK                          | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               |  | US        |     35800 | NS      | $710988.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| AxoGen, Inc.                                              | AXOGEN INC COMMON STOCK                                   | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               |  | US        |     32908 | NS      | $360342.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                    | EVEREST RE GROUP LTD COMMON STOCK                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      3500 | NS      | $1182790.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| PULTEGROUP, INC.                                          | PULTEGROUP INC COMMON STOCK                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |     35200 | NS      | $1576256.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                                | FEDERAL SIGNAL CORP COMMON STOCK                          | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               |  | US        |     42825 | NS      | $2080866.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES, INC.                          | FIRST FINL BANKSHARES INC COMMON STOCK                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               |  | US        |     41520 | NS      | $1534164.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                               | RAMBUS INC COMMON STOCK                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               |  | US        |     24470 | NS      | $939158.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.                        | KULICKE & SOFFA INDUSTRIES COMMON STOCK                   | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               |  | US        |     60651 | NS      | $2908215.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FARFETCH LIMITED                                          | FARFETCH LTD-CLASS A COMMON STOCK                         | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               |  | US        |     62375 | NS      | $530187.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS, INC.                               | EAGLE PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               |  | US        |     24300 | NS      | $882576.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                     | ELEMENT SOLUTIONS INC COMMON STOCK                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               |  | US        |    122239 | NS      | $2390994.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stevanato Group Spa                                       | STEVANATO GROUP SPA COMMON STOCK                          | CUSIP: T9224W109<br>LEI: 81560033F7E1CD477507 | Long             | EC               |  | US        |     10181 | NS      | $155871.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP, INC.                                    | ALASKA AIR GROUP INC COMMON STOCK                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               |  | US        |     20810 | NS      | $987226.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares   | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)              | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  24503192 | NS      | $24503191.66  | 2.79%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.                      | BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               |  | US        |     16334 | NS      | $2435562.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                                     | TD SYNNEX CORP COMMON STOCK                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |      7400 | NS      | $757020.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER, INC.                                | SUPER MICRO COMPUTER INC COMMON STOCK                     | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               |  | US        |     11269 | NS      | $1016801.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                                  | APOGEE ENTERPRISES INC COMMON STOCK                       | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               |  | US        |     52174 | NS      | $2517395.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE, INC.                                          | LITTELFUSE INC COMMON STOCK                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               |  | US        |     11648 | NS      | $2871232.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORPORATION                                  | CHORD ENERGY CORP COMMON STOCK                            | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |     22895 | NS      | $3492174.35   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION                       | SELECT MEDICAL HOLDINGS CORP COMMON STOCK                 | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     34800 | NS      | $855384.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.                     | ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK                 | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               |  | US        |     51330 | NS      | $972190.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCELLERA BIOLOGICS INC.                                  | ABCELLERA BIOLOGICS INC COMMON STOCK                      | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               |  | US        |     77726 | NS      | $1000333.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SONIC AUTOMOTIVE, INC.                                    | SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK                 | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               |  | US        |     20900 | NS      | $1110626.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS, INC.                         | INTERNATIONAL MONEY EXPRESS COMMON STOCK                  | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               |  | US        |     36610 | NS      | $795169.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                                     | AIR LEASE CORP COMMON STOCK                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               |  | US        |     70559 | NS      | $2724988.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                                | COOPER COS INC/THE COMMON STOCK                           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               |  | US        |      4524 | NS      | $1431167.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC.                                              | TRIMBLE INC COMMON STOCK                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               |  | US        |     33504 | NS      | $2001864.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                           | DIAMONDROCK HOSPITALITY CO REIT                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     88779 | NS      | $835410.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E EQUIPMENT SERVICES, INC.                              | H&E EQUIPMENT SERVICES INC COMMON STOCK                   | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               |  | US        |     26600 | NS      | $1115338.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                                     | COMERICA INC COMMON STOCK                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               |  | US        |      9000 | NS      | $645660.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                           | CONSENSUS CLOUD SOLUTION COMMON STOCK                     | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               |  | US        |     40106 | NS      | $2277619.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                           | UNITED THERAPEUTICS CORP COMMON STOCK                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      9593 | NS      | $2684984.77   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE-CRYSTAL CLEAN, INC.                              | HERITAGE-CRYSTAL CLEAN INC COMMON STOCK                   | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               |  | US        |     27583 | NS      | $871622.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                             | RECURSION PHARMACEUTICALS-A COMMON STOCK                  | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               |  | US        |     75000 | NS      | $705000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                            | INNOVIVA INC COMMON STOCK                                 | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     97472 | NS      | $1279807.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                               | SALLY BEAUTY HOLDINGS INC COMMON STOCK                    | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               |  | US        |     71452 | NS      | $840275.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, INC.                                                 | RXO INC COMMON STOCK                                      | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               |  | US        |     31563 | NS      | $599697.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                                      | REPLIGEN CORP COMMON STOCK                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               |  | US        |      2585 | NS      | $462301.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY          | WEATHERFORD INTERNATIONAL PL COMMON STOCK                 | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               |  | US        |     21700 | NS      | $941780.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| DOMINO'S PIZZA, INC.                                      | DOMINO'S PIZZA INC COMMON STOCK                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |      6694 | NS      | $2602158.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                            | PERFORMANCE FOOD GROUP CO COMMON STOCK                    | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               |  | US        |     17351 | NS      | $1058063.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                            | SUPERNUS PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |     28052 | NS      | $1030069.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                         | RADIAN GROUP INC COMMON STOCK                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |     40700 | NS      | $796499.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                                | Atkore Inc COMMON STOCK                                   | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               |  | US        |     21000 | NS      | $2565150.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                        | GOODYEAR TIRE & RUBBER CO COMMON STOCK                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |     71642 | NS      | $803823.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                 | FEDERAL AGRIC MTG CORP-CL C COMMON STOCK                  | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               |  | US        |      1630 | NS      | $205135.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                               | DICK'S SPORTING GOODS INC COMMON STOCK                    | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               |  | US        |      8600 | NS      | $1028388.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                               | BELDEN INC COMMON STOCK                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               |  | US        |     12622 | NS      | $1015313.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                              | VERACYTE INC COMMON STOCK                                 | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               |  | US        |     24212 | NS      | $671640.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                        | BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               |  | US        |     71580 | NS      | $5385679.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                               | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK                  | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               |  | US        |     11945 | NS      | $2885553.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                              | Vistra Corp. COMMON STOCK                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               |  | US        |     61700 | NS      | $1501161.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC.                                              | Ashland Inc COMMON STOCK                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               |  | US        |     38993 | NS      | $4362146.91   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc                               | QUALTRICS INTERNATIONAL-CL A COMMON STOCK                 | CUSIP: 747601201<br>LEI: 549300NW34K5PVZGTN68 | Long             | EC               |  | US        |     46627 | NS      | $478393.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL, INC.                                       | QURATE RETAIL INC-SERIES A COMMON STOCK                   | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               |  | US        |     68700 | NS      | $161445.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                  | DIAMONDBACK ENERGY INC COMMON STOCK                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |     21556 | NS      | $3190719.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS U.S.A., INC.                                     | SKECHERS USA INC-CL A COMMON STOCK                        | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               |  | US        |     35732 | NS      | $1506818.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                           | WORLD FUEL SERVICES CORP COMMON STOCK                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |     26900 | NS      | $765305.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                           | AFFILIATED MANAGERS GROUP COMMON STOCK                    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               |  | US        |      5900 | NS      | $946478.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMLAND PARTNERS INC.                                    | FARMLAND PARTNERS INC REIT                                | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |     64033 | NS      | $850358.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                                    | BIO-TECHNE CORP COMMON STOCK                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |      5580 | NS      | $474244.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC.                                            | BANDWIDTH INC-CLASS A COMMON STOCK                        | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               |  | US        |     50000 | NS      | $1143000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT, INC.                             | MONARCH CASINO & RESORT INC COMMON STOCK                  | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               |  | US        |     11000 | NS      | $933350.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                                 | MOOG INC-CLASS A COMMON STOCK                             | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               |  | US        |     10200 | NS      | $887706.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS, INC.                                     | MERCURY SYSTEMS INC COMMON STOCK                          | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               |  | US        |     52535 | NS      | $2669828.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                            | AMDOCS LTD COMMON STOCK                                   | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     10300 | NS      | $915258.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                                | ALIGHT INC - CLASS A COMMON STOCK                         | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               |  | US        |    219758 | NS      | $1896511.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                               | AXONICS INC COMMON STOCK                                  | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               |  | US        |     12851 | NS      | $880036.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                               | QORVO INC COMMON STOCK                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               |  | US        |     11500 | NS      | $1141375.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                           | ALKERMES PLC COMMON STOCK                                 | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |     30913 | NS      | $766024.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWLERO CORP.                                             | BOWLERO CORP COMMON STOCK                                 | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               |  | US        |     67875 | NS      | $947535.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| QUAD/GRAPHICS, INC.                                       | QUAD GRAPHICS INC COMMON STOCK                            | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               |  | US        |     86600 | NS      | $320420.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                              | VISHAY INTERTECHNOLOGY INC COMMON STOCK                   | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               |  | US        |     81064 | NS      | $1867714.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                           | MURPHY USA INC COMMON STOCK                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |      3143 | NS      | $929730.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, INC.                                                 | 8X8 INC COMMON STOCK                                      | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               |  | US        |    125540 | NS      | $537311.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                             | AMN HEALTHCARE SERVICES INC COMMON STOCK                  | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |     29132 | NS      | $3603628.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                           | MSC INDUSTRIAL DIRECT CO-A COMMON STOCK                   | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               |  | US        |      9800 | NS      | $841134.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                        | CHEMED CORP COMMON STOCK                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      7230 | NS      | $3759600.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MODEL N, INC.                                             | MODEL N INC COMMON STOCK                                  | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               |  | US        |     26894 | NS      | $1045638.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS, INC.                             | APELLIS PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               |  | US        |     11975 | NS      | $597911.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                                        | MANPOWERGROUP INC COMMON STOCK                            | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |     14300 | NS      | $1251536.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                                   | HAEMONETICS CORP/MASS COMMON STOCK                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |     12154 | NS      | $1036857.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                         | INTERNATIONAL GAME TECHNOLOG COMMON STOCK                 | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               |  | US        |     35658 | NS      | $875047.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                      | ASSOCIATED BANC-CORP COMMON STOCK                         | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               |  | US        |     97147 | NS      | $2389816.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                                 | AGIOS PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               |  | US        |     16058 | NS      | $483988.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR, INC.                                         | MORNINGSTAR INC COMMON STOCK                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               |  | US        |     11514 | NS      | $2822426.82   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                               | CHEGG INC COMMON STOCK                                    | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               |  | US        |     30792 | NS      | $918833.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                            | VICTORY CAPITAL HOLDING - A COMMON STOCK                  | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               |  | US        |     22000 | NS      | $638000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                            | CARTER'S INC COMMON STOCK                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               |  | US        |     19108 | NS      | $1395648.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                    | INGREDION INC COMMON STOCK                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     19400 | NS      | $1900618.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                       | FIFTH THIRD BANCORP COMMON STOCK                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               |  | US        |     23500 | NS      | $854460.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                          | NRG ENERGY INC COMMON STOCK                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |     59700 | NS      | $2534265.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                               | KINSALE CAPITAL GROUP INC COMMON STOCK                    | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               |  | US        |     19191 | NS      | $5914858.11   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                           | O-I GLASS INC COMMON STOCK                                | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     54500 | NS      | $894345.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                     | WHIRLPOOL CORP COMMON STOCK                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |     14400 | NS      | $2110032.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                                | TOWNE BANK COMMON STOCK                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               |  | US        |     28017 | NS      | $904949.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE, INC.                                          | WISDOMTREE INC COMMON STOCK                               | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               |  | US        |    146426 | NS      | $815592.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                      | MATIV HOLDINGS INC COMMON STOCK                           | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               |  | US        |     22500 | NS      | $467325.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                             | COLUMBIA BANKING SYSTEM INC COMMON STOCK                  | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               |  | US        |     91797 | NS      | $3126605.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                       | ALLISON TRANSMISSION HOLDING COMMON STOCK                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |    128302 | NS      | $5747929.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES, INC.                                     | HOME BANCSHARES INC COMMON STOCK                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               |  | US        |    148347 | NS      | $3775431.15   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORPORATION                                | VERRA MOBILITY CORP COMMON STOCK                          | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               |  | US        |     81567 | NS      | $1292836.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION                        | NATIONAL BANK HOLD-CL A COMMON STOCK                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               |  | US        |     20491 | NS      | $953036.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS, CO.                                       | CRANE HOLDINGS CO COMMON STOCK                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               |  | US        |      6000 | NS      | $635640.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                       | COTERRA ENERGY INC COMMON STOCK                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               |  | US        |     91981 | NS      | $2567189.71   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                              | INTRA-CELLULAR THERAPIES INC COMMON STOCK                 | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               |  | US        |     16500 | NS      | $894630.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                               | BRIXMOR PROPERTY GROUP INC REIT                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     45100 | NS      | $1045418.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                   | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |     27982 | NS      | $2977284.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                          | NEW JERSEY RESOURCES CORP COMMON STOCK                    | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |     19964 | NS      | $993209.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                           | CORECIVIC INC COMMON STOCK                                | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               |  | US        |     62100 | NS      | $824688.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC.                                         | ACV AUCTIONS INC-A COMMON STOCK                           | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               |  | US        |    146635 | NS      | $1296253.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP, INC.                            | COVENANT LOGISTICS GROUP INC COMMON STOCK                 | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               |  | US        |     24800 | NS      | $952072.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE, INC.                                           | DYNATRACE INC COMMON STOCK                                | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               |  | US        |     19160 | NS      | $742450.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                                     | BOISE CASCADE CO COMMON STOCK                             | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               |  | US        |     13296 | NS      | $984435.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                               | HALOZYME THERAPEUTICS INC COMMON STOCK                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |     67875 | NS      | $3886522.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                                   | LANTHEUS HOLDINGS INC COMMON STOCK                        | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |     45640 | NS      | $2833331.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC.                           | NEXTIER OILFIELD SOLUTIONS I COMMON STOCK                 | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               |  | US        |     82455 | NS      | $840216.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                       | INTER PARFUMS INC COMMON STOCK                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               |  | US        |     33472 | NS      | $3189546.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                    | BWX TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               |  | US        |    112243 | NS      | $6834476.27   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                             | JACK HENRY & ASSOCIATES INC COMMON STOCK                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |     14995 | NS      | $2839303.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | SERVICE PROPERTIES TRUST REIT                             | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     48500 | NS      | $380725.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS, INC.                                      | COHEN & STEERS INC COMMON STOCK                           | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               |  | US        |     37087 | NS      | $2457013.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                                      | THRYV HOLDINGS INC COMMON STOCK                           | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               |  | US        |     34009 | NS      | $652292.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                          | CHESAPEAKE UTILITIES CORP COMMON STOCK                    | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |      4418 | NS      | $528967.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                    | AMKOR TECHNOLOGY INC COMMON STOCK                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               |  | US        |    104400 | NS      | $2925288.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                  | ADVANCE AUTO PARTS INC COMMON STOCK                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |     15129 | NS      | $2284327.71   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                           | ANNALY CAPITAL MANAGEMENT IN REIT                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     20550 | NS      | $445318.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                   | KEYCORP COMMON STOCK                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               |  | US        |     49300 | NS      | $927333.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                            | EXELIXIS INC COMMON STOCK                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     48584 | NS      | $829814.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                             | REGIONS FINANCIAL CORP COMMON STOCK                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |     63600 | NS      | $1476156.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.                             | KENNEDY-WILSON HOLDINGS INC COMMON STOCK                  | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               |  | US        |    198402 | NS      | $3376802.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                                     | GENTHERM INC COMMON STOCK                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               |  | US        |     11425 | NS      | $817915.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                     | CAL-MAINE FOODS INC COMMON STOCK                          | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |     13398 | NS      | $780835.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                               | ARVINAS INC COMMON STOCK                                  | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               |  | US        |      9893 | NS      | $406008.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORPORATION                                         | KAMAN CORP COMMON STOCK                                   | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               |  | US        |     40452 | NS      | $824007.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                             | SKYWEST INC COMMON STOCK                                  | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               |  | US        |      5000 | NS      | $92250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                              | LESLIE'S INC COMMON STOCK                                 | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               |  | US        |    151637 | NS      | $2213900.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                              | CHURCHILL DOWNS INC COMMON STOCK                          | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               |  | US        |     23561 | NS      | $5229599.56   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                               | BENCHMARK ELECTRONICS INC COMMON STOCK                    | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               |  | US        |     36426 | NS      | $1051618.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                              | SPRINGWORKS THERAPEUTICS INC COMMON STOCK                 | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               |  | US        |     18971 | NS      | $458718.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                               | PROGYNY INC COMMON STOCK                                  | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               |  | US        |     21574 | NS      | $790255.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS, INC.                            | WYNDHAM HOTELS & RESORTS INC COMMON STOCK                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               |  | US        |     26560 | NS      | $1947379.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                                | AXCELIS TECHNOLOGIES INC COMMON STOCK                     | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               |  | US        |     12400 | NS      | $990264.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                                       | EQUITY COMMONWEALTH REIT                                  | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     84063 | NS      | $2277266.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc                                              | CARGURUS INC COMMON STOCK                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               |  | US        |     65399 | NS      | $855418.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                            | UNITED AIRLINES HOLDINGS INC COMMON STOCK                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               |  | US        |     16200 | NS      | $715554.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                                     | OXFORD INDUSTRIES INC COMMON STOCK                        | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               |  | US        |      7853 | NS      | $886289.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                                        | HEALTHEQUITY INC COMMON STOCK                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |     13228 | NS      | $839713.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP, INC.                                        | TRINET GROUP INC COMMON STOCK                             | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               |  | US        |     12214 | NS      | $885148.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGAGESMART, INC.                                         | ENGAGESMART INC COMMON STOCK                              | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               |  | US        |     46200 | NS      | $784014.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                                        | WEIS MARKETS INC COMMON STOCK                             | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |      6571 | NS      | $573056.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                                     | BRUNSWICK CORP COMMON STOCK                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               |  | US        |     41237 | NS      | $3059785.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                                  | BERRY GLOBAL GROUP INC COMMON STOCK                       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |     26700 | NS      | $1564620.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                    | GLOBAL NET LEASE INC REIT                                 | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     49370 | NS      | $667976.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                                     | HELEN OF TROY LTD COMMON STOCK                            | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               |  | US        |     10863 | NS      | $1070440.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | SEI LIQUIDITY FUND                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |  10072394 | NS      | $10063984.64  | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTROCK COMPANY                                          | WESTROCK CO COMMON STOCK                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               |  | US        |     49900 | NS      | $1892208.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                     | TREEHOUSE FOODS INC COMMON STOCK                          | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |     97565 | NS      | $4822637.95   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                           | INTERFACE INC COMMON STOCK                                | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |     60500 | NS      | $655215.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                            | SUMO LOGIC INC COMMON STOCK                               | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               |  | US        |     47551 | NS      | $361387.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                          | POOL CORP COMMON STOCK                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               |  | US        |      8033 | NS      | $2646150.53   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                  | FIRST FINANCIAL BANCORP COMMON STOCK                      | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               |  | US        |     38606 | NS      | $1020356.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP.                                       | RITHM CAPITAL CORP REIT                                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     85300 | NS      | $771965.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE REALTY TRUST, INC.                        | PIEDMONT OFFICE REALTY TRU-A REIT                         | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     55300 | NS      | $575673.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY           | AMERICAN EQUITY INVT LIFE HL COMMON STOCK                 | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               |  | US        |     22650 | NS      | $917551.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG LOTS, INC.                                            | BIG LOTS INC COMMON STOCK                                 | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               |  | US        |     25800 | NS      | $503100.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ALBANY INTERNATIONAL CORP.                                | ALBANY INTL CORP-CL A COMMON STOCK                        | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               |  | US        |      9753 | NS      | $988661.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                                 | PVH CORP COMMON STOCK                                     | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |     13300 | NS      | $893494.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                     | BLOOMIN' BRANDS INC COMMON STOCK                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               |  | US        |     53700 | NS      | $1209324.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                | UNITED NATURAL FOODS INC COMMON STOCK                     | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               |  | US        |     55390 | NS      | $2640995.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH COMPANY                                     | SOTERA HEALTH CO COMMON STOCK                             | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               |  | US        |     40987 | NS      | $341831.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                               | PROSPERITY BANCSHARES INC COMMON STOCK                    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               |  | US        |     40568 | NS      | $3065723.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                            | OFFICE PROPERTIES INCOME TRU REIT                         | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |     45400 | NS      | $694166.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                 | CNO FINANCIAL GROUP INC COMMON STOCK                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               |  | US        |    122253 | NS      | $2870500.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC GLOBAL INC.                                           | MRC GLOBAL INC COMMON STOCK                               | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               |  | US        |     19342 | NS      | $227461.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                              | LIVANOVA PLC COMMON STOCK                                 | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               |  | US        |     27313 | NS      | $1512320.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.                        | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               |  | US        |     27000 | NS      | $296730.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS, INC                                   | EQUITABLE HOLDINGS INC COMMON STOCK                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               |  | US        |     37000 | NS      | $1174380.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                                  | ATI Inc COMMON STOCK                                      | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               |  | US        |     27583 | NS      | $841557.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                               | GULFPORT ENERGY CORP COMMON STOCK                         | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               |  | US        |      8571 | NS      | $695022.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                                        | FNB CORP COMMON STOCK                                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               |  | US        |     81000 | NS      | $1142100.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD.                               | AXALTA COATING SYSTEMS LTD COMMON STOCK                   | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               |  | US        |    138788 | NS      | $3725069.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A.          | BANCO LATINOAMERICANO COME-E COMMON STOCK                 | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               |  | US        |     30600 | NS      | $504594.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION CORP.                             | ALTRA INDUSTRIAL MOTION CORP COMMON STOCK                 | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               |  | US        |     38426 | NS      | $2252532.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                | MATSON INC COMMON STOCK                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |     18100 | NS      | $1154056.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                              | FULTON FINANCIAL CORP COMMON STOCK                        | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |    106870 | NS      | $1986713.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC.                                          | HANESBRANDS INC COMMON STOCK                              | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               |  | US        |     85751 | NS      | $576246.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                                       | ODP CORP/THE COMMON STOCK                                 | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               |  | US        |     35698 | NS      | $1718144.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                           | UGI CORP COMMON STOCK                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |     22900 | NS      | $885085.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD.                                    | NABORS INDUSTRIES LTD COMMON STOCK                        | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               |  | US        |      5000 | NS      | $791650.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                                        | SHUTTERSTOCK INC COMMON STOCK                             | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |     51814 | NS      | $2788629.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                         | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |     21254 | NS      | $1306270.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                            | AMERICAN FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               |  | US        |      7500 | NS      | $1066650.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                        | ENTERPRISE FINANCIAL SERVICE COMMON STOCK                 | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               |  | US        |     20357 | NS      | $1065485.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                              | LINCOLN NATIONAL CORP COMMON STOCK                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     14100 | NS      | $549054.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                                  | HERBALIFE NUTRITION LTD COMMON STOCK                      | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |     23800 | NS      | $416976.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                       | TRONOX HOLDINGS PLC COMMON STOCK                          | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               |  | US        |     33100 | NS      | $467703.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                      | STEEL DYNAMICS INC COMMON STOCK                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |     13000 | NS      | $1351090.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                                | WINNEBAGO INDUSTRIES COMMON STOCK                         | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               |  | US        |     11200 | NS      | $656208.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                         | GRAPHIC PACKAGING HOLDING CO COMMON STOCK                 | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               |  | US        |     47176 | NS      | $1084104.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                            | EXPONENT INC COMMON STOCK                                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               |  | US        |     46420 | NS      | $4800292.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                     | SHOCKWAVE MEDICAL INC COMMON STOCK                        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               |  | US        |      9735 | NS      | $2468796.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                              | CASEY'S GENERAL STORES INC COMMON STOCK                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |     14326 | NS      | $3481504.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                             | OWENS CORNING COMMON STOCK                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               |  | US        |     18500 | NS      | $1643540.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER, INC.                                        | ZIPRECRUITER INC-A COMMON STOCK                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               |  | US        |     63022 | NS      | $1043644.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE'S BARGAIN OUTLET HOLDINGS, INC.                     | OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK                 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               |  | US        |     23765 | NS      | $1447288.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                             | STERIS PLC COMMON STOCK                                   | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |     25271 | NS      | $4693835.54   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                        | MOSAIC CO/THE COMMON STOCK                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |     34700 | NS      | $1780110.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORPORATION                                         | KIRBY CORP COMMON STOCK                                   | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               |  | US        |     16095 | NS      | $1123270.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC.                                      | DESIGNER BRANDS INC-CLASS A COMMON STOCK                  | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               |  | US        |     50931 | NS      | $779244.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS, INC.                                            | ENTEGRIS INC COMMON STOCK                                 | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               |  | US        |     32669 | NS      | $2524987.01   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTIVE GLOBAL INC.                                     | MOMENTIVE GLOBAL INC COMMON STOCK                         | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               |  | US        |    167247 | NS      | $1326268.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER, INC.                                         | FOOT LOCKER INC COMMON STOCK                              | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               |  | US        |     37100 | NS      | $1476580.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                       | SANMINA CORP COMMON STOCK                                 | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     38599 | NS      | $2551007.91   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                              | ON SEMICONDUCTOR COMMON STOCK                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               |  | US        |     26182 | NS      | $1968886.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.Com Ltd                                            | MONDAY.COM LTD COMMON STOCK                               | CUSIP: M7S64H106<br>LEI: N/A                  | Long             | EC               |  | US        |      7465 | NS      | $802487.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| DILLARD'S, INC.                                           | DILLARDS INC-CL A COMMON STOCK                            | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               |  | US        |      2955 | NS      | $1062913.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF N.T. BUTTERFIELD & SON LIMITED (THE)              | BANK OF N.T. BUTTERFIELD&SON COMMON STOCK                 | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               |  | US        |     24333 | NS      | $846788.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                                 | ENOVA INTERNATIONAL INC COMMON STOCK                      | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               |  | US        |     23193 | NS      | $935605.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                                          | CVR ENERGY INC COMMON STOCK                               | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               |  | US        |     26549 | NS      | $978330.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                                          | NV5 GLOBAL INC COMMON STOCK                               | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               |  | US        |     17191 | NS      | $2484271.41   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                                        | DT MIDSTREAM INC COMMON STOCK                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |     74088 | NS      | $4469729.04   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORPORATION                     | OAKTREE SPECIALTY LENDING CO COMMON STOCK                 | CUSIP: 67401P108<br>LEI: 549300J6MGCEU5928620 | Long             | EC               |  | US        |    218200 | NS      | $1566676.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                                       | RENT-A-CENTER INC COMMON STOCK                            | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               |  | US        |     17000 | NS      | $409530.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                                 | V2X INC COMMON STOCK                                      | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               |  | US        |     12800 | NS      | $517248.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC.                                           | GLOBE LIFE INC COMMON STOCK                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               |  | US        |     23564 | NS      | $2826737.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                            | CATALYST PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |     66918 | NS      | $1122214.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                              | SABRA HEALTH CARE REIT INC REIT                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     50600 | NS      | $653246.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR, INC.                                             | POPULAR INC COMMON STOCK                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |     61050 | NS      | $4457871.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                                                | LAZARD LTD-CL A COMMON STOCK                              | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               |  | US        |     18200 | NS      | $666302.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD, INC.                                           | BLACKBAUD INC COMMON STOCK                                | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               |  | US        |     15000 | NS      | $889050.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                       | XEROX HOLDINGS CORP COMMON STOCK                          | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               |  | US        |     43900 | NS      | $716009.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                           | PBF ENERGY INC-CLASS A COMMON STOCK                       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |     21089 | NS      | $838709.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                   | ARROW ELECTRONICS INC COMMON STOCK                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |     18900 | NS      | $2055186.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Ozk                                                  | BANK OZK COMMON STOCK                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               |  | US        |     82743 | NS      | $3818589.45   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                           | ACADIA HEALTHCARE CO INC COMMON STOCK                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               |  | US        |     60740 | NS      | $5409504.40   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LIMITED                              | TRITON INTERNATIONAL LTD COMMON STOCK                     | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               |  | US        |     42600 | NS      | $2874222.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | CORP              | US        | -10057674 | PA      | $-10057673.51 | -1.15%            | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                               | AMERICAN ASSETS TRUST INC REIT                            | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     56500 | NS      | $1654885.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                           | FMC CORP COMMON STOCK                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |     26723 | NS      | $3491092.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES, INC.                                    | MYERS INDUSTRIES INC COMMON STOCK                         | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               |  | US        |      9500 | NS      | $221730.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORPORATION                              | SKYLINE CHAMPION CORP COMMON STOCK                        | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               |  | US        |     16373 | NS      | $851232.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO LOGISTICS, INC.                                       | XPO LOGISTICS INC COMMON STOCK                            | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               |  | US        |     31563 | NS      | $1218963.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET, INC.                                          | HOMESTREET INC COMMON STOCK                               | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               |  | US        |     25800 | NS      | $704340.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, INC.                                                 | IAA INC COMMON STOCK                                      | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               |  | US        |     51791 | NS      | $1935429.67   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                              | UNITED COMMUNITY BANKS/GA COMMON STOCK                    | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               |  | US        |     96695 | NS      | $3768204.15   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC.                                              | ECOVYST INC COMMON STOCK                                  | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               |  | US        |     84779 | NS      | $787596.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                           | APA CORP COMMON STOCK                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |     30500 | NS      | $1428925.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCEPT PHARMACEUTICALS, INC.                           | INTERCEPT PHARMACEUTICALS IN COMMON STOCK                 | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               |  | US        |     53443 | NS      | $796835.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                          | UNITI GROUP INC REIT                                      | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |    198260 | NS      | $1510741.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                                       | ARCBEST CORP COMMON STOCK                                 | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               |  | US        |     14700 | NS      | $1216719.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                     | INDUSTRIAL LOGISTICS PROPERT REIT                         | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     35900 | NS      | $146113.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES INC.                                      | GLOBALFOUNDRIES INC COMMON STOCK                          | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               |  | US        |     27653 | NS      | $1779470.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| CELANESE CORPORATION                                      | CELANESE CORP COMMON STOCK                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |      5100 | NS      | $547230.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                 | NATIONAL FUEL GAS CO COMMON STOCK                         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     15900 | NS      | $1053057.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                             | FIRST BANCORP PUERTO RICO COMMON STOCK                    | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |     59304 | NS      | $912095.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                              | SPROUTS FARMERS MARKET INC COMMON STOCK                   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               |  | US        |     40400 | NS      | $1386932.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                          | CLEARFIELD INC COMMON STOCK                               | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               |  | US        |     17285 | NS      | $2275051.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                               | HOST HOTELS & RESORTS INC REIT                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     38400 | NS      | $727296.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELCENTERS OF AMERICA INC.                             | TRAVELCENTERS OF AMERICA INC COMMON STOCK                 | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               |  | US        |     14327 | NS      | $732826.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                                   | LEMAITRE VASCULAR INC COMMON STOCK                        | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               |  | US        |     57304 | NS      | $2684692.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT, INC.                                    | CITY OFFICE REIT INC REIT                                 | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |     72700 | NS      | $719003.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                                       | DIODES INC COMMON STOCK                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               |  | US        |     10278 | NS      | $947939.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS, INC.                 | MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK                 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               |  | US        |     14673 | NS      | $1007888.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                                         | EMCOR GROUP INC COMMON STOCK                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               |  | US        |      5963 | NS      | $923668.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                 | CNA FINANCIAL CORP COMMON STOCK                           | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               |  | US        |     18800 | NS      | $800504.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                        | CIRRUS LOGIC INC COMMON STOCK                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |     10700 | NS      | $799397.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS, INC.                               | CASELLA WASTE SYSTEMS INC-A COMMON STOCK                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               |  | US        |     10700 | NS      | $921163.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                      | COGENT COMMUNICATIONS HOLDIN COMMON STOCK                 | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               |  | US        |     44852 | NS      | $2603658.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                                       | NEWMARK GROUP INC-CLASS A COMMON STOCK                    | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |    177354 | NS      | $1503961.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                                         | HILLENBRAND INC COMMON STOCK                              | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               |  | US        |     23200 | NS      | $1160000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                                      | SILGAN HOLDINGS INC COMMON STOCK                          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |    164496 | NS      | $8701838.40   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                              | ALLETE INC COMMON STOCK                                   | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               |  | US        |     13989 | NS      | $926071.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                        | TELEDYNE TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               |  | US        |      4156 | NS      | $1745935.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                                 | COMFORT SYSTEMS USA INC COMMON STOCK                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               |  | US        |      7200 | NS      | $912672.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                                   | KITE REALTY GROUP TRUST REIT                              | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     70500 | NS      | $1607400.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| POWER INTEGRATIONS, INC.                                  | POWER INTEGRATIONS INC COMMON STOCK                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               |  | US        |     38292 | NS      | $3081740.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                              | ENCOMPASS HEALTH CORP COMMON STOCK                        | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |     46191 | NS      | $2701249.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                             | ONE GAS INC COMMON STOCK                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               |  | US        |     10600 | NS      | $921670.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                          | ESSENT GROUP LTD COMMON STOCK                             | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               |  | US        |     17600 | NS      | $705584.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE, INC.                                   | EURONET WORLDWIDE INC COMMON STOCK                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               |  | US        |     31849 | NS      | $2960364.55   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                                     | HARLEY-DAVIDSON INC COMMON STOCK                          | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |     42300 | NS      | $1993599.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                           | FRONTDOOR INC COMMON STOCK                                | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               |  | US        |     77639 | NS      | $1814423.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                                      | VOYA FINANCIAL INC COMMON STOCK                           | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |     13600 | NS      | $897328.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                               | AVNET INC COMMON STOCK                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               |  | US        |     17440 | NS      | $787764.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                | QUALYS INC COMMON STOCK                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               |  | US        |      6099 | NS      | $752128.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                           | BORGWARNER INC COMMON STOCK                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               |  | US        |     34400 | NS      | $1462344.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES, INC.                           | ARMADA HOFFLER PROPERTIES IN REIT                         | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     63999 | NS      | $777587.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS, INC.                       | TANGER FACTORY OUTLET CENTER REIT                         | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |    123818 | NS      | $2408260.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC.                                     | GENERAC HOLDINGS INC COMMON STOCK                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               |  | US        |      7518 | NS      | $793299.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                      | OLD NATIONAL BANCORP COMMON STOCK                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               |  | US        |     43900 | NS      | $838929.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH, INC.                                      | EVOLENT HEALTH INC - A COMMON STOCK                       | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               |  | US        |     82434 | NS      | $2373274.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                                           | PACWEST BANCORP COMMON STOCK                              | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               |  | US        |    188975 | NS      | $4936027.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORPORATION                               | QUAKER CHEMICAL CORPORATION COMMON STOCK                  | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               |  | US        |     12050 | NS      | $2371319.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                | NORTHERN OIL AND GAS INC COMMON STOCK                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |    133039 | NS      | $4841289.21   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                                        | RYDER SYSTEM INC COMMON STOCK                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |     15400 | NS      | $1439746.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                             | MOLSON COORS BEVERAGE CO - B COMMON STOCK                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |     44100 | NS      | $2430351.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                  | EASTMAN CHEMICAL CO COMMON STOCK                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |      9800 | NS      | $848876.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                                            | OMNICELL INC COMMON STOCK                                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               |  | US        |     14150 | NS      | $730281.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                           | DIME COMMUNITY BANCSHARES IN COMMON STOCK                 | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               |  | US        |     20570 | NS      | $733731.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                               | ENNIS INC COMMON STOCK                                    | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |     45100 | NS      | $1047673.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                                   | FORWARD AIR CORP COMMON STOCK                             | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               |  | US        |     12352 | NS      | $1387994.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORPORATION                                  | MARATHON OIL CORP COMMON STOCK                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               |  | US        |     79900 | NS      | $2447337.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC.                                       | VERINT SYSTEMS INC COMMON STOCK                           | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               |  | US        |    133633 | NS      | $5255785.89   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                       | C4 THERAPEUTICS INC COMMON STOCK                          | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               |  | US        |     53567 | NS      | $459069.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP, INC.                        | AIR TRANSPORT SERVICES GROUP COMMON STOCK                 | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               |  | US        |     30736 | NS      | $861837.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                   | BRANDYWINE REALTY TRUST REIT                              | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     80600 | NS      | $556946.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AG MORTGAGE INVESTMENT TRUST, INC.                        | AG MORTGAGE INVESTMENT TRUST REIT                         | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               |  | US        |     20500 | NS      | $122590.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CACTUS, INC.                                              | CACTUS INC - A COMMON STOCK                               | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |     30260 | NS      | $1645841.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE, INC.                                              | N-ABLE INC COMMON STOCK                                   | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               |  | US        |    117809 | NS      | $1322995.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                       | GAMING AND LEISURE PROPERTIE REIT                         | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |    112710 | NS      | $5929673.10   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                         | TEREX CORP COMMON STOCK                                   | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               |  | US        |     23000 | NS      | $1055930.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                | REINSURANCE GROUP OF AMERICA COMMON STOCK                 | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               |  | US        |      4700 | NS      | $678680.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                             | Pediatrix Medical Group Inc COMMON STOCK                  | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               |  | US        |     33274 | NS      | $531718.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                                   | QUIDELORTHO CORP COMMON STOCK                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               |  | US        |     25001 | NS      | $2190337.61   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS, INC.                               | CONSTRUCTION PARTNERS INC-A COMMON STOCK                  | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               |  | US        |     16859 | NS      | $482167.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                                          | PDC ENERGY INC COMMON STOCK                               | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               |  | US        |     19400 | NS      | $1441808.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC.                                              | NOVANTA INC COMMON STOCK                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               |  | US        |     14200 | NS      | $2240050.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                               | OFG BANCORP COMMON STOCK                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     42300 | NS      | $1225431.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                                   | SYNOVUS FINANCIAL CORP COMMON STOCK                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               |  | US        |     19300 | NS      | $813109.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIAT NETWORKS, INC.                                      | AVIAT NETWORKS INC COMMON STOCK                           | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               |  | US        |      8700 | NS      | $273702.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                       | SPARTANNASH CO COMMON STOCK                               | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |     46612 | NS      | $1531204.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                                 | EXLSERVICE HOLDINGS INC COMMON STOCK                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |      4746 | NS      | $888451.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES, INC.                                    | CHART INDUSTRIES INC COMMON STOCK                         | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               |  | US        |     10789 | NS      | $1542719.11   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                                    | TTM TECHNOLOGIES COMMON STOCK                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               |  | US        |     51900 | NS      | $834033.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                        | PROVIDENT FINANCIAL SERVICES COMMON STOCK                 | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               |  | US        |     40764 | NS      | $918412.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                            | CITIZENS FINANCIAL GROUP COMMON STOCK                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |     40500 | NS      | $1716390.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                                    | ENSIGN GROUP INC/THE COMMON STOCK                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |    106584 | NS      | $10125480.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY               | JAZZ PHARMACEUTICALS PLC COMMON STOCK                     | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |     17200 | NS      | $2698852.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE, INC.                                     | TEXAS ROADHOUSE INC COMMON STOCK                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               |  | US        |      8900 | NS      | $883948.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress plc                                              | CIMPRESS PLC COMMON STOCK                                 | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               |  | US        |     16752 | NS      | $495691.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                         | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     16989 | NS      | $836368.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                  | EMPLOYERS HOLDINGS INC COMMON STOCK                       | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |     19800 | NS      | $920106.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORPORATION                                          | ESAB CORP COMMON STOCK                                    | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               |  | US        |     46053 | NS      | $2180149.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE, INC.                                  | NEXTGEN HEALTHCARE INC COMMON STOCK                       | CUSIP: 65343C102<br>LEI: 549300N5HIPS1URF0F20 | Long             | EC               |  | US        |     43400 | NS      | $902720.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                                 | CNX RESOURCES CORP COMMON STOCK                           | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |     31900 | NS      | $554103.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                      | FIRST AMERICAN FINANCIAL COMMON STOCK                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               |  | US        |     31700 | NS      | $1732405.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                                       | ACI WORLDWIDE INC COMMON STOCK                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               |  | US        |    130979 | NS      | $2737461.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP.                                                 | RLI CORP COMMON STOCK                                     | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               |  | US        |      6675 | NS      | $868217.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                                | JABIL INC COMMON STOCK                                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |     42700 | NS      | $3082513.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                         | INSTALLED BUILDING PRODUCTS COMMON STOCK                  | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               |  | US        |      9260 | NS      | $786451.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                             | WINGSTOP INC COMMON STOCK                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               |  | US        |     25037 | NS      | $4143873.87   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                                | CHEFS' WAREHOUSE INC/THE COMMON STOCK                     | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |     22441 | NS      | $871832.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp                                       | LEGEND BIOTECH CORP-ADR DEPOSITARY RECEIPT                | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               |  | US        |      9029 | NS      | $465083.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                                  | BOOT BARN HOLDINGS INC COMMON STOCK                       | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               |  | US        |     16260 | NS      | $1095111.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                                 | GOGO INC COMMON STOCK                                     | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               |  | US        |     56892 | NS      | $892635.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                           | UNIVERSAL HEALTH SERVICES-B COMMON STOCK                  | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               |  | US        |     11300 | NS      | $1478605.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                               | FIRST MERCHANTS CORP COMMON STOCK                         | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               |  | US        |     66403 | NS      | $2935676.63   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY, INC.                               | BEACON ROOFING SUPPLY INC COMMON STOCK                    | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               |  | US        |     13678 | NS      | $798658.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING CHECK CORP.                                      | STERLING CHECK CORP COMMON STOCK                          | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               |  | US        |     24791 | NS      | $360461.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                                       | VISTEON CORP COMMON STOCK                                 | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               |  | US        |      6930 | NS      | $1017324.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                              | PHREESIA INC COMMON STOCK                                 | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               |  | US        |     30046 | NS      | $835879.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                               | CERTARA INC COMMON STOCK                                  | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               |  | US        |     58736 | NS      | $997337.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                              | MACY'S INC COMMON STOCK                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |     43100 | NS      | $1012850.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR, INC.                                        | UNDER ARMOUR INC-CLASS C COMMON STOCK                     | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               |  | US        |     92524 | NS      | $806809.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                | UNUM GROUP COMMON STOCK                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |     39000 | NS      | $1645020.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                    | EXP WORLD HOLDINGS INC COMMON STOCK                       | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               |  | US        |    141385 | NS      | $1847901.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| EPR PROPERTIES                                            | EPR PROPERTIES REIT                                       | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     18000 | NS      | $748980.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                             | FACTSET RESEARCH SYSTEMS INC COMMON STOCK                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      6962 | NS      | $3211500.98   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                             | SIMPLY GOOD FOODS CO/THE COMMON STOCK                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |     21225 | NS      | $846877.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                               | MGIC INVESTMENT CORP COMMON STOCK                         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |     81200 | NS      | $1114876.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                           | CARLISLE COS INC COMMON STOCK                             | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |      9774 | NS      | $2571637.14   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                       | ALLY FINANCIAL INC COMMON STOCK                           | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               |  | US        |     40300 | NS      | $1088503.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportradar Group AG                                       | SPORTRADAR GROUP AG-A COMMON STOCK                        | CUSIP: H8088L103<br>LEI: 549300H1P33YOAT7Z533 | Long             | EC               |  | US        |     47960 | NS      | $550101.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Payoneer Global Inc                                       | PAYONEER GLOBAL INC COMMON STOCK                          | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               |  | US        |    134962 | NS      | $728794.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                         | SPROUT SOCIAL INC - CLASS A COMMON STOCK                  | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               |  | US        |     34150 | NS      | $2025095.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                                        | KOHLS CORP COMMON STOCK                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               |  | US        |     24700 | NS      | $792376.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                    | GFL ENVIRONMENTAL INC-SUB VT COMMON STOCK                 | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               |  | US        |    100951 | NS      | $2924550.47   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                        | BANNER CORPORATION COMMON STOCK                           | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               |  | US        |     15288 | NS      | $1079638.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                                        | SPS COMMERCE INC COMMON STOCK                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               |  | US        |     32990 | NS      | $4693157.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                            | QUEST DIAGNOSTICS INC COMMON STOCK                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |     31620 | NS      | $4800864.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                      | CONAGRA BRANDS INC COMMON STOCK                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     38100 | NS      | $1447038.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                                   | MIRATI THERAPEUTICS INC COMMON STOCK                      | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               |  | US        |      5942 | NS      | $542979.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS, INC.                                     | PGT INNOVATIONS INC COMMON STOCK                          | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               |  | US        |     39214 | NS      | $776045.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                            | TAPESTRY INC COMMON STOCK                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               |  | US        |     21600 | NS      | $815832.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                         | STANDEX INTERNATIONAL CORP COMMON STOCK                   | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |     27313 | NS      | $2869230.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                  | GMS INC COMMON STOCK                                      | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               |  | US        |     16589 | NS      | $814519.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORPORATION                                        | COGNEX CORP COMMON STOCK                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               |  | US        |     33874 | NS      | $1686247.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                              | CLEARWATER PAPER CORP COMMON STOCK                        | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               |  | US        |     19800 | NS      | $772794.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                               | HURON CONSULTING GROUP INC COMMON STOCK                   | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               |  | US        |     12300 | NS      | $957678.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy, Inc.                                              | AUDACY INC COMMON STOCK                                   | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               |  | US        |    173700 | NS      | $49869.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                                  | NOVA LTD COMMON STOCK                                     | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               |  | US        |     15255 | NS      | $1305370.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA, INC.                                                | OKTA INC COMMON STOCK                                     | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               |  | US        |     11526 | NS      | $614566.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                               | GREIF INC-CL A COMMON STOCK                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               |  | US        |     13191 | NS      | $927459.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | APPLE HOSPITALITY REIT INC REIT                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    163700 | NS      | $2792722.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS, INC.                                       | GXO LOGISTICS INC COMMON STOCK                            | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               |  | US        |     59515 | NS      | $2788872.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                | IRON MOUNTAIN INC REIT                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     13800 | NS      | $749754.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                                        | TIMKEN CO COMMON STOCK                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               |  | US        |     12700 | NS      | $964946.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                            | JEFFERIES FINANCIAL GROUP IN COMMON STOCK                 | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               |  | US        |     26800 | NS      | $1018132.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP, INC.                             | PACIFIC PREMIER BANCORP INC COMMON STOCK                  | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               |  | US        |     62342 | NS      | $2303536.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION, INC.                                     | GRAY TELEVISION INC COMMON STOCK                          | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               |  | US        |     25400 | NS      | $297180.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                    | NURIX THERAPEUTICS INC COMMON STOCK                       | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               |  | US        |     51226 | NS      | $634690.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                                   | MOHAWK INDUSTRIES INC COMMON STOCK                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               |  | US        |      7800 | NS      | $790374.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                            | TRINSEO PLC COMMON STOCK                                  | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               |  | US        |     14600 | NS      | $359890.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                               | MERIT MEDICAL SYSTEMS INC COMMON STOCK                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |     23569 | NS      | $1696968.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORPORATION                                      | HUNTSMAN CORP COMMON STOCK                                | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               |  | US        |     48000 | NS      | $1333440.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                              | U.S. PHYSICAL THERAPY INC COMMON STOCK                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               |  | US        |     19548 | NS      | $1689142.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                                  | OPTION CARE HEALTH INC COMMON STOCK                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |    111465 | NS      | $3356211.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST, INC.                           | BLACKSTONE MORTGAGE TRU-CL A REIT                         | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |     34800 | NS      | $879396.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                               | HANCOCK WHITNEY CORP COMMON STOCK                         | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               |  | US        |     32343 | NS      | $1773690.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVRO CORP.                                               | NEVRO CORP COMMON STOCK                                   | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               |  | US        |     12448 | NS      | $581446.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                                       | TOLL BROTHERS INC COMMON STOCK                            | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |     39300 | NS      | $1882863.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINANCIAL CORPORATION                            | FLUSHING FINANCIAL CORP COMMON STOCK                      | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               |  | US        |     32133 | NS      | $670294.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.                       | DONNELLEY FINANCIAL SOLUTION COMMON STOCK                 | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               |  | US        |     19300 | NS      | $736874.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION                | ZIONS BANCORP NA COMMON STOCK                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |     44500 | NS      | $2305990.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                   | CIVITAS RESOURCES INC COMMON STOCK                        | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |     34543 | NS      | $2326816.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                             | JANUS INTERNATIONAL GROUP IN COMMON STOCK                 | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               |  | US        |     28762 | NS      | $314943.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                                       | NORDSON CORP COMMON STOCK                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               |  | US        |     10711 | NS      | $2533044.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA, INC.                             | HEARTLAND FINANCIAL USA INC COMMON STOCK                  | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               |  | US        |     19345 | NS      | $943842.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN, INC.                                            | DOCUSIGN INC COMMON STOCK                                 | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               |  | US        |     10727 | NS      | $504919.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                                | ULTRA CLEAN HOLDINGS INC COMMON STOCK                     | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               |  | US        |     16600 | NS      | $591458.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY, INC.                                           | INSPERITY INC COMMON STOCK                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               |  | US        |     30392 | NS      | $3602971.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                                        | DELUXE CORP COMMON STOCK                                  | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |     26200 | NS      | $506708.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                                | TERRENO REALTY CORP REIT                                  | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     44049 | NS      | $2583033.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES, INC.                                | KAR AUCTION SERVICES INC COMMON STOCK                     | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               |  | US        |    205005 | NS      | $2816768.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                      | VIAVI SOLUTIONS INC COMMON STOCK                          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |    118340 | NS      | $1340792.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                       | NAVIENT CORP COMMON STOCK                                 | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               |  | US        |     65200 | NS      | $1080364.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                  | VIPER ENERGY PARTNERS LP COMMON STOCK                     | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               |  | US        |     59221 | NS      | $1956069.63   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX, INC.                                              | CAREDX INC COMMON STOCK                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               |  | US        |     36096 | NS      | $467443.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                                   | FIRST BUSEY CORP COMMON STOCK                             | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               |  | US        |     27700 | NS      | $722139.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORPORATION                                        | LIVENT CORP COMMON STOCK                                  | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               |  | US        |     34875 | NS      | $976151.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RITCHIE BROS. AUCTIONEERS INCORPORATED                    | RITCHIE BROS AUCTIONEERS COMMON STOCK                     | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               |  | US        |     32046 | NS      | $1757723.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC.                        | KKR REAL ESTATE FINANCE TRUS REIT                         | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     46730 | NS      | $773381.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                                    | RUSH ENTERPRISES INC-CL A COMMON STOCK                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               |  | US        |     18446 | NS      | $950522.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC.                                       | Liberty Energy Inc COMMON STOCK                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               |  | US        |     54576 | NS      | $902141.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                 | MATADOR RESOURCES CO COMMON STOCK                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |     53615 | NS      | $3557891.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                             | PROGRESS SOFTWARE CORP COMMON STOCK                       | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |     20178 | NS      | $1075890.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                               | ABM INDUSTRIES INC COMMON STOCK                           | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               |  | US        |     66944 | NS      | $3158417.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP.                                    | STIFEL FINANCIAL CORP COMMON STOCK                        | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               |  | US        |     21580 | NS      | $1386515.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP.                       | WILLSCOT MOBILE MINI HOLDING COMMON STOCK                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |    106555 | NS      | $5137016.55   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                                      | INGEVITY CORP COMMON STOCK                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               |  | US        |     12953 | NS      | $1013831.31   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORPORATION                        | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               |  | US        |      6866 | NS      | $630710.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                    | PERRIGO CO PLC COMMON STOCK                               | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |     62927 | NS      | $2028137.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                            | PERDOCEO EDUCATION CORP COMMON STOCK                      | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     45800 | NS      | $657230.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                             | C.H. ROBINSON WORLDWIDE INC COMMON STOCK                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               |  | US        |      6795 | NS      | $680994.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                  | GROUP 1 AUTOMOTIVE INC COMMON STOCK                       | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               |  | US        |     13900 | NS      | $2687426.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                                    | RANGER OIL CORP-A COMMON STOCK                            | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               |  | US        |     25939 | NS      | $1130162.23   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEGREEN VACATIONS HOLDING CORPORATION                   | BLUEGREEN VACATIONS HOLDING COMMON STOCK                  | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               |  | US        |     30900 | NS      | $665895.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                                   | WILEY (JOHN) & SONS-CLASS A COMMON STOCK                  | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               |  | US        |     76942 | NS      | $3647820.22   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST, INC.                            | MEDICAL PROPERTIES TRUST INC REIT                         | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |    306227 | NS      | $4017698.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                                 | Nexstar Media Group Inc COMMON STOCK                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |     64922 | NS      | $12306614.32  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                                     | CLEARWAY ENERGY INC-C COMMON STOCK                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |     24700 | NS      | $875368.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                                   | HF SINCLAIR CORP COMMON STOCK                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               |  | US        |     52100 | NS      | $3247914.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                        | HENRY SCHEIN INC COMMON STOCK                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |     15024 | NS      | $1215742.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                             | STARWOOD PROPERTY TRUST INC REIT                          | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |    188471 | NS      | $4035164.11   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORPORATION                            | CHIMERA INVESTMENT CORP REIT                              | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     61200 | NS      | $419220.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO