# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013467
**Filing Date:** 2023-2
**Character Count:** 807968
**Document Hash:** 87c9748aefba87357b5417f5f7b48b05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013467.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013467

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683192

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/DFA U.S. CORE EQUITY FUND (Series ID: S000001765)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000004672 | JNL/DFA U.S. CORE EQUITY FUND (A) |  |
| C000067990 | JNL/DFA U.S. CORE EQUITY FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/DFA U.S. Core Equity Fund

- **b. EDGAR series identifier (if any):** S000001765

- **c. LEI of Series:** ZW2INF764H5QYB622M96

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

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

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1247030354.70

**Total Liabilities:** $2690302.52

**Net Assets:** $1244340052.18

**Cash Not Reported:** $384091.99

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004672 | 9.52%                | 5.53%                | -5.71%               |
| Class ID C000067990 | 9.58%                | 5.56%                | -5.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11545922.00             | $99377747.47                               |
| Month 2  | $5740197.74              | $61911584.09                               |
| Month 3  | $2464740.47              | $-78339609.96                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                | JNL Securities Lending Collateral Fund                | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    648478 | NS      | $648478.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                 | Bar Harbor Bankshares                                 | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1318 | NS      | $42228.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.                       | Barrett Business Services, Inc.                       | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      1165 | NS      | $108671.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                            | Carrier Global Corporation                            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     43441 | NS      | $1791941.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                                | Celsius Holdings, Inc.                                | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1445 | NS      | $150337.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                              | CenterPoint Energy, Inc.                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     19136 | NS      | $573888.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                                 | DXP Enterprises, Inc.                                 | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1791 | NS      | $49342.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics, Inc.                                      | Daktronics, Inc.                                      | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      4925 | NS      | $13888.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DallasNews Corporation                                | DallasNews Corporation                                | CUSIP: 235050101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       687 | NS      | $2638.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies, Inc.                       | Forum Energy Technologies, Inc.                       | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |       544 | NS      | $16052.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group, Inc.                                    | Fossil Group, Inc.                                    | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      5202 | NS      | $22420.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                       | Nordstrom, Inc.                                       | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      6896 | NS      | $111301.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Norfolk Southern Corporation                          | Norfolk Southern Corporation                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      6682 | NS      | $1646578.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                                   | PNM Resources, Inc.                                   | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      6174 | NS      | $301229.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California, Inc.               | Pacific Biosciences of California, Inc.               | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      5500 | NS      | $44990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                            | Sarepta Therapeutics, Inc.                            | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      2442 | NS      | $316434.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                      | ScanSource, Inc.                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      3833 | NS      | $112000.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                    | Henry Schein, Inc.                                    | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      6900 | NS      | $551103.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                               | Synovus Financial Corp.                               | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     10395 | NS      | $390332.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                 | TD SYNNEX Corporation                                 | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      5684 | NS      | $538331.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                          | Syndax Pharmaceuticals, Inc.                          | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |       611 | NS      | $15549.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corporation                  | Adaptive Biotechnologies Corporation                  | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      3525 | NS      | $26931.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                       | Advanced Drainage Systems, Inc.                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      5448 | NS      | $446572.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                   | AeroVironment, Inc.                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1381 | NS      | $118296.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group, Inc.                    | Air Transport Services Group, Inc.                    | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      6981 | NS      | $181366.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies, Inc.                            | Albertsons Companies, Inc.                            | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     11659 | NS      | $241807.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                     | Alcoa Corporation                                     | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     15638 | NS      | $711059.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                          | Antero Resources Corporation                          | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     24615 | NS      | $762818.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                               | Arlo Technologies, Inc.                               | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      6243 | NS      | $21912.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                                         | Axonics, Inc.                                         | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      1360 | NS      | $85040.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                                     | Barnes Group Inc.                                     | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      4572 | NS      | $186766.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crossfirst Bankshares, Inc.                           | Crossfirst Bankshares, Inc.                           | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2150 | NS      | $26681.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings, Inc.                            | CrowdStrike Holdings, Inc.                            | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1583 | NS      | $166674.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                           | Deckers Outdoor Corporation                           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2034 | NS      | $811891.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                   | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     39851 | NS      | $4375241.29   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                       | Dril-Quip, Inc.                                       | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      4086 | NS      | $111016.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bancshares, Inc.                      | First Community Bancshares, Inc.                      | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1746 | NS      | $59189.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                                    | A10 Networks, Inc.                                    | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      4912 | NS      | $81686.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                              | Allegiant Travel Company                              | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       568 | NS      | $38618.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                              | The Allstate Corporation                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     10871 | NS      | $1474107.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                               | Abercrombie & Fitch Co.                               | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      6383 | NS      | $146234.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corporation                           | Acacia Research Corporation                           | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |      1754 | NS      | $7384.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc.                                 | First Foundation Inc.                                 | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      4094 | NS      | $58667.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy, Inc.                                 | FuelCell Energy, Inc.                                 | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     12611 | NS      | $35058.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                         | Becton, Dickinson and Company                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4625 | NS      | $1176137.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                           | Belden Inc.                                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2580 | NS      | $185502.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldeyra Therapeutics, Inc.                            | Aldeyra Therapeutics, Inc.                            | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |      4125 | NS      | $28710.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allakos Inc.                                          | Allakos Inc.                                          | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |       400 | NS      | $3368.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                         | Gartner, Inc.                                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      2845 | NS      | $956318.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                | General Motors Company                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     51298 | NS      | $1725664.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                         | Blucora, Inc.                                         | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      4275 | NS      | $109140.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                    | The Boeing Company                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     12677 | NS      | $2414841.73   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellring Intermediate Holdings, Inc.                  | Bellring Intermediate Holdings, Inc.                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      7367 | NS      | $188892.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R Block, Inc.                                     | H & R Block, Inc.                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     11481 | NS      | $419171.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                           | Chegg, Inc.                                           | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      4418 | NS      | $111642.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corporation                                     | Civeo Corporation                                     | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |       663 | NS      | $20619.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                          | Grand Canyon Education, Inc.                          | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2956 | NS      | $312330.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                          | Great Southern Bancorp, Inc.                          | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1824 | NS      | $108509.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                              | Boot Barn Holdings, Inc.                              | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      3359 | NS      | $210004.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                         | Broadcom Inc.                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     13950 | NS      | $7799782.59   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                               | Civitas Resources, Inc.                               | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1660 | NS      | $96163.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                      | Clearfield, Inc.                                      | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       600 | NS      | $56484.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                               | HF Sinclair Corporation                               | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |     12128 | NS      | $629321.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                       | HNI Corporation                                       | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      3905 | NS      | $111019.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.                       | Business First Bancshares, Inc.                       | CUSIP: 12326C105<br>LEI: 54930045J8O98TUGTW86 | Long             | EC               | CORP              | US        |      1406 | NS      | $31128.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F Financial Corporation                             | C&F Financial Corporation                             | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |        40 | NS      | $2330.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthstream, Inc.                                    | Healthstream, Inc.                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      2128 | NS      | $52859.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                     | Horace Mann Educators Corporation                     | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      3762 | NS      | $140585.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                 | Comerica Incorporated                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      9431 | NS      | $630462.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                             | Commerce Bancshares, Inc.                             | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8410 | NS      | $572468.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                      | CBRE Group, Inc.                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     13309 | NS      | $1024260.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens, Inc.                                        | Citizens, Inc.                                        | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |      3705 | NS      | $7891.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia, Inc.                                     | iHeartMedia, Inc.                                     | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8399 | NS      | $51485.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group, Inc.                          | Independent Bank Group, Inc.                          | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4174 | NS      | $250773.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                          | Clearwater Paper Corporation                          | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1989 | NS      | $75204.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                 | Clearway Energy, Inc.                                 | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3606 | NS      | $107891.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                             | Commercial Metals Company                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     11612 | NS      | $560859.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                       | Consensus Cloud Solutions, Inc.                       | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1435 | NS      | $77145.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                           | Itron, Inc.                                           | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      3314 | NS      | $167854.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                                | Lakeland Bancorp, Inc.                                | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      7331 | NS      | $129098.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Task Group, Incorporated                     | Computer Task Group, Incorporated                     | CUSIP: 205477102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2597 | NS      | $19633.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                               | First Busey Corporation                               | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      3909 | NS      | $96630.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229607<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      9800 | NS      | $383474.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229706<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |       360 | NS      | $11761.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecolab Inc.                                           | Ecolab Inc.                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3960 | NS      | $576417.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                         | Embecta Corp.                                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       925 | NS      | $23393.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corporation                                    | Graham Corporation                                    | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |       400 | NS      | $3848.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co., Ltd.                             | Graham Holdings Co., Ltd.                             | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       407 | NS      | $245913.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                          | Envista Holdings Corporation                          | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     12122 | NS      | $408147.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares, Inc.                               | Equity Bancshares, Inc.                               | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1064 | NS      | $34760.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                                   | Lindsay Corporation                                   | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       784 | NS      | $127674.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta, Inc.                                         | Marqeta, Inc.                                         | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6589 | NS      | $40258.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                                   | Insulet Corporation                                   | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1149 | NS      | $338254.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                          | Integer Holdings Corporation                          | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      2896 | NS      | $198260.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                                | Erie Indemnity Company                                | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      2592 | NS      | $644682.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                           | GrafTech International Ltd.                           | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     12253 | NS      | $58324.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce, Inc.                                 | Mission Produce, Inc.                                 | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      3352 | NS      | $38950.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                          | Mondelez International, Inc.                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     27015 | NS      | $1800549.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.               | International Flavors & Fragrances Inc.               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      9612 | NS      | $1007773.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.              | The Interpublic Group of Companies, Inc.              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     29583 | NS      | $985409.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                             | Moog Inc.                                             | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2725 | NS      | $239146.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies, Inc.                     | Napco Security Technologies, Inc.                     | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      1958 | NS      | $53805.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corp.                                        | Iradimed Corp.                                        | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       431 | NS      | $12192.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                    | IQVIA Holdings Inc                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      5991 | NS      | $1227495.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corporation                 | Great Lakes Dredge & Dock Corporation                 | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      7331 | NS      | $43619.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                       | Interface, Inc.                                       | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      8306 | NS      | $81980.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                               | National Beverage Corp.                               | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      4392 | NS      | $204359.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                        | Perdoceo Education Corporation                        | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      9104 | NS      | $126545.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                                    | iRobot Corporation                                    | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      2161 | NS      | $104008.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                        | Ironwood Pharmaceuticals, Inc.                        | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     13343 | NS      | $165319.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation                  | International Bancshares Corporation                  | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      5962 | NS      | $272821.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation           | International Business Machines Corporation           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     28520 | NS      | $4018182.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                        | Performance Food Group Company                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      9079 | NS      | $530122.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                | Playtika Holding Corp.                                | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     10911 | NS      | $92852.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveric Bio, Inc.                                      | Iveric Bio, Inc.                                      | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      9992 | NS      | $213928.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                          | Lancaster Colony Corporation                          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      1859 | NS      | $366780.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                        | Preferred Bank                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1597 | NS      | $119168.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                                      | PriceSmart, Inc.                                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      2294 | NS      | $139429.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding, Inc.                                | JELD-WEN Holding, Inc.                                | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      8525 | NS      | $82266.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                       | Jones Lang LaSalle Incorporated                       | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3515 | NS      | $560185.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                                   | The Lovesac Company                                   | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1301 | NS      | $28635.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings, Inc.                                 | M.D.C. Holdings, Inc.                                 | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      5013 | NS      | $158422.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                         | Progyny, Inc.                                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1968 | NS      | $61303.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                | SPX Technologies, Inc.                                | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4248 | NS      | $278881.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                           | MGIC Investment Corporation                           | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     25653 | NS      | $333489.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGPI Processing, Inc.                                 | MGPI Processing, Inc.                                 | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      1882 | NS      | $200207.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                          | Skyline Champion Corporation                          | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4083 | NS      | $210315.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                         | SkyWest, Inc.                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      4940 | NS      | $81559.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                   | Kinder Morgan, Inc.                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     54153 | NS      | $979086.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                           | Kinsale Capital Group, Inc.                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1472 | NS      | $384957.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                       | M/I Homes, Inc.                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2194 | NS      | $101318.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc.                                       | MRC Global Inc.                                       | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      9531 | NS      | $110368.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                        | Marathon Petroleum Corporation                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     24688 | NS      | $2873436.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marchex, Inc.                                         | Marchex, Inc.                                         | CUSIP: 56624R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $221.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands, Inc.                           | Smith & Wesson Brands, Inc.                           | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      6382 | NS      | $55395.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                               | A. O. Smith Corporation                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      9955 | NS      | $569824.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                                       | MarineMax, Inc.                                       | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      2814 | NS      | $87853.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corporation                           | Marine Products Corporation                           | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1730 | NS      | $20362.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation                    | Matthews International Corporation                    | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      3410 | NS      | $103800.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, Inc.                                         | MAXIMUS, Inc.                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      4851 | NS      | $355723.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                         | Wingstop Inc.                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       967 | NS      | $133078.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                       | Wolfspeed, Inc.                                       | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      4618 | NS      | $318826.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Marten Transport, Ltd.                                | Marten Transport, Ltd.                                | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10739 | NS      | $212417.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                       | Martin Marietta Materials, Inc.                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2280 | NS      | $770571.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                   | Navient Corporation                                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     19058 | NS      | $313504.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources, Inc.                               | Newpark Resources, Inc.                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     10384 | NS      | $43093.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zedge, Inc.                                           | Zedge, Inc.                                           | CUSIP: 98923T104<br>LEI: 549300EDIDRX7NRMGN17 | Long             | EC               | CORP              | US        |       696 | NS      | $1224.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                | Zurn Elkay Water Solutions Corporation                | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      8367 | NS      | $176962.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation                    | Masonite International Corporation                    | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      2401 | NS      | $193544.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                     | McCormick & Company, Incorporated                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      7879 | NS      | $653090.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                          | LivaNova PLC                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      3535 | NS      | $196333.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company           | Willis Towers Watson Public Limited Company           | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      4072 | NS      | $995929.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                                        | Medifast, Inc.                                        | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       501 | NS      | $57790.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                           | Merit Medical Systems, Inc.                           | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      3550 | NS      | $250701.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company Public Limited Company                | Perrigo Company Public Limited Company                | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |      8826 | NS      | $300878.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc.                              | Eagle Bulk Shipping Inc.                              | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |       342 | NS      | $17079.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                              | The Middleby Corporation                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      3864 | NS      | $517389.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.                        | National Vision Holdings, Inc.                        | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      4825 | NS      | $187017.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                           | International Seaways, Inc.                           | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |      1961 | NS      | $72596.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                                | NetScout Systems, Inc.                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      6458 | NS      | $209949.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                            | Otis Worldwide Corporation                            | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     12818 | NS      | $1003777.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Longlade, Dr Charles W                                | Longlade, Dr Charles W                                | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1541 | NS      | $29340.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                     | Pitney Bowes Inc.                                     | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     15522 | NS      | $58983.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc.                     | Prestige Consumer Healthcare Inc.                     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5241 | NS      | $328086.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                          | The Procter & Gamble Company                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     63129 | NS      | $9567831.24   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                           | Rambus Inc.                                           | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      9043 | NS      | $323920.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                              | Ralph Lauren Corporation                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3796 | NS      | $401123.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | News Corporation                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     22293 | NS      | $405732.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | News Corporation                                      | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     10849 | NS      | $200055.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                                  | Seaboard Corporation                                  | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        16 | NS      | $60403.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                              | Seneca Foods Corporation                              | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $41689.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                             | Snap Inc.                                             | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      8428 | NS      | $75430.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                          | South Plains Financial, Inc.                          | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |       780 | NS      | $21473.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Overseas Shipholding Group, Inc.                      | Overseas Shipholding Group, Inc.                      | CUSIP: 69036R863<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4806 | NS      | $13889.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phx Minerals Inc.                                     | Phx Minerals Inc.                                     | CUSIP: 69291A100<br>LEI: 5493007OI1JOF1QSPE51 | Long             | EC               | CORP              | US        |      1538 | NS      | $5982.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                   | Toll Brothers, Inc.                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      7904 | NS      | $394567.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                        | TopBuild Corp.                                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2980 | NS      | $466340.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                              | ProAssurance Corporation                              | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      6064 | NS      | $105938.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                   | PROG Holdings, Inc.                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      5747 | NS      | $97066.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                                    | Trex Company, Inc.                                    | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |      7618 | NS      | $322469.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truecar, Inc.                                         | Truecar, Inc.                                         | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     12271 | NS      | $30800.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                       | United States Steel Corporation                       | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     29369 | NS      | $735693.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                         | Universal Display Corporation                         | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2357 | NS      | $254650.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Propetro Holding Corp.                                | Propetro Holding Corp.                                | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10956 | NS      | $113613.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation                  | Quanex Building Products Corporation                  | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      3603 | NS      | $85319.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                       | Universal Health Services, Inc.                       | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      4851 | NS      | $683457.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home, Inc.                               | Vivint Smart Home, Inc.                               | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $96390.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                          | VMware, Inc.                                          | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      5267 | NS      | $646576.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                      | WestRock Company                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     11108 | NS      | $390557.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc.                              | Quotient Technology Inc.                              | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |      7313 | NS      | $25083.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Orphan LLC                                    | Horizon Orphan LLC                                    | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      1541 | NS      | $30511.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                           | Amalgamated Financial Corp.                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $50688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.          | American Axle & Manufacturing Holdings, Inc.          | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12470 | NS      | $97515.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                            | Repay Holdings Corporation                            | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1863 | NS      | $14997.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIFCO Industries, Inc.                                | SIFCO Industries, Inc.                                | CUSIP: 826546103<br>LEI: 549300DGPYFSWVYAMD66 | Long             | EC               | CORP              | US        |       145 | NS      | $313.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext, Inc.                                            | Yext, Inc.                                            | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      9700 | NS      | $63341.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company, Inc.                 | American Electric Power Company, Inc.                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     10777 | NS      | $1023276.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                            | ARKO Corp.                                            | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2963 | NS      | $25659.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TESSCO Technologies Incorporated                      | TESSCO Technologies Incorporated                      | CUSIP: 872386107<br>LEI: 254900BNVQFBKCIOE491 | Long             | EC               | CORP              | US        |       638 | NS      | $3075.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                                  | Titan Machinery Inc.                                  | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      1281 | NS      | $50894.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                               | Arrow Electronics, Inc.                               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      6464 | NS      | $675940.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Global Holdings Inc.                          | Ashland Global Holdings Inc.                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      3694 | NS      | $397215.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                         | Tootsie Roll Industries, Inc.                         | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      3393 | NS      | $144440.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                      | The Toro Company                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      8384 | NS      | $949068.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                           | Chewy, Inc.                                           | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      2526 | NS      | $93664.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix, Inc.                                        | Chimerix, Inc.                                        | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |      5179 | NS      | $9632.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                   | Cisco Systems, Inc.                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     96971 | NS      | $4619698.44   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corporation                         | Coastal Financial Corporation                         | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       252 | NS      | $11975.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Townsquare Media, Inc.                                | Townsquare Media, Inc.                                | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |      1603 | NS      | $11621.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                           | Unifi, Inc.                                           | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      2125 | NS      | $18296.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corporation                                  | Unifirst Corporation                                  | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       986 | NS      | $190288.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                                    | Unitil Corporation                                    | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1397 | NS      | $71749.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                        | Coherent Corp.                                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      7163 | NS      | $251421.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corporation                         | Columbus McKinnon Corporation                         | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      2402 | NS      | $77992.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                            | Xperi Inc.                                            | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5840 | NS      | $50282.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                           | AbbVie Inc.                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     47863 | NS      | $7735139.43   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade, Inc.                                        | Accolade, Inc.                                        | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |      8350 | NS      | $65046.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                       | Affiliated Managers Group, Inc.                       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      3756 | NS      | $595063.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                 | Air Lease Corporation                                 | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     11445 | NS      | $439716.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                      | Air Products and Chemicals, Inc.                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      4660 | NS      | $1436491.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                      | Alamo Group Inc.                                      | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       811 | NS      | $114837.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA, Inc.                                      | Altice USA, Inc.                                      | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     13401 | NS      | $61644.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                          | Antero Midstream Corporation                          | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36112 | NS      | $389648.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                      | BankUnited, Inc.                                      | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      8596 | NS      | $292006.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                                  | The Chemours Company                                  | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     15043 | NS      | $460616.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc.                         | Cooper-Standard Holdings Inc.                         | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      3023 | NS      | $27388.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                | Cracker Barrel Old Country Store, Inc.                | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      1861 | NS      | $176311.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                               | Customers Bancorp, Inc.                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      3303 | NS      | $93607.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.                   | Dave & Buster's Entertainment, Inc.                   | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      4158 | NS      | $147359.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies, Inc.                         | Duck Creek Technologies, Inc.                         | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3424 | NS      | $41259.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                              | Equitable Holdings, Inc.                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     29304 | NS      | $841024.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp.                       | Evoqua Water Technologies Corp.                       | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      5655 | NS      | $223938.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                   | Expedia Group, Inc.                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2947 | NS      | $258157.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                  | First Hawaiian, Inc.                                  | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      8507 | NS      | $221522.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                                 | Gentherm Incorporated                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      2514 | NS      | $164139.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                            | Green Brick Partners, Inc.                            | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      2630 | NS      | $63724.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                   | Comcast Corporation                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    188161 | NS      | $6579990.17   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company, Inc.                       | CommScope Holding Company, Inc.                       | CUSIP: 20337X109<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | EC               | CORP              | US        |     11089 | NS      | $81504.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                     | Green Plains Inc.                                     | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      3972 | NS      | $121146.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                  | HCA Healthcare, Inc.                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      4741 | NS      | $1137650.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                              | Darling Ingredients Inc.                              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      8601 | NS      | $538336.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                       | LGI Homes, Inc.                                       | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2175 | NS      | $201405.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                       | Healthcare Services Group, Inc.                       | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      5028 | NS      | $60336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                | Heritage Commerce Corp                                | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      4554 | NS      | $59202.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nlight, Inc.                                          | Nlight, Inc.                                          | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2015 | NS      | $20432.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                        | Northeast Bank                                        | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       500 | NS      | $21050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corporation                              | NorthWestern Corporation                              | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      3534 | NS      | $209707.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                       | O-I Glass, Inc.                                       | CUSIP: 67098H104<br>LEI: XRT4MR5HXMYMNAZQA715 | Long             | EC               | CORP              | US        |     14069 | NS      | $233123.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hometrust Bancshares, Inc.                            | Hometrust Bancshares, Inc.                            | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1435 | NS      | $34683.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp, Inc.                                 | Horizon Bancorp, Inc.                                 | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      4536 | NS      | $68402.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                           | OFG Bancorp                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      6212 | NS      | $171202.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                     | OPKO Health, Inc.                                     | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     34397 | NS      | $42996.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Spinco Inc.                                       | IAA Spinco Inc.                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      8278 | NS      | $331120.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings, Inc.                                    | IES Holdings, Inc.                                    | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      2073 | NS      | $73736.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                           | ResMed Inc.                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      4162 | NS      | $866237.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals, Inc.                   | United States Lime & Minerals, Inc.                   | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       500 | NS      | $70380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                                | US Foods Holding Corp.                                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     15594 | NS      | $530507.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                                | Urban Outfitters, Inc.                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      7228 | NS      | $172387.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                             | IPG Photonics Corporation                             | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      3040 | NS      | $287796.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                         | IDACORP, Inc.                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      3428 | NS      | $369709.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products, Inc.                           | Utah Medical Products, Inc.                           | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       200 | NS      | $20106.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                               | Victoria's Secret & Co.                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      4913 | NS      | $175787.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                            | Village Super Market, Inc.                            | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |       983 | NS      | $22894.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                          | Vishay Intertechnology, Inc.                          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     11076 | NS      | $238909.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                      | Gates Industrial Corporation PLC                      | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |      5219 | NS      | $59548.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                       | Genpact Limited                                       | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     13405 | NS      | $620919.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                          | Ingles Markets, Incorporated                          | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1830 | NS      | $176521.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                            | Jabil Inc.                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     16059 | NS      | $1095223.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adams Resources & Energy, Inc.                        | Adams Resources & Energy, Inc.                        | CUSIP: 006351308<br>LEI: UP28TXL7K8XSRNNC7V02 | Long             | EC               | CORP              | US        |       247 | NS      | $9613.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                            | Addus HomeCare Corporation                            | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1110 | NS      | $110433.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adverum Biotechnologies, Inc.                         | Adverum Biotechnologies, Inc.                         | CUSIP: 00773U108<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |      9911 | NS      | $5743.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aerojet Rocketdyne Holdings, Inc.                     | Aerojet Rocketdyne Holdings, Inc.                     | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      5819 | NS      | $325456.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                              | ATI Inc.                                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      7791 | NS      | $232639.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.                 | Allscripts Healthcare Solutions, Inc.                 | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     12906 | NS      | $227661.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                              | Atmos Energy Corporation                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      4465 | NS      | $500392.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                          | BioMarin Pharmaceutical Inc.                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      5628 | NS      | $582441.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                      | Cincinnati Financial Corporation                      | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      6151 | NS      | $629800.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                    | CoStar Group, Inc.                                    | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8040 | NS      | $621331.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.                        | Covenant Logistics Group, Inc.                        | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2234 | NS      | $77229.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                       | Deere & Company                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      7764 | NS      | $3328892.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                          | El Pollo Loco Holdings, Inc.                          | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      1714 | NS      | $17071.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                                  | Evolent Health, Inc.                                  | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      5971 | NS      | $167665.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                     | Graphic Packaging Holding Company                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28829 | NS      | $641445.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                                  | Jack in the Box Inc.                                  | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      1364 | NS      | $93065.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                           | JetBlue Airways Corporation                           | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     27549 | NS      | $178517.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                 | Gray Television, Inc.                                 | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     11432 | NS      | $127924.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares, Inc.                             | Guaranty Bancshares, Inc.                             | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $14375.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Howard Hughes Corporation                         | The Howard Hughes Corporation                         | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      3213 | NS      | $245537.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                              | Hyatt Hotels Corporation                              | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      3798 | NS      | $343529.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corporation                                       | IDT Corporation                                       | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      2780 | NS      | $78312.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                               | ICF International, Inc.                               | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2055 | NS      | $203547.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corporation                    | John Bean Technologies Corporation                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      2348 | NS      | $214442.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229854<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      7162 | NS      | $428144.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                              | ITT Inc.                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      5542 | NS      | $449456.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                           | International Paper Company                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     15041 | NS      | $520869.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                           | Ionis Pharmaceuticals, Inc.                           | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      3682 | NS      | $139069.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics, Inc.                         | Iovance Biotherapeutics, Inc.                         | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     10264 | NS      | $65586.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229870<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |       900 | NS      | $48087.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                            | Meritage Homes Corporation                            | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3982 | NS      | $367140.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                               | KeyCorp                                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     36773 | NS      | $640585.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                            | Lamb Weston Holdings, Inc.                            | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      6791 | NS      | $606843.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                              | AZZ Inc.                                              | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      2598 | NS      | $104439.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group, Inc.                    | Distribution Solutions Group, Inc.                    | CUSIP: 520776105<br>LEI: 549300H1YXSE5TXMGL51 | Long             | EC               | CORP              | US        |       452 | NS      | $16660.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | Lennar Corporation                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     11289 | NS      | $1021654.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group, Inc.                                   | Mistras Group, Inc.                                   | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2555 | NS      | $12596.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                         | Moderna, Inc.                                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     14187 | NS      | $2548268.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | Lennar Corporation                                    | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1055 | NS      | $78892.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | Liberty Broadband Corporation                         | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      4909 | NS      | $374409.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                       | Academy Sports & Outdoors, Inc.                       | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7188 | NS      | $377657.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Systems, Inc.                                 | Allison Systems, Inc.                                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     10041 | NS      | $417705.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc.                               | Maxar Technologies Inc.                               | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      5105 | NS      | $264132.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Company, Inc.                    | Mayville Engineering Company, Inc.                    | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       935 | NS      | $11837.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                         | Monarch Casino & Resort, Inc.                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       700 | NS      | $53823.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                                    | Movado Group, Inc.                                    | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1100 | NS      | $35475.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                         | American States Water Company                         | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1815 | NS      | $167978.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corporation                          | Ampco-Pittsburgh Corporation                          | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       888 | NS      | $2228.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp, Inc.                               | Merchants Bancorp, Inc.                               | CUSIP: 58844R108<br>LEI: 5493003V2R4M1JXKDE59 | Long             | EC               | CORP              | US        |       754 | NS      | $18337.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                                 | Mercury Systems, Inc.                                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      3034 | NS      | $135741.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                              | Berry Global Group, Inc.                              | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     13044 | NS      | $788248.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                           | Caesars Entertainment, Inc.                           | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      7027 | NS      | $292323.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation                    | National Bank Holdings Corporation                    | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3051 | NS      | $128355.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                           | Organogenesis Holdings Inc.                           | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      8257 | NS      | $22211.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings, Inc.                                 | Paypal Holdings, Inc.                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     17093 | NS      | $1217363.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                      | Perficient, Inc.                                      | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      2513 | NS      | $175482.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                         | Organon & Co.                                         | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     16273 | NS      | $454504.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                                  | Peoples Bancorp Inc.                                  | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2097 | NS      | $59240.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                     | Pinnacle Financial Partners, Inc.                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      4753 | NS      | $348870.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp, Inc.                                 | Pioneer Bancorp, Inc.                                 | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1153 | NS      | $13144.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia, Inc.                                        | Phreesia, Inc.                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      4103 | NS      | $132773.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group, Inc.                                 | Replimune Group, Inc.                                 | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      3375 | NS      | $91800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                                     | Schrodinger, Inc.                                     | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       939 | NS      | $17549.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                       | Simpson Manufacturing Co., Inc.                       | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      3061 | NS      | $271388.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation                    | Simmons First National Corporation                    | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      8810 | NS      | $190119.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                             | The J. M. Smucker Company                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4351 | NS      | $689459.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uipath, Inc.                                          | Uipath, Inc.                                          | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      8245 | NS      | $104793.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery, Inc.                          | Warner Bros. Discovery, Inc.                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     77807 | NS      | $737606.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest, Inc.                                    | WideOpenWest, Inc.                                    | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      2819 | NS      | $25681.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                         | Workday, Inc.                                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      1659 | NS      | $277600.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Group, Inc.                      | Constellation Energy Group, Inc.                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      8889 | NS      | $766320.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                         | Corteva, Inc.                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     16914 | NS      | $994204.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation, National Association            | Zions Bancorporation, National Association            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      9890 | NS      | $486192.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                           | Zumiez Inc.                                           | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      2229 | NS      | $48458.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group, Inc.                        | Sinclair Broadcast Group, Inc.                        | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      4009 | NS      | $62179.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                                 | Skechers U.S.A., Inc.                                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      9453 | NS      | $396553.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Achillion Pharmaceuticals, Inc.                       | Achillion Pharmaceuticals, Inc.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8230 | NS      | $11768.90     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Adient Public Limited Company                         | Adient Public Limited Company                         | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      5606 | NS      | $194472.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelzoo                                             | Travelzoo                                             | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |      1035 | NS      | $4605.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                    | West Pharmaceutical Services, Inc.                    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      2102 | NS      | $494705.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Pty Ltd                                         | Amcor Pty Ltd                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     86350 | NS      | $1028428.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantica Sustainable Infrastructure PLC              | Atlantica Sustainable Infrastructure PLC              | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | EC               | CORP              | GB        |      6105 | NS      | $158119.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                           | Western Digital Corporation                           | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     13408 | NS      | $423022.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wex, Inc.                                             | Wex, Inc.                                             | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2677 | NS      | $438091.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of N.T. Butterfield & Son Limited (The)          | Bank of N.T. Butterfield & Son Limited (The)          | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      5559 | NS      | $165713.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                                  | SFL Corporation Ltd.                                  | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |     15603 | NS      | $143859.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                          | Costco Wholesale Corporation                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     11841 | NS      | $5405416.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc.                                          | Denbury Inc.                                          | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      5356 | NS      | $466079.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                             | Yelp Inc.                                             | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      4817 | NS      | $131696.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                     | Yum! Brands, Inc.                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      7982 | NS      | $1022334.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                   | EOG Resources, Inc.                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     21747 | NS      | $2816671.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings, Inc.                      | Esquire Financial Holdings, Inc.                      | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $12718.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                        | Pentair Public Limited Company                        | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     12575 | NS      | $565623.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZimVie Inc.                                           | ZimVie Inc.                                           | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |       603 | NS      | $5629.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | Zebra Technologies Corporation                        | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1766 | NS      | $452820.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                             | Essential Utilities, Inc.                             | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      6581 | NS      | $314111.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, Inc.                                            | ETSY, Inc.                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      4315 | NS      | $516850.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                    | Zillow Group, Inc.                                    | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      2267 | NS      | $70753.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                    | Zillow Group, Inc.                                    | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      8122 | NS      | $261609.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                        | Exelixis, Inc.                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     21054 | NS      | $337706.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                       | Globe Life Inc.                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      6132 | NS      | $739212.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion Public Limited Company                       | Allegion Public Limited Company                       | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      6008 | NS      | $632402.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp.                                | Cambium Networks Corp.                                | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | KY        |       610 | NS      | $13218.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W. W. Grainger, Inc.                                  | W. W. Grainger, Inc.                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2413 | NS      | $1342231.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                           | Greif, Inc.                                           | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3122 | NS      | $209361.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company           | Jazz Pharmaceuticals Public Limited Company           | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      3788 | NS      | $603466.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Limited                       | Nordic American Tankers Limited                       | CUSIP: N/A<br>LEI: 213800W4T8AMPKIPIU94       | Long             | EC               | CORP              | BM        |     30504 | NS      | $93342.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                    | Hexcel Corporation                                    | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      5611 | NS      | $330207.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                              | Hormel Foods Corporation                              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     15720 | NS      | $716046.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                                  | Hostess Brands, Inc.                                  | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13835 | NS      | $310457.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                                  | Houlihan Lokey, Inc.                                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      4857 | NS      | $423336.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                           | Huron Consulting Group Inc.                           | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      2244 | NS      | $162914.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                              | IDEXX Laboratories, Inc.                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2569 | NS      | $1048049.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation                          | Independent Bank Corporation                          | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2505 | NS      | $59919.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                         | Innospec Inc.                                         | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2158 | NS      | $221971.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                       | Insperity, Inc.                                       | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      2195 | NS      | $249352.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intevac, Inc.                                         | Intevac, Inc.                                         | CUSIP: 461148108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $6470.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                           | Intuit Inc.                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3927 | NS      | $1528466.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                               | Investors Title Company                               | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $14755.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     94174 | NS      | $12628733.40  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                                | Juniper Networks, Inc.                                | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     21125 | NS      | $675155.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Company                                | Matrix Service Company                                | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      3239 | NS      | $20146.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                | McDonald's Corporation                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     16375 | NS      | $4315303.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mednax, Inc.                                          | Mednax, Inc.                                          | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6802 | NS      | $101077.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding, Inc.                                 | Morphic Holding, Inc.                                 | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      1234 | NS      | $33009.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOS Holdings Inc.                                     | MOS Holdings Inc.                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     23149 | NS      | $1015546.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                          | Nasdaq, Inc.                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     17250 | NS      | $1058287.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous, Inc.                                 | Nathan's Famous, Inc.                                 | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       600 | NS      | $40326.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                                   | Newmark Group, Inc.                                   | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15951 | NS      | $127129.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares, Inc.                              | Nicolet Bankshares, Inc.                              | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       276 | NS      | $22022.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     12824 | NS      | $1269191.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                         | Paychex, Inc.                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      9286 | NS      | $1073090.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                                | Simulations Plus, Inc.                                | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1586 | NS      | $58000.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                 | Starbucks Corporation                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     25465 | NS      | $2526128.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TowneBank                                             | TowneBank                                             | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      6682 | NS      | $206072.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                                 | Tradeweb Markets Inc.                                 | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3672 | NS      | $238422.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat, Inc.                                        | Transcat, Inc.                                        | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       460 | NS      | $32600.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                          | TransDigm Group Incorporated                          | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |      1568 | NS      | $987291.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                            | TransUnion                                            | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      7623 | NS      | $432605.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods, Inc.                                 | Treehouse Foods, Inc.                                 | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      4853 | NS      | $239641.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                                   | Vontier Corporation                                   | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      9825 | NS      | $189917.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The York Water Company                                | The York Water Company                                | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1466 | NS      | $65940.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company                       | Alkermes Public Limited Company                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      9043 | NS      | $236293.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                               | Arch Capital Group Ltd.                               | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     16551 | NS      | $1039071.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                   | Norwegian Cruise Line Holdings Ltd.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     13955 | NS      | $170809.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Limited                                      | Novocure Limited                                      | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |      1276 | NS      | $93594.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                 | Albemarle Corporation                                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      3732 | NS      | $809321.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc.                               | Altair Engineering Inc.                               | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      1200 | NS      | $54564.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                       | Amphastar Pharmaceuticals, Inc.                       | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      4221 | NS      | $118272.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                                   | AngioDynamics, Inc.                                   | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      4456 | NS      | $61359.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                        | Autodesk, Inc.                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      6771 | NS      | $1265296.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                               | Bath & Body Works, Inc.                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      8163 | NS      | $343988.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Obh Inc.                                              | Obh Inc.                                              | CUSIP: 08986R309<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |       112 | NS      | $15545.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                     | Dover Corporation                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      6499 | NS      | $880029.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade, Incorporated                                | Escalade, Incorporated                                | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $9162.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                                | ESCO Technologies Inc.                                | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1946 | NS      | $170352.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                            | Ethan Allen Interiors Inc.                            | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3395 | NS      | $89695.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                               | Euronet Worldwide, Inc.                               | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      3263 | NS      | $307961.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | Eversource Energy                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     11114 | NS      | $931797.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Security Bank of Washington                       | 1st Security Bank of Washington                       | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       512 | NS      | $17121.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FedEx Corporation                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     10901 | NS      | $1888053.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                | First Internet Bancorp                                | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       843 | NS      | $20468.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                     | First Solar, Inc.                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      6828 | NS      | $1022766.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                                | 1st Source Corporation                                | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3232 | NS      | $171586.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                          | Fiserv, Inc.                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     13254 | NS      | $1339581.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                     | FirstEnergy Corp.                                     | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     17894 | NS      | $750474.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries, Inc.                               | Gencor Industries, Inc.                               | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       540 | NS      | $5297.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co.                                    | Generation Bio Co.                                    | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2259 | NS      | $8877.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | Global Payments Inc.                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      9279 | NS      | $921590.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GBLI Holdings, LLC                                    | GBLI Holdings, LLC                                    | CUSIP: 37959R103<br>LEI: 549300KNR55WEKSPTK65 | Long             | EC               | CORP              | US        |       940 | NS      | $21911.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Resource Corporation                             | Gold Resource Corporation                             | CUSIP: 38068T105<br>LEI: 5299006MQBYLDAOI2D32 | Long             | EC               | CORP              | US        |      4392 | NS      | $6719.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                  | Hecla Mining Company                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     43143 | NS      | $239875.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                          | Anterix Inc.                                          | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      1500 | NS      | $48255.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                   | The Hershey Company                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      5094 | NS      | $1179617.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                                  | The Home Depot, Inc.                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     29228 | NS      | $9231956.08   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings, Inc.                         | Apollo Medical Holdings, Inc.                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      1989 | NS      | $58854.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                                   | Arcbest Corporation                                   | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2776 | NS      | $194431.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                                  | Arch Resources, Inc.                                  | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      2802 | NS      | $400097.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley & Co., LLC                                   | B. Riley & Co., LLC                                   | CUSIP: 05580M108<br>LEI: 549300AEVMODVBY3QS51 | Long             | EC               | CORP              | US        |      1517 | NS      | $51881.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hovnanian Enterprises, Inc.                           | Hovnanian Enterprises, Inc.                           | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       528 | NS      | $22218.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                 | Howmet Aerospace Inc.                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     16740 | NS      | $659723.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Companies, Inc.                                 | Hurco Companies, Inc.                                 | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |       315 | NS      | $8230.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling, Inc.                  | Hyster-Yale Materials Handling, Inc.                  | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1120 | NS      | $28347.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWXT Government Group, Inc.                           | BWXT Government Group, Inc.                           | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      5581 | NS      | $324144.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                                   | Balchem Corporation                                   | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1995 | NS      | $243609.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc.                    | Brightsphere Investment Group Inc.                    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      2165 | NS      | $44555.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                  | Broadridge Financial Solutions, Inc.                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      5268 | NS      | $706596.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                              | Illinois Tool Works Inc.                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      9057 | NS      | $1995257.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                       | Lincoln Electric Holdings, Inc.                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      4347 | NS      | $628098.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide, Inc.                         | C.H. Robinson Worldwide, Inc.                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      7163 | NS      | $655844.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                           | Camden National Corporation                           | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      1898 | NS      | $79127.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                          | Lincoln National Corporation                          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      7053 | NS      | $216668.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                     | Merck & Co., Inc.                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     74733 | NS      | $8291626.35   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings, Inc.                          | Camping World Holdings, Inc.                          | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      3689 | NS      | $82338.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                         | Capital City Bank Group, Inc.                         | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      1000 | NS      | $32500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group, Inc.                      | MidWestOne Financial Group, Inc.                      | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $24098.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                    | NMI Holdings, Inc.                                    | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7108 | NS      | $148557.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                 | Cardinal Health, Inc.                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     13217 | NS      | $1015990.79   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                     | Choice Hotels International, Inc.                     | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      2850 | NS      | $321024.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                             | Church & Dwight Co., Inc.                             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      8366 | NS      | $674383.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                          | Churchill Downs Incorporated                          | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      2468 | NS      | $521809.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                                   | Olympic Steel, Inc.                                   | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1052 | NS      | $35326.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                       | PBF Energy Inc.                                       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     11987 | NS      | $488829.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings, Inc.                                 | Chuy's Holdings, Inc.                                 | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1834 | NS      | $51902.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                   | Clean Harbors, Inc.                                   | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      5166 | NS      | $589543.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment, Inc.                              | PENN Entertainment, Inc.                              | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6456 | NS      | $191743.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                                        | Penumbra, Inc.                                        | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       866 | NS      | $192650.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                              | Clean Energy Fuels Corp.                              | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     22405 | NS      | $116506.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                          | Copart, Inc.                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     14194 | NS      | $864272.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                                  | Silgan Holdings Inc.                                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     12620 | NS      | $654220.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics, Inc.                                       | Surmodics, Inc.                                       | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      1427 | NS      | $48689.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated                     | Corcept Therapeutics Incorporated                     | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      5811 | NS      | $118021.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                    | Exelon Corporation                                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     22536 | NS      | $974231.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                                 | Sutro Biopharma, Inc.                                 | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      6021 | NS      | $48649.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                        | Texas Capital Bancshares, Inc.                        | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      4923 | NS      | $296906.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                              | FB Financial Corporation                              | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      4522 | NS      | $163425.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp, Inc.                                     | FVCBankcorp, Inc.                                     | CUSIP: 36120Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1271 | NS      | $24237.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                                 | Glacier Bancorp, Inc.                                 | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      6333 | NS      | $312979.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Island Fabrication, Inc.                         | Gulf Island Fabrication, Inc.                         | CUSIP: 402307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $4617.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                             | Titan International, Inc.                             | CUSIP: 88830M102<br>LEI: 54930043H7SFLNS88586 | Long             | EC               | CORP              | US        |      6093 | NS      | $93344.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.                    | Universal Insurance Holdings, Inc.                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      6008 | NS      | $63624.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallmark Financial Services, Inc.                     | Hallmark Financial Services, Inc.                     | CUSIP: 40624Q203<br>LEI: 549300QVZIZ17RUE4C20 | Long             | EC               | CORP              | US        |      2142 | NS      | $1251.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                           | Halozyme Therapeutics, Inc.                           | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      7684 | NS      | $437219.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VOXX International Corporation                        | VOXX International Corporation                        | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |      1907 | NS      | $15980.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                        | Walgreens Boots Alliance, Inc.                        | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     25321 | NS      | $945992.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                | Hayward Holdings, Inc.                                | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3150 | NS      | $29610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                    | HealthEquity, Inc.                                    | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      4709 | NS      | $290262.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                 | Walker & Dunlop, Inc.                                 | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3304 | NS      | $259297.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                        | Washington Trust Bancorp, Inc.                        | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      2058 | NS      | $97096.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                     | Kirby Corporation                                     | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      4594 | NS      | $295623.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                                 | Krystal Biotech, Inc.                                 | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      1632 | NS      | $129287.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                    | Waters Corporation                                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1992 | NS      | $682419.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                                | WW International, Inc.                                | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      2734 | NS      | $10553.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                        | Wyndham Hotels & Resorts, Inc.                        | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      6965 | NS      | $496674.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | Xylem Inc.                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      6100 | NS      | $674477.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals, Inc.                          | A-Mark Precious Metals, Inc.                          | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |       776 | NS      | $26950.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                         | Adtalem Global Education Inc.                         | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      4266 | NS      | $151443.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                      | Amazon.com, Inc.                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    217900 | NS      | $18303600.00  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.                    | Kulicke and Soffa Industries, Inc.                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      4494 | NS      | $198904.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                       | LKQ Corporation                                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     11333 | NS      | $605295.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group, Inc.                           | Ambac Financial Group, Inc.                           | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      4081 | NS      | $71172.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                        | Amedisys, Inc.                                        | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      2205 | NS      | $184205.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries, Inc.                                  | LSB Industries, Inc.                                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      3510 | NS      | $46683.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                          | Modine Manufacturing Company                          | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      4444 | NS      | $88257.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                        | Monolithic Power Systems, Inc.                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1059 | NS      | $374472.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America, Inc.                       | Motorcar Parts of America, Inc.                       | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      1961 | NS      | $23257.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corporation                           | Arrow Financial Corporation                           | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      2076 | NS      | $70376.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corporation                        | Artesian Resources Corporation                        | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $54655.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                 | Assured Guaranty Ltd.                                 | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |      6321 | NS      | $393545.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                           | Axalta Coating Systems Ltd.                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     23767 | NS      | $605345.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc.                             | Oppenheimer Holdings Inc.                             | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1091 | NS      | $46182.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                   | Oshkosh Corporation                                   | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      4556 | NS      | $401793.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                           | Benchmark Electronics, Inc.                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      4804 | NS      | $128218.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                                | BJ's Restaurants, Inc.                                | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      1893 | NS      | $49937.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                      | Accenture Public Limited Company                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     17420 | NS      | $4648352.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                       | Cimpress Public Limited Company                       | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      1780 | NS      | $49145.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                             | CNA Financial Corporation                             | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      1500 | NS      | $63420.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                         | Topgolf Callaway Brands Corp.                         | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     13753 | NS      | $271621.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation PLC                                 | Noble Corporation PLC                                 | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |      4250 | NS      | $160267.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corporation N.V.                | Sapiens International Corporation N.V.                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       814 | NS      | $15042.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp, Inc.                                   | Parke Bancorp, Inc.                                   | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |       694 | NS      | $14393.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                                      | Photronics, Inc.                                      | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      7020 | NS      | $118146.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                                 | Campbell Soup Company                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     14692 | NS      | $833771.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings, Inc.                      | Capstar Financial Holdings, Inc.                      | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $14128.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                               | Spotify Technology S.A.                               | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      4582 | NS      | $361748.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings, S.A.                                   | Copa Holdings, S.A.                                   | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |      2540 | NS      | $211251.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                     | Pinnacle West Capital Corporation                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      6316 | NS      | $480268.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                          | Plexus Corp.                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2728 | NS      | $280793.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                      | Caterpillar Inc.                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     15282 | NS      | $3660955.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                            | Chinook Therapeutics, Inc.                            | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      4651 | NS      | $121856.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                            | Constellation Brands, Inc.                            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      3419 | NS      | $792353.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                                    | CorVel Corporation                                    | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1272 | NS      | $184859.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Holdings, Inc.                    | Provident Financial Holdings, Inc.                    | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       410 | NS      | $5645.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.                    | Provident Financial Services, Inc.                    | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      6780 | NS      | $144820.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                           | Qorvo, Inc.                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      6058 | NS      | $549097.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                          | Rhythm Pharmaceuticals, Inc.                          | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       512 | NS      | $14909.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street, Inc.                                   | Rimini Street, Inc.                                   | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |      3177 | NS      | $12104.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies, Inc.                                | Rocket Companies, Inc.                                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12681 | NS      | $88767.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                       | DMC Global Inc.                                       | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      2210 | NS      | $42962.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                               | Delek US Holdings, Inc.                               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      8466 | NS      | $228582.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer, Inc.                                            | Seer, Inc.                                            | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7945 | NS      | $46081.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                          | Select Energy Services, Inc.                          | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     11763 | NS      | $108690.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                              | Diamondback Energy, Inc.                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     11822 | NS      | $1616999.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                           | Discover Financial Services                           | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     19594 | NS      | $1916881.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                   | Semtech Corporation                                   | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      3730 | NS      | $107013.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                         | Sempra Energy                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      7908 | NS      | $1222102.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                        | DocuSign, Inc.                                        | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1639 | NS      | $90833.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty, Inc.                                   | e.l.f. Beauty, Inc.                                   | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      3904 | NS      | $215891.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                     | Service Corporation International                     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     13213 | NS      | $913546.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                              | Stoke Therapeutics, Inc.                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      2243 | NS      | $20702.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                                      | Stoneridge, Inc.                                      | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      3090 | NS      | $66620.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                 | Wells Fargo & Company                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     99376 | NS      | $4103235.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                              | Employers Holdings, Inc.                              | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3649 | NS      | $157381.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                               | EnerSys                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      3243 | NS      | $239463.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                               | John Wiley & Sons, Inc.                               | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3537 | NS      | $141692.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                          | The Williams Companies, Inc.                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     27089 | NS      | $891228.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                  | Enphase Energy, Inc.                                  | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      3715 | NS      | $984326.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                | EnPro Industries, Inc.                                | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      2137 | NS      | $232270.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                                 | Williams-Sonoma, Inc.                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      5557 | NS      | $638610.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                        | Amdocs Limited                                        | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |      7347 | NS      | $667842.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation                | Entravision Communications Corporation                | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      5520 | NS      | $26496.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                                   | Flywire Corporation                                   | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |       398 | NS      | $9739.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                       | Medtronic, Inc.                                       | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |     25072 | NS      | $1948595.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Limited                      | Textainer Group Holdings Limited                      | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | BM        |      5130 | NS      | $159081.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                               | FARO Technologies, Inc.                               | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      1125 | NS      | $33086.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                     | First Interstate BancSystem, Inc.                     | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      7980 | NS      | $308427.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Public Limited Company                        | Trinseo Public Limited Company                        | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |      4563 | NS      | $103625.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton Container International Limited                | Triton Container International Limited                | CUSIP: N/A<br>LEI: 549300O4LZFLCX53XZ54       | Long             | EC               | CORP              | BM        |      7192 | NS      | $494665.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                                 | Flowserve Corporation                                 | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      8914 | NS      | $273481.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp, Inc.                         | German American Bancorp, Inc.                         | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      2732 | NS      | $101903.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                   | Tronox Holdings PLC                                   | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     10045 | NS      | $137716.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                       | Valaris Limited                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1781 | NS      | $120431.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                            | Gibraltar Industries, Inc.                            | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |      3719 | NS      | $170627.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                        | LCI Industries                                        | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2341 | NS      | $216425.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                | CRISPR Therapeutics AG                                | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Long             | EC               | CORP              | CH        |      2856 | NS      | $116096.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                           | LPL Financial Holdings Inc.                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      4588 | NS      | $991787.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | Gen Digital Inc.                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     17800 | NS      | $381454.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                    | Oracle Corporation                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     34690 | NS      | $2835560.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRX Corporation                                | OptimizeRX Corporation                                | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $42000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                              | Option Care Health, Inc.                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      6350 | NS      | $191071.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                              | Park-Ohio Holdings Corp.                              | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1288 | NS      | $15752.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                           | Parker-Hannifin Corporation                           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      6491 | NS      | $1888881.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                     | Pioneer Natural Resources Company                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      9845 | NS      | $2248499.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc.                                | Provident Bancorp Inc.                                | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1165 | NS      | $8481.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realogy Holdings Corp.                                | Realogy Holdings Corp.                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     13131 | NS      | $83907.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares, Inc.                            | Red River Bancshares, Inc.                            | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |       186 | NS      | $9497.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation                    | REX American Resources Corporation                    | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $16248.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc.                            | Ribbon Communications Inc.                            | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      6942 | NS      | $19368.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                                    | SPS Commerce, Inc.                                    | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      2122 | NS      | $272528.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                           | Southwestern Energy Company                           | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     62912 | NS      | $368035.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Company                                   | Spartannash Company                                   | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      5536 | NS      | $167408.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                                | TTM Technologies, Inc.                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      9398 | NS      | $141721.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                     | Talos Energy Inc.                                     | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      7384 | NS      | $139409.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                            | 3M Company                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     15699 | NS      | $1882624.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation                        | Tompkins Financial Corporation                        | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      1567 | NS      | $121567.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group, Inc.                                   | Willdan Group, Inc.                                   | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |       970 | NS      | $17314.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re, Ltd.                           | Greenlight Capital Re, Ltd.                           | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |      3214 | NS      | $26194.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                                 | Helen of Troy Limited                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1858 | NS      | $206070.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                            | AAON, Inc.                                            | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2993 | NS      | $225432.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company       | American Equity Investment Life Holding Company       | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      8559 | NS      | $390461.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | American Express Company                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     17038 | NS      | $2517364.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics, Inc.                         | Arcutis Biotherapeutics, Inc.                         | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6129 | NS      | $90709.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                           | Ares Management Corporation                           | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      4024 | NS      | $275402.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences, Inc.                             | Avidity Biosciences, Inc.                             | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $51769.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                                  | Axos Financial, Inc.                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      6886 | NS      | $263182.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                             | BOK Financial Corporation                             | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      4411 | NS      | $457817.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                              | Bank OZK                                              | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      9463 | NS      | $379087.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | Brown-Forman Corporation                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     10654 | NS      | $699754.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop, Inc.                           | Build-A-Bear Workshop, Inc.                           | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      2073 | NS      | $49420.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                               | Burlington Stores, Inc.                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1909 | NS      | $387068.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                          | CF Industries Holdings, Inc.                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     11307 | NS      | $963356.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caci International Inc.                               | Caci International Inc.                               | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      1570 | NS      | $471926.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                        | California Water Service Group                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      3074 | NS      | $186407.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                                 | Cannae Holdings, Inc.                                 | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      7950 | NS      | $164167.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caredx, Inc.                                          | Caredx, Inc.                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      1631 | NS      | $18609.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                     | Ciena Corporation                                     | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      9126 | NS      | $465243.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                  | Corning Incorporated                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     31391 | NS      | $1002628.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial, Inc.                         | First Western Financial, Inc.                         | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       516 | NS      | $14525.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                              | FirstCash Holdings, Inc.                              | CUSIP: 33768G107<br>LEI: 549300V2X3UU7K0DG350 | Long             | EC               | CORP              | US        |      3501 | NS      | $304271.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | Fox Corporation                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     14590 | NS      | $443098.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                              | GMS Inc.                                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      4289 | NS      | $213592.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide, Inc.                                | Kronos Worldwide, Inc.                                | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      8997 | NS      | $84571.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                                   | Kura Oncology, Inc.                                   | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      2581 | NS      | $32030.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                             | National Fuel Gas Company                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4963 | NS      | $314157.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                            | Northern Trust Corporation                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      9465 | NS      | $837557.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                    | AMC Networks, Inc.                                    | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      4336 | NS      | $67945.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monocle Acquisition Corporation                       | Monocle Acquisition Corporation                       | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2351 | NS      | $38133.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                 | Affirm Holdings, Inc.                                 | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5338 | NS      | $51618.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Northfield Bancorp Inc.                               | Northfield Bancorp Inc.                               | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5273 | NS      | $82944.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                     | Northwest Natural Holding Company                     | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2099 | NS      | $99891.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                        | AutoZone, Inc.                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       503 | NS      | $1240488.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                 | Axon Enterprise, Inc.                                 | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      3394 | NS      | $563166.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                          | Novanta Inc.                                          | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |      2325 | NS      | $315897.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                        | NuVasive, Inc.                                        | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      3799 | NS      | $156670.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education, Inc.                        | Barnes & Noble Education, Inc.                        | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |      6297 | NS      | $11019.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                             | Box, Inc.                                             | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      8826 | NS      | $274753.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                           | Brighthouse Financial, Inc.                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      7317 | NS      | $375142.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                        | CME Group Inc.                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      6516 | NS      | $1095730.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated                   | The Cheesecake Factory Incorporated                   | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      5924 | NS      | $187850.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chefs' Warehouse, Inc.                            | The Chefs' Warehouse, Inc.                            | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      2531 | NS      | $84231.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                           | ONEOK, Inc.                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     21523 | NS      | $1414061.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.                     | Orrstown Financial Services, Inc.                     | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       671 | NS      | $15540.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                        | Cross Country Healthcare, Inc.                        | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      2371 | NS      | $62997.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                                  | Crown Holdings, Inc.                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      7248 | NS      | $595858.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                              | Palo Alto Networks, Inc.                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2799 | NS      | $390572.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                       | Papa John's International, Inc.                       | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      2116 | NS      | $174167.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | Phillips 66                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     13368 | NS      | $1391341.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                               | Powell Industries, Inc.                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1064 | NS      | $37431.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                                        | Artivion, Inc.                                        | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      2788 | NS      | $33790.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | Cummins Inc.                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      5902 | NS      | $1429995.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                   | Diodes Incorporated                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2969 | NS      | $226059.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                                | Extreme Networks, Inc.                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      5803 | NS      | $106252.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                              | Power Integrations, Inc.                              | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      3713 | NS      | $266296.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                                      | QuinStreet, Inc.                                      | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      2339 | NS      | $33564.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                       | Atlanticus Holdings Corporation                       | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       988 | NS      | $25885.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                         | Avantor, Inc.                                         | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |     27379 | NS      | $577423.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail, Inc.                                   | Qurate Retail, Inc.                                   | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     36657 | NS      | $59750.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Rmr Group Inc.                                    | The Rmr Group Inc.                                    | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1893 | NS      | $53477.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                                    | F.N.B. Corporation                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     30309 | NS      | $395532.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                                  | FTI Consulting, Inc.                                  | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2592 | NS      | $411609.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pphm, Inc.                                            | Pphm, Inc.                                            | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      2571 | NS      | $35402.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp, Inc.                                     | BCB Bancorp, Inc.                                     | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      1358 | NS      | $24430.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                               | Radiant Logistics, Inc.                               | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      3369 | NS      | $17148.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                         | Rollins, Inc.                                         | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     13576 | NS      | $496067.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                              | Roper Technologies, Inc.                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1812 | NS      | $782947.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                   | SVB Financial Group                                   | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2257 | NS      | $519425.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                        | Bandwidth Inc.                                        | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       762 | NS      | $17487.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                              | Banc of California, Inc.                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      5532 | NS      | $88124.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                  | Meta Platforms, Inc.                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     68487 | NS      | $8241725.58   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                         | FactSet Research Systems Inc.                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1012 | NS      | $406024.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight, Inc.                                    | Black Knight, Inc.                                    | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      6123 | NS      | $378095.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                       | Blackbaud, Inc.                                       | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      2911 | NS      | $171341.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                | Sealed Air Corporation                                | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      7120 | NS      | $355145.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                  | First American Financial Corporation                  | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     10424 | NS      | $545592.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                               | Forward Air Corporation                               | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2394 | NS      | $251106.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                       | BlackRock, Inc.                                       | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      3304 | NS      | $2341313.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, Inc.                                            | CBIZ, Inc.                                            | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      4819 | NS      | $225770.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L. B. Foster Company                                  | L. B. Foster Company                                  | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |       997 | NS      | $9650.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                                    | Franklin Covey Co.                                    | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1091 | NS      | $51026.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                          | Cadence Design Systems, Inc.                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      6073 | NS      | $975566.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics, Inc.                               | Cara Therapeutics, Inc.                               | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      4108 | NS      | $44119.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                              | Franklin Resources, Inc.                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     19926 | NS      | $525647.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher & Co.                             | Arthur J. Gallagher & Co.                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      5219 | NS      | $983990.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                      | Carpenter Technology Corporation                      | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      5098 | NS      | $188320.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                              | Century Aluminum Company                              | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      8490 | NS      | $69448.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                          | Genesco Inc.                                          | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      2263 | NS      | $104143.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                    | Gentex Corporation                                    | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     17988 | NS      | $490532.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Company                               | Hallador Energy Company                               | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      3100 | NS      | $30969.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                            | Haynes International, Inc.                            | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      1530 | NS      | $69905.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                          | Charter Communications, Inc.                          | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      4389 | NS      | $1488309.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                 | The Coca-Cola Company                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     99784 | NS      | $6347260.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO Corporation                                     | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1593 | NS      | $244748.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                           | Hilton Grand Vacations Inc.                           | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      2102 | NS      | $81011.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                        | Hilton Worldwide Holdings Inc.                        | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |      7922 | NS      | $1001023.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hingham Institute for Savings                     | The Hingham Institute for Savings                     | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       416 | NS      | $114799.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet, Inc.                                      | HomeStreet, Inc.                                      | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2859 | NS      | $78851.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                   | J. B. Hunt Transport Services, Inc.                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      5897 | NS      | $1028200.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                    | Huntington Bancshares Incorporated                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     56648 | NS      | $798736.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                            | Minerals Technologies Inc.                            | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      3211 | NS      | $194971.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                       | Murphy USA Inc.                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2951 | NS      | $824922.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                                | Myers Industries, Inc.                                | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      3471 | NS      | $77160.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Company                       | Preformed Line Products Company                       | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       189 | NS      | $15741.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                           | The Progressive Corporation                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      9903 | NS      | $1284518.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Operating Company, Inc.                      | Proterra Operating Company, Inc.                      | CUSIP: 74374T109<br>LEI: 549300KN6Y54A0I8GX14 | Long             | EC               | CORP              | US        |      2370 | NS      | $8934.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.                          | Rocket Pharmaceuticals, Inc.                          | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      3402 | NS      | $66577.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc.                                             | Roku Inc.                                             | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1066 | NS      | $43386.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                    | Ryder System, Inc.                                    | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      6099 | NS      | $509693.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                           | Ryerson Holding Corporation                           | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2600 | NS      | $78676.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T Bancorp, Inc.                                   | S & T Bancorp, Inc.                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3871 | NS      | $132310.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Codorus Valley Bancorp, Inc.                          | Codorus Valley Bancorp, Inc.                          | CUSIP: 192025104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $7546.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                                    | Coeur Mining, Inc.                                    | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     17329 | NS      | $58225.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic, Inc.                                      | Sumo Logic, Inc.                                      | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |      6384 | NS      | $51710.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                  | SunCoke Energy, Inc.                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      7931 | NS      | $68444.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies, Inc.                       | Core Molding Technologies, Inc.                       | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |       800 | NS      | $10392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                            | Exact Sciences Corporation                            | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      3164 | NS      | $156649.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Symbion, Inc.                                         | Symbion, Inc.                                         | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      3354 | NS      | $93442.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                               | The TJX Companies, Inc.                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     37886 | NS      | $3015725.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                          | Hasbro, Inc.                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      6681 | NS      | $407607.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Companies, Inc.                     | Haverty Furniture Companies, Inc.                     | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      1560 | NS      | $46644.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                    | T-Mobile USA, Inc.                                    | CUSIP: 872590104<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EC               | CORP              | US        |     16369 | NS      | $2291660.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                   | Take-Two Interactive Software, Inc.                   | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      5523 | NS      | $575114.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                    | Helix Energy Solutions Group, Inc.                    | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     21682 | NS      | $160013.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                    | Herc Holdings Inc.                                    | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      3641 | NS      | $479046.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taskus, Inc.                                          | Taskus, Inc.                                          | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |       500 | NS      | $8450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tiptree Inc.                                          | Tiptree Inc.                                          | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2955 | NS      | $40897.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                                         | Vaxcyte, Inc.                                         | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      3794 | NS      | $181922.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc.                                   | Verint Systems Inc.                                   | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      5027 | NS      | $182379.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                      | AptarGroup, Inc.                                      | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      4508 | NS      | $495789.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                          | Walmart Inc.                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     34444 | NS      | $4883814.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                            | Waterstone Financial, Inc.                            | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      3264 | NS      | $56271.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                             | CDW Corp.                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      5230 | NS      | $933973.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics, Inc.                                 | C4 Therapeutics, Inc.                                 | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7056 | NS      | $41630.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                          | Worthington Industries, Inc.                          | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3905 | NS      | $194117.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts, Limited                                 | Wynn Resorts, Limited                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      3120 | NS      | $257306.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                                 | Hilltop Holdings Inc.                                 | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      8875 | NS      | $266338.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                       | Hub Group, Inc.                                       | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3082 | NS      | $244988.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                            | Celldex Therapeutics, Inc.                            | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |       700 | NS      | $31199.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                                  | City Holding Company                                  | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1318 | NS      | $122692.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                             | XPO, Inc.                                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     10842 | NS      | $360930.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company              | Eaton Corporation Public Limited Company              | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      9537 | NS      | $1496832.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                      | Cloudflare, Inc.                                      | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      2772 | NS      | $125322.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.                  | Cogent Communications Holdings, Inc.                  | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3363 | NS      | $191960.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group, Ltd.                                | Everest Re Group, Ltd.                                | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      1504 | NS      | $498230.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                            | RenaissanceRe Holdings Ltd                            | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      2556 | NS      | $470891.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                                    | Kohl's Corporation                                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     13803 | NS      | $348525.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                            | Korn Ferry                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      5211 | NS      | $263780.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                                  | Cohen & Steers, Inc.                                  | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      4270 | NS      | $275671.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.                  | Compass Minerals International, Inc.                  | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      3326 | NS      | $136366.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                      | Sensata Technologies Holding PLC                      | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |     11959 | NS      | $482904.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LyondellBasell Industries N.V.                        | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |     23137 | NS      | $1921065.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                    | Kosmos Energy Ltd.                                    | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     41508 | NS      | $263990.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Foods Group, Inc.                               | Kraft Foods Group, Inc.                               | CUSIP: 500754106<br>LEI: 5493003STKEZ2S0RNU91 | Long             | EC               | CORP              | US        |     18243 | NS      | $742672.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                               | NXP Semiconductors N.V.                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      5699 | NS      | $900612.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comscore, Inc.                                        | Comscore, Inc.                                        | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6742 | NS      | $7820.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                                | Concentrix Corporation                                | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4776 | NS      | $635972.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                        | The Kroger Co.                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     54015 | NS      | $2407988.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                              | Motorola Solutions, Inc.                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      4521 | NS      | $1165106.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                       | Confluent, Inc.                                       | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      3604 | NS      | $80152.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                     | Dana Incorporated                                     | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     17241 | NS      | $260856.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.                       | Old Dominion Freight Line, Inc.                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4598 | NS      | $1304820.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                      | Olin Corporation                                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     16633 | NS      | $880551.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                              | Devon Energy Corporation                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     29596 | NS      | $1820449.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortitude Gold Corporation                            | Fortitude Gold Corporation                            | CUSIP: 34962K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1255 | NS      | $6914.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex, Inc.                                      | Omega Flex, Inc.                                      | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $9332.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                                    | Pure Storage, Inc.                                    | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      9884 | NS      | $264495.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                   | Nordson Corporation                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1974 | NS      | $469259.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                       | Oceaneering International, Inc.                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     11610 | NS      | $203058.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                       | PPL Corporation                                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     24174 | NS      | $706364.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                   | Sanmina Corporation                                   | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      5609 | NS      | $321339.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers, Inc.                       | Red Robin Gourmet Burgers, Inc.                       | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |      1464 | NS      | $8169.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                         | Regions Financial Corporation                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     36687 | NS      | $790971.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corporation                         | SeaSpine Holdings Corporation                         | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |       611 | NS      | $5101.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                          | ServisFirst Bancshares, Inc.                          | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3945 | NS      | $271849.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                 | Shenandoah Telecommunications Company                 | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      2775 | NS      | $44067.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                          | The Sherwin-Williams Company                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      7035 | NS      | $1669616.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                                   | Shoe Carnival, Inc.                                   | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3472 | NS      | $83015.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares, Inc.                                | Shore Bancshares, Inc.                                | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1492 | NS      | $26005.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra BanCorp                                        | Sierra BanCorp                                        | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $31052.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                         | WD-40 Company                                         | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       661 | NS      | $106559.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                            | WSFS Financial Corporation                            | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      6107 | NS      | $276891.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                 | Whirlpool Corporation                                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      5632 | NS      | $796702.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                            | Winnebago Industries, Inc.                            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      2180 | NS      | $114886.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                                | Capri Holdings Limited                                | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     10741 | NS      | $615674.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida               | Seacoast Banking Corporation of Florida               | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      3771 | NS      | $117617.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                       | Selective Insurance Group, Inc.                       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      4479 | NS      | $396884.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                               | Cushman & Wakefield PLC                               | CUSIP: N/A<br>LEI: 9676003VT8I14HPZLX83       | Long             | EC               | CORP              | GB        |     16685 | NS      | $207895.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                          | Linde Public Limited Company                          | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |     10843 | NS      | $3536769.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company    | Seagate Technology Holdings Public Limited Company    | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      9567 | NS      | $503319.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company             | Trane Technologies Public Limited Company             | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      9219 | NS      | $1549621.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                            | Liberty Latin America Ltd.                            | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |      2136 | NS      | $16084.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                            | Liberty Latin America Ltd.                            | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     12622 | NS      | $95927.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                                     | SentinelOne, Inc.                                     | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4732 | NS      | $69039.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                                | Summit Materials, Inc.                                | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      9818 | NS      | $278733.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                  | TE Connectivity Ltd.                                  | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      8389 | NS      | $963057.20    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| United Parcel Service, Inc.                           | United Parcel Service, Inc.                           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     26449 | NS      | $4597894.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                    | United States Cellular Corporation                    | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      2368 | NS      | $49372.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute, Inc.                   | Universal Technical Institute, Inc.                   | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      1660 | NS      | $11155.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                         | Univest Financial Corporation                         | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3028 | NS      | $79121.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                                     | Vicor Corporation                                     | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1400 | NS      | $75250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                                 | Virtu Financial, Inc.                                 | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      8510 | NS      | $173689.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                 | Arista Networks, Inc.                                 | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4569 | NS      | $554448.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial, Inc.                              | Columbia Financial, Inc.                              | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      5566 | NS      | $120336.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                           | Columbia Sportswear Company                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      5386 | NS      | $471705.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.                       | Dime Community Bancshares, Inc.                       | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4392 | NS      | $139800.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                     | EMCOR Group, Inc.                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      4317 | NS      | $639390.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                          | Enanta Pharmaceuticals, Inc.                          | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      1590 | NS      | $73966.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery, Inc.                                 | Energy Recovery, Inc.                                 | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      4252 | NS      | $87123.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                              | Energizer Holdings, Inc.                              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      7989 | NS      | $268030.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enlink Midstream, LLC                                 | Enlink Midstream, LLC                                 | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               | CORP              | US        |     42303 | NS      | $520326.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                        | Entegris, Inc.                                        | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      4665 | NS      | $305977.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                 | Freeport-McMoRan Inc.                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     52899 | NS      | $2010162.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp                                 | Kearny Financial Corp                                 | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11026 | NS      | $111913.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                 | Keurig Dr Pepper Inc.                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     18450 | NS      | $657927.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                           | Keysight Technologies, Inc.                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      5971 | NS      | $1021458.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                            | Northwest Bancshares, Inc.                            | CUSIP: 667340103<br>LEI: 549300RLPDJH5V5UHQ32 | Long             | EC               | CORP              | US        |     12137 | NS      | $169675.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                    | NVIDIA Corporation                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     38694 | NS      | $5654741.16   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics, Inc.                              | Nurix Therapeutics, Inc.                              | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3329 | NS      | $36552.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                      | PulteGroup, Inc.                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24935 | NS      | $1135290.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics, Inc.                                   | Quad/Graphics, Inc.                                   | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      4455 | NS      | $18176.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reading International, Inc.                           | Reading International, Inc.                           | CUSIP: 755408101<br>LEI: 549300OHQRI7MW2NQU72 | Long             | EC               | CORP              | US        |      1810 | NS      | $5013.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                    | TriMas Corporation                                    | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      4588 | NS      | $127271.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinet Group, Inc.                                    | Trinet Group, Inc.                                    | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      5610 | NS      | $380358.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                                   | Triumph Group, Inc.                                   | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      4671 | NS      | $49138.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                               | United Bankshares, Inc.                               | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     11931 | NS      | $483086.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                              | Valmont Industries, Inc.                              | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1668 | NS      | $551557.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                | Veritex Holdings, Inc.                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      3742 | NS      | $105075.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                                   | Veritiv Corporation                                   | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1672 | NS      | $203499.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Del Monte Fresh Produce Company                       | Del Monte Fresh Produce Company                       | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      5458 | NS      | $142945.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                             | Janus Henderson Group PLC                             | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     14475 | NS      | $340452.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                             | ANI Pharmaceuticals, Inc.                             | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       786 | NS      | $31620.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                              | Advance Auto Parts, Inc.                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      3750 | NS      | $551362.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                         | Altra Industrial Motion Corp.                         | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      4666 | NS      | $278793.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                    | Altria Group, Inc.                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     39101 | NS      | $1787306.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                                  | Amerant Bancorp Inc.                                  | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      1647 | NS      | $44205.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-Haul Holding Company                                | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     10062 | NS      | $553208.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                    | Ameren Corporation                                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      8902 | NS      | $791565.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation               | Booz Allen Hamilton Holding Corporation               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      7171 | NS      | $749512.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares, Inc.                          | Bridgewater Bancshares, Inc.                          | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      1054 | NS      | $18697.96     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| The Cato Corporation                                  | The Cato Corporation                                  | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      2300 | NS      | $21459.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                                | Cavco Industries, Inc.                                | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       664 | NS      | $150230.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc.                                    | CONSOL Energy Inc.                                    | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      4678 | NS      | $304070.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Companies, Inc.                                | Daseke Companies, Inc.                                | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |      2877 | NS      | $16370.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                         | Datadog, Inc.                                         | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1642 | NS      | $120687.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                           | DaVita Inc.                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      3762 | NS      | $280908.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                            | Dollar General Corporation                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      5471 | NS      | $1347233.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics, Inc.                                | Douglas Dynamics, Inc.                                | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      2817 | NS      | $101862.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                       | EQT Corporation                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     20196 | NS      | $683230.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                                  | Eagle Materials Inc.                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      3329 | NS      | $442257.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger Biopharmaceuticals, Inc.                        | Eiger Biopharmaceuticals, Inc.                        | CUSIP: 28249U105<br>LEI: 549300N6TVZB9N2Q9M78 | Long             | EC               | CORP              | US        |       500 | NS      | $590.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                                       | Envestnet, Inc.                                       | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      1753 | NS      | $108160.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                            | Federal Signal Corporation                            | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      3706 | NS      | $172217.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                                | Federated Hermes, Inc.                                | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      9202 | NS      | $334124.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                              | F5, Inc.                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2693 | NS      | $386472.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     28369 | NS      | $930786.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                          | Floor & Decor Holdings, Inc.                          | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      5848 | NS      | $407196.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                   | General Mills, Inc.                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     16919 | NS      | $1418658.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                 | Gilead Sciences, Inc.                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     51154 | NS      | $4391570.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                 | Jacobs Solutions Inc.                                 | CUSIP: 46982L108<br>LEI: 549300CZ8QS1GE53O776 | Long             | EC               | CORP              | US        |      4338 | NS      | $520863.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                            | KAR Auction Services, Inc.                            | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     11861 | NS      | $154786.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences, Inc.                             | Kezar Life Sciences, Inc.                             | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      4970 | NS      | $34988.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corporation                               | LendingClub Corporation                               | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     14590 | NS      | $128392.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                                     | LendingTree, Inc.                                     | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       442 | NS      | $9427.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands, Inc.                                 | Lifetime Brands, Inc.                                 | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      1110 | NS      | $8424.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                                | The Marcus Corporation                                | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      3418 | NS      | $49185.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                      | McGrath RentCorp                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2117 | NS      | $209032.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                                | Medpace Holdings, Inc.                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      2429 | NS      | $515943.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc.                             | Mercer International Inc.                             | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     10982 | NS      | $127830.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                     | Mettler-Toledo International Inc.                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       903 | NS      | $1305241.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                         | NiSource Inc.                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     14715 | NS      | $403485.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Now, Inc.                                             | Now, Inc.                                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     13203 | NS      | $167678.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                                        | Omnicell, Inc.                                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      2432 | NS      | $122621.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                             | PMV Pharmaceuticals, Inc.                             | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6364 | NS      | $55366.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                       | PRA Group, Inc.                                       | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      4477 | NS      | $151233.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                           | Quaker Chemical Corporation                           | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1014 | NS      | $169236.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                                    | Roblox Corporation                                    | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3070 | NS      | $87372.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                             | Rockwell Automation, Inc.                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      3336 | NS      | $859253.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines                                       | Spirit Airlines                                       | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      9116 | NS      | $177579.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc.                                           | Splunk Inc.                                           | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      2403 | NS      | $206874.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | Targa Resources Corp.                                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     17942 | NS      | $1318737.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals, Inc.                          | Tarsus Pharmaceuticals, Inc.                          | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $22488.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                                     | TripAdvisor, Inc.                                     | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      6803 | NS      | $122317.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                                       | Trupanion, Inc.                                       | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      1000 | NS      | $47530.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Waste Management, Inc.                                | Waste Management, Inc.                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     17030 | NS      | $2671666.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                          | Xencor, Inc.                                          | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      4322 | NS      | $112544.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                 | Applied Industrial Technologies, Inc.                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      2892 | NS      | $364478.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                           | Argan, Inc.                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1643 | NS      | $60593.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                                  | Avanos Medical, Inc.                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      4538 | NS      | $122798.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The AZEK Company Inc.                                 | The AZEK Company Inc.                                 | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8651 | NS      | $175788.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                                    | Badger Meter, Inc.                                    | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      2168 | NS      | $236377.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                           | Bank of America Corporation                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    168361 | NS      | $5576116.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio, Inc.                                    | Bluebird Bio, Inc.                                    | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3833 | NS      | $26524.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                              | CECO Environmental Corp.                              | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      3175 | NS      | $37084.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                   | Coterra Energy Inc.                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     58205 | NS      | $1430096.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                          | Cactus, Inc.                                          | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      3841 | NS      | $193048.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CalAmp Corp.                                          | CalAmp Corp.                                          | CUSIP: 128126109<br>LEI: 5493007SIGZIX83TOW07 | Long             | EC               | CORP              | US        |      2639 | NS      | $11822.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                                  | Calavo Growers, Inc.                                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1660 | NS      | $48804.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                          | CarMax, Inc.                                          | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      7250 | NS      | $441452.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                          | Casey's General Stores, Inc.                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      3420 | NS      | $767277.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                        | Catalent, Inc.                                        | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5737 | NS      | $258222.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                         | Certara, Inc.                                         | CUSIP: 15687V109<br>LEI: 549300LI8UBB8QGWZ814 | Long             | EC               | CORP              | US        |      5759 | NS      | $92547.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corporation                                     | Chase Corporation                                     | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       925 | NS      | $79790.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares, Inc.                              | Civista Bancshares, Inc.                              | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      2212 | NS      | $48686.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services, Inc.                     | Consumer Portfolio Services, Inc.                     | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2131 | NS      | $18859.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation                         | Credit Acceptance Corporation                         | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1392 | NS      | $660364.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cullen/Frost Bankers, Inc.                            | Cullen/Frost Bankers, Inc.                            | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      4832 | NS      | $646038.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Culp, Inc.                                            | Culp, Inc.                                            | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |      1519 | NS      | $6972.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                        | Doximity, Inc.                                        | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1614 | NS      | $54165.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                        | Fortinet, Inc.                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     14893 | NS      | $728118.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.                  | Frontier Communications Parent, Inc.                  | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |     11123 | NS      | $283414.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                              | HP, Inc.                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     27196 | NS      | $730756.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                    | Hawaiian Electric Industries, Inc.                    | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      5989 | NS      | $250639.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                               | Hawaiian Holdings, Inc.                               | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      5240 | NS      | $53762.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                        | Lakeland Financial Corporation                        | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1758 | NS      | $128281.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                              | Lam Research Corporation                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4850 | NS      | $2038455.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical, Inc.                             | Lifecore Biomedical, Inc.                             | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      2712 | NS      | $17573.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                                 | Landstar System, Inc.                                 | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      3340 | NS      | $544086.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                               | Lantheus Holdings, Inc.                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      4953 | NS      | $252404.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                   | Moody's Corporation                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      4791 | NS      | $1334868.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                              | Old Second Bancorp, Inc.                              | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |       707 | NS      | $11340.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies, Inc.                             | Patterson Companies, Inc.                             | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      8324 | NS      | $233321.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                                     | PerkinElmer, Inc.                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      4763 | NS      | $667867.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated          | Public Service Enterprise Group Incorporated          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     16323 | NS      | $1000110.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                          | Qualys, Inc.                                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1638 | NS      | $183832.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                              | RXO Inc.                                              | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10842 | NS      | $186482.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                                    | Redfin Corporation                                    | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |      3030 | NS      | $12847.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Regeneron Pharmaceuticals, Inc.                       | Regeneron Pharmaceuticals, Inc.                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      3416 | NS      | $2464609.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                              | Relay Therapeutics, Inc.                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2192 | NS      | $32748.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                                  | Light & Wonder, Inc.                                  | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      6063 | NS      | $355291.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaworld Entertainment, Inc.                          | Seaworld Entertainment, Inc.                          | CUSIP: 81282V100<br>LEI: 549300UZV72O3371JJ53 | Long             | EC               | CORP              | US        |      5020 | NS      | $268620.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                                     | Shake Shack, Inc.                                     | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      2507 | NS      | $104115.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                  | Sportsman's Warehouse Holdings, Inc.                  | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      3136 | NS      | $29509.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                          | Sprouts Farmers Market, Inc.                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      9261 | NS      | $299778.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                           | Sunrun Inc.                                           | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     14973 | NS      | $359651.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                            | Super Micro Computer, Inc.                            | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      2310 | NS      | $189651.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corporation                          | Twist Bioscience Corporation                          | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       538 | NS      | $12809.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                           | Wabash National Corporation                           | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      7392 | NS      | $167059.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                             | The Western Union Company                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     19186 | NS      | $264191.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                                  | Westlake Corporation                                  | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      6115 | NS      | $627032.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                   | Luxfer Holdings PLC                                   | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |      1524 | NS      | $20909.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                 | MeiraGTx Holdings plc                                 | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | KY        |      1118 | NS      | $7289.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvent Electric Public Limited Company                 | Nvent Electric Public Limited Company                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     10686 | NS      | $411090.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd.                      | Pangaea Logistics Solutions Ltd.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      3386 | NS      | $17437.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                                | Astec Industries, Inc.                                | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1675 | NS      | $68105.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                                 | Astronics Corporation                                 | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      2214 | NS      | $22804.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                | Bio-Techne Corporation                                | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      4732 | NS      | $392188.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                       | Cable One, Inc.                                       | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       389 | NS      | $276913.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group, Inc.                               | The Carlyle Group, Inc.                               | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     19399 | NS      | $578866.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                | Cathay General Bancorp                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      6714 | NS      | $273864.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings, Inc.            | Consolidated Communications Holdings, Inc.            | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     13132 | NS      | $47012.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                             | Consolidated Edison, Inc.                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      8735 | NS      | $832532.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                          | Enhabit Inc.                                          | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3933 | NS      | $51758.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                             | Enova International, Inc.                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      4296 | NS      | $164837.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group, Inc.                                | The Ensign Group, Inc.                                | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      4704 | NS      | $445045.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerislife Inc.                                       | Alerislife Inc.                                       | CUSIP: 33832D205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $34.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osi Systems, Inc.                                     | Osi Systems, Inc.                                     | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1115 | NS      | $88664.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                              | Chord Energy Corporation                              | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      3030 | NS      | $414561.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| P.A.M. Transportation Services, Inc.                  | P.A.M. Transportation Services, Inc.                  | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1192 | NS      | $30872.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                  | PPG Industries, Inc.                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      8072 | NS      | $1014973.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                             | SJW Group                                             | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1798 | NS      | $145979.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Springworks Therapeutics, Inc.                        | Springworks Therapeutics, Inc.                        | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1048 | NS      | $27258.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                             | Strategic Education, Inc.                             | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      1373 | NS      | $107533.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                      | TriCo Bancshares                                      | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3545 | NS      | $180759.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                          | Trimble Inc.                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      8225 | NS      | $415856.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                        | United Airlines Holdings, Inc.                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     10444 | NS      | $393738.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                      | V.F. Corporation                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     16678 | NS      | $460479.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                       | VSE Corporation                                       | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      1200 | NS      | $56256.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                               | Valley National Bancorp                               | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     31781 | NS      | $359443.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                            | Vanda Pharmaceuticals Inc.                            | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      4802 | NS      | $35486.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                | Veeco Instruments Inc.                                | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      5204 | NS      | $96690.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                                    | Veeva Systems Inc.                                    | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2043 | NS      | $329699.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Limited                                          | IBEX Limited                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       850 | NS      | $21122.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings, Ltd.                                  | Ichor Holdings, Ltd.                                  | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |      2432 | NS      | $65226.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT, Inc.                                             | AXT, Inc.                                             | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |       890 | NS      | $3898.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                                | Alaska Air Group, Inc.                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      8704 | NS      | $373749.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                         | Alnylam Pharmaceuticals, Inc.                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2580 | NS      | $613137.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | Alphabet Inc.                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    147280 | NS      | $12994514.40  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients, Inc.                                | Alto Ingredients, Inc.                                | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      9737 | NS      | $28042.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                    | American Water Works Company, Inc.                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5104 | NS      | $777951.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                         | American Woodmark Corporation                         | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      1198 | NS      | $58534.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anaptysbio, Inc.                                      | Anaptysbio, Inc.                                      | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      1987 | NS      | $61577.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons, Inc.                                   | The Andersons, Inc.                                   | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      3245 | NS      | $113542.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                           | Beacon Roofing Supply, Inc.                           | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      7232 | NS      | $381777.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                         | Bel Fuse Inc.                                         | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      1351 | NS      | $44474.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | Berkshire Hathaway Inc.                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     41750 | NS      | $12896575.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.Com Holdings Inc.                                | Bill.Com Holdings Inc.                                | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      2977 | NS      | $324373.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                            | Bio-Rad Laboratories, Inc.                            | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       937 | NS      | $393999.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company, Inc.                         | The Boston Beer Company, Inc.                         | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       554 | NS      | $182554.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                              | Boston Omaha Corporation                              | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |      1383 | NS      | $36649.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                       | Carlisle Companies Incorporated                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2851 | NS      | $671838.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems, Inc.                   | Computer Programs and Systems, Inc.                   | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       742 | NS      | $20197.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                                   | Denny's Corporation                                   | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      3982 | NS      | $36674.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc.                                  | Dentsply Sirona Inc.                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     10713 | NS      | $341101.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                | Dycom Industries, Inc.                                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      2976 | NS      | $278553.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                       | Dynatrace, Inc.                                       | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7723 | NS      | $295790.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                         | EVERTEC, Inc.                                         | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      6363 | NS      | $206033.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                     | Granite Construction Incorporated                     | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      5227 | NS      | $183310.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries, Inc.                                  | KVH Industries, Inc.                                  | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $15483.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                       | The Estee Lauder Companies Inc.                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      5544 | NS      | $1375521.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                                   | Liberty Energy Inc.                                   | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9090 | NS      | $145530.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                              | Liquidity Services, Inc.                              | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      4053 | NS      | $56985.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                | Lowe`s Companies, Inc.                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     13222 | NS      | $2634351.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring, Inc.                                     | LL Flooring, Inc.                                     | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $5620.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                                      | MGE Energy, Inc.                                      | CUSIP: 55277P104<br>LEI: 549300BYWGHSXX2TEO67 | Long             | EC               | CORP              | US        |      2620 | NS      | $184448.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                             | MGM Resorts International                             | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     11339 | NS      | $380196.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                                   | MVB Financial Corp.                                   | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       579 | NS      | $12749.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corporation                             | Macatawa Bank Corporation                             | CUSIP: 554225102<br>LEI: 549300M5D5Q2KMDSMP10 | Long             | EC               | CORP              | US        |       594 | NS      | $6551.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.             | Madison Square Garden Entertainment Corp.             | CUSIP: 55826T102<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |      2212 | NS      | $99473.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation                        | Magnolia Oil & Gas Corporation                        | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15436 | NS      | $361974.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.                   | Maravai LifeSciences Holdings, Inc.                   | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4911 | NS      | $70276.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                    | Markel Corporation                                    | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       565 | NS      | $744381.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                                 | Myriad Genetics, Inc.                                 | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      5670 | NS      | $82271.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N-Able, Inc.                                          | N-Able, Inc.                                          | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $17990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corporation                         | National Research Corporation                         | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |       700 | NS      | $26110.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc.                                      | NI Holdings Inc.                                      | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |       906 | NS      | $12022.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicholas Financial, Inc.                              | Nicholas Financial, Inc.                              | CUSIP: 65373J209<br>LEI: 5493005OYHXSC9R6FU12 | Long             | EC               | CORP              | CA        |       600 | NS      | $3786.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corporation                              | Open Lending Corporation                              | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $20250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                                  | Origin Bancorp, Inc.                                  | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       819 | NS      | $30057.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P.C.B. Bancorp, Inc.                                  | P.C.B. Bancorp, Inc.                                  | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |       533 | NS      | $9428.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                      | PDC Energy, Inc.                                      | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      9870 | NS      | $626547.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                                 | PGT Innovations, Inc.                                 | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      5733 | NS      | $102964.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                         | Pacific Premier Bancorp, Inc.                         | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      8664 | NS      | $273435.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Potbelly Corporation                                  | Potbelly Corporation                                  | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |      2064 | NS      | $11496.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerschool Holdings, Inc.                            | Powerschool Holdings, Inc.                            | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6232 | NS      | $143834.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                       | Primerica, Inc.                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      3704 | NS      | $525301.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                          | RadNet, Inc.                                          | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      3758 | NS      | $70763.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc.                           | SEACOR Marine Holdings Inc.                           | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |      1883 | NS      | $17248.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                      | Salesforce, Inc.                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     16073 | NS      | $2131119.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                              | Sleep Number Corporation                              | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      1412 | NS      | $36683.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                        | Steelcase Inc.                                        | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      9239 | NS      | $65319.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                    | Teledyne Technologies Incorporated                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1425 | NS      | $569871.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.                      | Telephone and Data Systems, Inc.                      | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9380 | NS      | $98396.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                       | Tennant Company                                       | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1649 | NS      | $101528.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software, Inc.                                 | Upland Software, Inc.                                 | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      3603 | NS      | $25689.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                             | Visa Inc.                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     41008 | NS      | $8519822.08   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                   | The AES Corporation                                   | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     20325 | NS      | $584547.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                            | Adobe Inc.                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     11705 | NS      | $3939083.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                      | Virtus Investment Partners, Inc.                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       803 | NS      | $153726.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                                   | YETI Holdings, Inc.                                   | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      3631 | NS      | $149996.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                            | Agilent Technologies, Inc.                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4911 | NS      | $734931.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                   | Ally Financial Inc.                                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     23583 | NS      | $576604.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                       | Automatic Data Processing, Inc.                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     13525 | NS      | $3230581.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BankFinancial Corporation                             | BankFinancial Corporation                             | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2125 | NS      | $22376.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                       | Blueprint Medicines Corporation                       | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      2358 | NS      | $103303.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                                 | Boise Cascade Company                                 | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      4533 | NS      | $311281.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.                       | CSG Systems International, Inc.                       | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      3376 | NS      | $193107.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                    | Cintas Corporation                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2664 | NS      | $1203115.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation            | Cognizant Technology Solutions Corporation            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     13807 | NS      | $789622.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                        | Collegium Pharmaceutical, Inc.                        | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      1698 | NS      | $39393.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings, Inc.                       | Concrete Pumping Holdings, Inc.                       | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1232 | NS      | $7207.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                | Dell Technologies Inc.                                | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      7714 | NS      | $310271.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                       | Dillard's, Inc.                                       | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1851 | NS      | $598243.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| The Walt Disney Company                               | The Walt Disney Company                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     39258 | NS      | $3410735.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dish Network Corporation                              | Dish Network Corporation                              | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     14077 | NS      | $197641.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                              | Dolby Laboratories, Inc.                              | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      4441 | NS      | $313268.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                           | ABM Industries Incorporated                           | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      4660 | NS      | $206997.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                         | AMN Healthcare Services, Inc.                         | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      3708 | NS      | $381256.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                 | Dominion Energy, Inc.                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     19774 | NS      | $1212541.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc.                                  | Duluth Holdings Inc.                                  | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      2722 | NS      | $16821.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                            | Ebix, Inc.                                            | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      4154 | NS      | $82913.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                  | EchoStar Corporation                                  | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      4161 | NS      | $69405.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                 | AECOM                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      5439 | NS      | $461934.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                            | Apple Inc.                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    413330 | NS      | $53703966.90  | 4.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corporation (Bry)                               | Berry Corporation (Bry)                               | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5388 | NS      | $43104.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                                   | The Brink's Company                                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      2799 | NS      | $150334.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                         | Evercore Inc.                                         | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      4293 | NS      | $468280.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                                        | Exponent, Inc.                                        | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      3138 | NS      | $310944.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Holdings U.S. Inc.                            | Bristow Holdings U.S. Inc.                            | CUSIP: 11040G103<br>LEI: 5OR64DV4VUQ8NW3R8C06 | Long             | EC               | CORP              | US        |       526 | NS      | $14270.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                   | Brown & Brown, Inc.                                   | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     11584 | NS      | $659940.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                | Fair Isaac Corporation                                | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       832 | NS      | $498018.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Bros. Co.                                      | Farmer Bros. Co.                                      | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |      1572 | NS      | $7246.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | Brown-Forman Corporation                              | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      3150 | NS      | $207144.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                             | Cboe Global Markets, Inc.                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      4238 | NS      | $531741.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                           | Farmers National Banc Corp.                           | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $11296.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                     | Fidelity National Financial, Inc.                     | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     23106 | NS      | $869247.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                                 | CSW Industrials, Inc.                                 | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      1529 | NS      | $177256.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                 | Cheniere Energy, Inc.                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      8594 | NS      | $1288756.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                   | Chevron Corporation                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52606 | NS      | $9442250.94   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                        | Citigroup Inc.                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     49469 | NS      | $2237482.87   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                        | Citizens Financial Group, Inc.                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     23387 | NS      | $920730.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                            | Cohu, Inc.                                            | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      4680 | NS      | $149994.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                    | Enovis Corporation                                    | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      3331 | NS      | $178275.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group, Inc.                            | Destination XL Group, Inc.                            | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4487 | NS      | $30287.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                   | Entergy Corporation                                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      5571 | NS      | $626737.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                                    | EPAM Systems, Inc.                                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1330 | NS      | $435894.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                       | First Citizens BancShares, Inc.                       | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       756 | NS      | $573320.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research, Inc.                              | Forrester Research, Inc.                              | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      1686 | NS      | $60291.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics, Inc.                           | Frequency Electronics, Inc.                           | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      1000 | NS      | $7050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                                        | Freshpet, Inc.                                        | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       780 | NS      | $41160.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                      | ESAB Corporation                                      | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      3331 | NS      | $156290.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSA Bancorp, Inc.                                    | ESSA Bancorp, Inc.                                    | CUSIP: 29667D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       973 | NS      | $20306.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                      | GATX Corporation                                      | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      2833 | NS      | $301261.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                                     | Genie Energy Ltd.                                     | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      1983 | NS      | $20504.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                                   | Glaukos Corporation                                   | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      2527 | NS      | $110379.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                               | J & J Snack Foods Corp.                               | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1336 | NS      | $200012.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                 | Genuine Parts Company                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      6177 | NS      | $1071771.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group, Inc.                         | The Goldman Sachs Group, Inc.                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     10751 | NS      | $3691678.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                      | Ziff Davis, Inc.                                      | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      4305 | NS      | $340525.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc.                         | KalVista Pharmaceuticals Inc.                         | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |      1880 | NS      | $12708.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                             | Goosehead Insurance, Inc.                             | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      1411 | NS      | $48453.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenhill & Co., Inc.                                 | Greenhill & Co., Inc.                                 | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |      2504 | NS      | $25666.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                             | Akamai Technologies, Inc.                             | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      5649 | NS      | $476210.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                                     | Kaman Corporation                                     | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      2819 | NS      | $62863.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                          | Mattel, Inc.                                          | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     27507 | NS      | $490724.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma, Inc.                                  | Albireo Pharma, Inc.                                  | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |      2300 | NS      | $49703.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                            | Alliant Energy Corporation                            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      8484 | NS      | $468401.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                             | Methode Electronics, Inc.                             | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      3964 | NS      | $175882.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                          | Midland States Bancorp, Inc.                          | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      1539 | NS      | $40968.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess ?, Inc.                                         | Guess ?, Inc.                                         | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      7788 | NS      | $161133.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                               | Helmerich & Payne, Inc.                               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      8191 | NS      | $406027.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.                          | NGM Biopharmaceuticals, Inc.                          | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      3600 | NS      | $18072.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics, Inc.                                     | Neogenomics, Inc.                                     | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |      3151 | NS      | $29115.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                      | Hess Corporation                                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      9853 | NS      | $1397352.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                     | Hillenbrand, Inc.                                     | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      5452 | NS      | $232636.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                         | NETGEAR, Inc.                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      3321 | NS      | $60143.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthopediatrics Corp.                                 | Orthopediatrics Corp.                                 | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      1373 | NS      | $54549.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                    | Hope Bancorp, Inc.                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     12610 | NS      | $161534.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Global Corporation                            | Horizon Global Corporation                            | CUSIP: 44052W104<br>LEI: 549300D1ZZV3IWN54G85 | Long             | EC               | CORP              | US        |      1767 | NS      | $687.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                       | American Eagle Outfitters, Inc.                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     17456 | NS      | $243685.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                         | AmerisourceBergen Corporation                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7294 | NS      | $1208688.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc.                                 | Orthofix Medical Inc.                                 | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3208 | NS      | $65860.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                      | PG&E Corporation                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     62389 | NS      | $1014445.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Aaron's Company, Inc.                             | The Aaron's Company, Inc.                             | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2873 | NS      | $34332.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Global, Inc.                                   | Hudson Global, Inc.                                   | CUSIP: 443787205<br>LEI: 54930073WVI9H7ILKL69 | Long             | EC               | CORP              | US        |        60 | NS      | $1357.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                           | Kaiser Aluminum Corporation                           | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $83556.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                            | Peabody Energy Corporation                            | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     11982 | NS      | $316564.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                          | Safety Insurance Group, Inc.                          | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1634 | NS      | $137680.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                     | Brady Corporation                                     | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      4121 | NS      | $194099.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                         | Cars.com Inc.                                         | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      9097 | NS      | $125265.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc.                                         | ABIOMED, Inc.                                         | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |       893 | NS      | $1339.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alarm.Com Holdings, Inc.                              | Alarm.Com Holdings, Inc.                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      2292 | NS      | $113408.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International, Inc.                           | Kimball International, Inc.                           | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      4325 | NS      | $28112.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | Liberty Broadband Corporation                         | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      1211 | NS      | $91860.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                        | The Scotts Miracle-Gro Company                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      3954 | NS      | $192124.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The E.W. Scripps Company                              | The E.W. Scripps Company                              | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      7772 | NS      | $102512.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                            | Albany International Corp.                            | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2042 | NS      | $201320.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc.                       | Allied Motion Technologies Inc.                       | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      1867 | NS      | $64990.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International, Inc.                            | CIRCOR International, Inc.                            | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      1600 | NS      | $38336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends, Inc.                                     | Citi Trends, Inc.                                     | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      1851 | NS      | $49014.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                        | Signature Bank                                        | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      2299 | NS      | $264890.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                               | Sirius XM Holdings Inc.                               | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     35589 | NS      | $207839.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries, Inc.                               | Miller Industries, Inc.                               | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1269 | NS      | $33831.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                         | Molson Coors Beverage Company                         | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      7140 | NS      | $367852.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                              | Dow Inc.                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     42727 | NS      | $2153013.53   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Duckhorn Portfolio Inc.                           | The Duckhorn Portfolio Inc.                           | CUSIP: 26414D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3174 | NS      | $52593.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                             | Alta Equipment Group Inc.                             | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2054 | NS      | $27092.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                            | Axcelis Technologies, Inc.                            | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      3003 | NS      | $238318.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                | Sonic Automotive, Inc.                                | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      3088 | NS      | $152145.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                           | Sonos, Inc.                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      5643 | NS      | $95366.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                          | Mueller Water Products, Inc.                          | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     10293 | NS      | $110752.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                       | NCR Corporation                                       | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      9998 | NS      | $234053.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                               | Duke Energy Corporation                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     17575 | NS      | $1810049.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                          | Ecovyst Inc.                                          | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4079 | NS      | $36139.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                                    | Banner Corporation                                    | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2816 | NS      | $177971.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                               | BioLife Solutions, Inc.                               | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      2041 | NS      | $37146.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN, Inc.                                              | NN, Inc.                                              | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |      2908 | NS      | $4362.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Pennant Group, Inc.                               | The Pennant Group, Inc.                               | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      2702 | NS      | $29667.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                        | Stepan Company                                        | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2262 | NS      | $240812.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                      | Stericycle, Inc.                                      | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      6210 | NS      | $309816.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                  | Edison International                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     12265 | NS      | $780299.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Incorporated                     | Elanco Animal Health Incorporated                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     23439 | NS      | $286428.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                | Stifel Financial Corp.                                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      8121 | NS      | $474022.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                        | Teradyne, Inc.                                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      8910 | NS      | $778288.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                         | PepsiCo, Inc.                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     48053 | NS      | $8681254.98   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corporation                                   | SP Plus Corporation                                   | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      2083 | NS      | $72321.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                          | Cadence Bank                                          | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     15494 | NS      | $382082.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners, Inc.                           | Construction Partners, Inc.                           | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      3448 | NS      | $92027.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                        | Texas Instruments Incorporated                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     33877 | NS      | $5597157.94   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                | Tractor Supply Company                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4603 | NS      | $1035536.91   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti, Inc.                                         | Agiliti, Inc.                                         | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3604 | NS      | $58781.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                          | AMETEK, Inc.                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      7393 | NS      | $1032949.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services, Inc.               | First Business Financial Services, Inc.               | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       936 | NS      | $34210.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap, Inc.                                         | The Gap, Inc.                                         | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     32496 | NS      | $366554.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                        | The Charles Schwab Corporation                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     30377 | NS      | $2529191.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV Holdings, Inc.                                  | MATIV Holdings, Inc.                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      5055 | NS      | $105649.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransAct Technologies Incorporated                    | TransAct Technologies Incorporated                    | CUSIP: 892918103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $622.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustco Bank Corp N Y                                 | Trustco Bank Corp N Y                                 | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2251 | NS      | $84615.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                            | Amgen Inc.                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     15890 | NS      | $4173349.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                | Amkor Technology, Inc.                                | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     25056 | NS      | $600842.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                               | Shockwave Medical, Inc.                               | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       566 | NS      | $116375.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                  | Snap-on Incorporated                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2737 | NS      | $625377.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                           | Hancock Whitney Corporation                           | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      5662 | NS      | $273984.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                           | Hanmi Financial Corporation                           | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      3466 | NS      | $85783.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                  | UFP Industries, Inc.                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      4870 | NS      | $385947.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                          | United Community Banks, Inc.                          | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      7913 | NS      | $267459.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                        | Big Lots, Inc.                                        | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4156 | NS      | $61093.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                               | Black Hills Corporation                               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      4347 | NS      | $305767.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health LLC                                     | Sotera Health LLC                                     | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12672 | NS      | $105557.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                           | Southern Copper Corporation                           | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      4202 | NS      | $253758.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                      | IDEX Corporation                                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2408 | NS      | $549818.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant, Inc.                                      | Immunovant, Inc.                                      | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2302 | NS      | $40860.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc.                                 | Univar Solutions Inc.                                 | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     13780 | NS      | $438204.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                | Verisk Analytics, Inc.                                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      6753 | NS      | $1191364.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                          | Southwest Gas Holdings, Inc.                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3747 | NS      | $231864.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                           | Block, Inc.                                           | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      6918 | NS      | $434727.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.        | Charles River Laboratories International, Inc.        | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      3063 | NS      | $667427.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group, Inc.                                       | DHI Group, Inc.                                       | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |       220 | NS      | $1163.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corporation                                  | Infinera Corporation                                  | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     11020 | NS      | $74274.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                   | Ingersoll Rand Inc.                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     15334 | NS      | $801201.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                         | Standard Motor Products, Inc.                         | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      2394 | NS      | $83311.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                          | Stanley Black & Decker, Inc.                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      6315 | NS      | $474382.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vm Consolidated, Inc.                                 | Vm Consolidated, Inc.                                 | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9830 | NS      | $135948.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                                 | Dorman Products, Inc.                                 | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2285 | NS      | $184787.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVO Payments, Inc.                                    | EVO Payments, Inc.                                    | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      1100 | NS      | $37224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                | Ingredion Incorporated                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      5371 | NS      | $525982.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation             | Integra LifeSciences Holdings Corporation             | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      5136 | NS      | $287975.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                      | Edwards Lifesciences Corporation                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9613 | NS      | $717225.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation              | First Commonwealth Financial Corporation              | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      8482 | NS      | $118493.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                     | Intel Corporation                                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    140930 | NS      | $3724779.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums, Inc.                                   | Inter Parfums, Inc.                                   | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2649 | NS      | $255681.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.                      | First Financial Bankshares, Inc.                      | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      9691 | NS      | $333370.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corporation                                 | Green Dot Corporation                                 | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3481 | NS      | $55069.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                      | JNL Government Money Market Fund                      | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3077794 | NS      | $3077794.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                             | Lennox International Inc.                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      2316 | NS      | $554056.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                          | Grid Dynamics Holdings, Inc.                          | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4383 | NS      | $49177.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                          | Grocery Outlet Holding Corp.                          | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6221 | NS      | $181590.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                   | Ligand Pharmaceuticals Incorporated                   | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1251 | NS      | $83566.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio, Inc.                                           | Edgio, Inc.                                           | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |      7300 | NS      | $8249.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.             | MACOM Technology Solutions Holdings, Inc.             | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3724 | NS      | $234537.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                           | Mercantile Bank Corporation                           | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2039 | NS      | $68265.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Operating Corporation                 | Gulfport Energy Operating Corporation                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       899 | NS      | $66202.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                                        | Harmonic, Inc.                                        | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     10391 | NS      | $136122.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                           | Mercury General Corporation                           | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      4776 | NS      | $163339.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                       | Metropolitan Bank Holding Corp.                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1316 | NS      | $77209.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc.                     | Harmony Biosciences Holdings Inc.                     | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1733 | NS      | $95488.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Honest Company, Inc.                              | The Honest Company, Inc.                              | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12714 | NS      | $38269.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc.                                 | Momentive Global Inc.                                 | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |      2600 | NS      | $18200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus, Inc.                                        | Nautilus, Inc.                                        | CUSIP: 63910B102<br>LEI: 549300LLLHX2HF71YE90 | Long             | EC               | CORP              | US        |      3378 | NS      | $5168.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc.                              | Denali Therapeutics Inc.                              | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      5363 | NS      | $149145.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                                 | Ducommun Incorporated                                 | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1293 | NS      | $64598.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                   | Nektar Therapeutics                                   | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      5970 | NS      | $13492.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                            | Par Pacific Holdings, Inc.                            | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      7052 | NS      | $163959.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.                     | Installed Building Products, Inc.                     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      2125 | NS      | $181900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                                        | Innoviva, Inc.                                        | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     11923 | NS      | $157979.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life, Inc.                            | F&G Annuities & Life, Inc.                            | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1571 | NS      | $31435.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                        | The Greenbrier Companies, Inc.                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      2896 | NS      | $97102.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rafael Holdings, Inc.                                 | Rafael Holdings, Inc.                                 | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1390 | NS      | $2599.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                     | Sysco Corporation                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     12889 | NS      | $985364.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                       | Interactive Brokers Group, Inc.                       | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      2487 | NS      | $179934.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                                  | Kelly Services, Inc.                                  | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3570 | NS      | $60333.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                              | Guidewire Software, Inc.                              | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      4156 | NS      | $259999.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                               | Heartland Express, Inc.                               | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      9400 | NS      | $144196.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                      | Tetra Tech, Inc.                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      3441 | NS      | $499598.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                         | The Travelers Companies, Inc.                         | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |     13923 | NS      | $2610423.27   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                                   | Triumph Group, Inc.                                   | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      1401 | NS      | $2283.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 2U, Inc.                                              | 2U, Inc.                                              | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     10326 | NS      | $64744.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich American Corporation                           | Zurich American Corporation                           | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      6456 | NS      | $317635.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                       | Live Nation Entertainment, Inc.                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      6776 | NS      | $472558.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                             | UMB Financial Corporation                             | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      4200 | NS      | $350784.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                           | USANA Health Sciences, Inc.                           | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      1836 | NS      | $97675.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                    | Under Armour, Inc.                                    | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     13886 | NS      | $123863.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corporation                                    | Unisys Corporation                                    | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      3919 | NS      | $20026.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                               | LiveRamp Holdings, Inc.                               | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |      5062 | NS      | $118653.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corporation                            | Luther Burbank Corporation                            | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |       929 | NS      | $10321.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.                     | Heritage Insurance Holdings, Inc.                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      2662 | NS      | $4791.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                     | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     63023 | NS      | $11133012.95  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix, Inc.                                      | Stitch Fix, Inc.                                      | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |       880 | NS      | $2736.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites, Inc.                                  | TPI Composites, Inc.                                  | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |      1894 | NS      | $19205.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc.                                             | MBIA Inc.                                             | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     14017 | NS      | $180118.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                       | MSC Industrial Direct Co., Inc.                       | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      4026 | NS      | $328924.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc.                                 | Johnson Outdoors Inc.                                 | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $63541.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                       | KLA Corporation                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4374 | NS      | $1649129.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics, Inc.                                     | MacroGenics, Inc.                                     | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      3147 | NS      | $21116.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden, Ltd.                                   | Steven Madden, Ltd.                                   | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      6343 | NS      | $202722.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229888<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      2841 | NS      | $91565.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                 | Eli Lilly and Company                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     22739 | NS      | $8318839.42   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                             | MarketAxess Holdings Inc.                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1942 | NS      | $541604.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                      | Marsh & Mclennan Companies, Inc.                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     12639 | NS      | $2091501.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                          | Marriott International, Inc.                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      7368 | NS      | $1097021.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares, Inc.                            | Metrocity Bankshares, Inc.                            | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |       880 | NS      | $19034.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp, Inc.                                   | Unity Bancorp, Inc.                                   | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       383 | NS      | $10467.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                 | Universal Corporation                                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      2698 | NS      | $142481.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics, Inc.                             | Mirati Therapeutics, Inc.                             | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      1534 | NS      | $69505.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                         | MongoDB, Inc.                                         | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       846 | NS      | $166526.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                            | Universal Electronics Inc.                            | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       835 | NS      | $17376.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Stainless & Alloy Products, Inc.            | Universal Stainless & Alloy Products, Inc.            | CUSIP: 913837100<br>LEI: 5493001OEIZDUGXZDE09 | Long             | EC               | CORP              | US        |       700 | NS      | $5019.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                      | NRG Energy, Inc.                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     26589 | NS      | $846061.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                             | NVR, Inc.                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       222 | NS      | $1023992.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Company                                     | Limoneira Company                                     | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      1078 | NS      | $13162.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc.                                        | ModivCare Inc.                                        | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      1568 | NS      | $140696.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                                      | NV5 Global, Inc.                                      | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1371 | NS      | $181410.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers By Vitamin Cottage, Inc.              | Natural Grocers By Vitamin Cottage, Inc.              | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      2116 | NS      | $19340.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                                 | Paycom Software, Inc.                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1712 | NS      | $531250.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                                  | Planet Fitness, Inc.                                  | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      5023 | NS      | $395812.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Company                                      | Moelis & Company                                      | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      3746 | NS      | $143734.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                               | Molina Healthcare, Inc.                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2443 | NS      | $806727.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                      | Pool Corporation                                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1585 | NS      | $479193.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Healthcare Solutions, Inc.                    | Premier Healthcare Solutions, Inc.                    | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9256 | NS      | $323774.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                      | WisdomTree, Inc.                                      | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     17288 | NS      | $94219.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                          | Royal Caribbean Cruises Ltd.                          | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |      8108 | NS      | $400778.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                                     | Morningstar, Inc.                                     | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      2788 | NS      | $603852.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                             | PVH Corp.                                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      4788 | NS      | $337984.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                        | Protagonist Therapeutics, Inc.                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6053 | NS      | $66038.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                       | S&P Global Inc.                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      6037 | NS      | $2022032.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                                | Ranger Oil Corporation                                | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |       268 | NS      | $10835.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                     | PennyMac Financial Services, Inc.                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      1039 | NS      | $58869.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                               | Sonoco Products Company                               | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      9572 | NS      | $581116.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                         | South Jersey Industries, Inc.                         | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      7848 | NS      | $278839.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares, Inc.                       | Southern First Bancshares, Inc.                       | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $54900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Bancorp, Inc.                                 | Triumph Bancorp, Inc.                                 | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2196 | NS      | $107318.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                         | Penske Automotive Group, Inc.                         | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7591 | NS      | $872433.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp.                      | Peoples Financial Services Corp.                      | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       213 | NS      | $11041.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Silica Holdings, Inc.                            | U.S. Silica Holdings, Inc.                            | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     12247 | NS      | $153087.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                       | United Therapeutics Corporation                       | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2768 | NS      | $769753.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                              | State Street Corporation                              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     13319 | NS      | $1033154.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                  | Steel Dynamics, Inc.                                  | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     16137 | NS      | $1576584.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UnitedHealth Group Incorporated                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     21658 | NS      | $11482638.44  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                      | Paramount Global                                      | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       993 | NS      | $19472.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                 | Teleflex Incorporated                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1633 | NS      | $407645.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                     | Ulta Beauty, Inc.                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2627 | NS      | $1232246.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                                    | 10X Genomics, Inc.                                    | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      1414 | NS      | $51526.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies, Inc.                              | TETRA Technologies, Inc.                              | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      7914 | NS      | $27382.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                      | Paramount Global                                      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     24861 | NS      | $419653.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                            | ZoomInfo Technologies Inc.                            | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2494 | NS      | $75094.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                            | Ultra Clean Holdings, Inc.                            | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      2985 | NS      | $98952.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                          | Viatris Inc.                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     55722 | NS      | $620185.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                                    | DHT Holdings, Inc.                                    | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |     22390 | NS      | $198823.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                       | Dorian LPG Ltd.                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      2920 | NS      | $55334.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                        | Victory Capital Holdings, Inc.                        | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      2628 | NS      | $70509.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                              | Warner Music Group Corp.                              | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4677 | NS      | $163788.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexion Therapeutics, Inc.                            | Flexion Therapeutics, Inc.                            | CUSIP: N/A<br>LEI: 549300X8HYW1HZKCDG90       | Long             | EC               | CORP              | US        |      4119 | NS      | $2800.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Washington Federal, Inc.                              | Washington Federal, Inc.                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6979 | NS      | $234145.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                        | Ambarella Inc.                                        | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      1465 | NS      | $120466.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Limited                      | Genco Shipping & Trading Limited                      | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |       759 | NS      | $11658.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                                | 3D Systems Corporation                                | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      8788 | NS      | $65031.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                  | Travel + Leisure Co.                                  | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      6548 | NS      | $238347.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                            | AON Public Limited Company                            | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      6042 | NS      | $1813445.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris Limited                                        | Steris Limited                                        | CUSIP: N/A<br>LEI: 549300F1857N5E6G6T48       | Long             | EC               | CORP              | IE        |      3324 | NS      | $613909.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                                  | Tredegar Corporation                                  | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      2794 | NS      | $28554.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corporation                         | Tupperware Brands Corporation                         | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      3874 | NS      | $16038.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                              | Tyler Technologies, Inc.                              | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1158 | NS      | $373350.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                                | UFP Technologies, Inc.                                | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       300 | NS      | $35367.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. Physical Therapy, Inc.                          | U. S. Physical Therapy, Inc.                          | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      1122 | NS      | $90915.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                               | Uber Technologies, Inc.                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     17724 | NS      | $438314.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                  | United Rentals, Inc.                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      5258 | NS      | $1868798.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                             | V2X, Inc.                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1268 | NS      | $52355.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc.                               | Velocity Financial Inc.                               | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       893 | NS      | $8617.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                                  | Viavi Solutions Inc.                                  | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     16698 | NS      | $175495.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc.                                    | Vista Outdoor Inc.                                    | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      4668 | NS      | $113759.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                        | Watts Water Technologies, Inc.                        | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2154 | NS      | $314979.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                         | Webster Financial Corporation                         | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     14750 | NS      | $698265.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                             | WESCO International, Inc.                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      3962 | NS      | $496042.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                        | Wintrust Financial Corporation                        | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      4071 | NS      | $344080.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                        | Woodward, Inc.                                        | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      4401 | NS      | $425180.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                          | World Acceptance Corporation                          | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |       906 | NS      | $59741.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                            | Xerox Holdings Corporation                            | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     12697 | NS      | $185376.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Corp.                                          | Yellow Corp.                                          | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |      3716 | NS      | $9327.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co. Ltd.                           | Consolidated Water Co. Ltd.                           | CUSIP: N/A<br>LEI: 5299001BMEW8X9VIJA73       | Long             | EC               | CORP              | KY        |      1844 | NS      | $27291.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                     | Essent Group Ltd.                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     10308 | NS      | $400775.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                           | SMART Global Holdings, Inc.                           | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |      5598 | NS      | $83298.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories N.V.                                | Core Laboratories N.V.                                | CUSIP: N/A<br>LEI: 724500MDYY5VBSAF5W50       | Long             | EC               | CORP              | NL        |      4017 | NS      | $81424.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc.                                     | ACV Auctions Inc.                                     | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9455 | NS      | $77625.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                             | AT&T Inc.                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    231768 | NS      | $4266848.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtran Holdings, Inc.                                 | Adtran Holdings, Inc.                                 | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      5521 | NS      | $103739.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.                             | Activision Blizzard, Inc.                             | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     18634 | NS      | $1426432.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Therapeutics, Inc.                             | Adicet Therapeutics, Inc.                             | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      6597 | NS      | $58977.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADS Alliance Data Systems, Inc.                       | ADS Alliance Data Systems, Inc.                       | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      4704 | NS      | $177152.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals, Inc.                          | Amneal Pharmaceuticals, Inc.                          | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      4901 | NS      | $9752.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corporation                                    | Atrion Corporation                                    | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $91190.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System, Inc.                           | Community Bank System, Inc.                           | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      3652 | NS      | $229893.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concert Pharmaceuticals, Inc.                         | Concert Pharmaceuticals, Inc.                         | CUSIP: 206022105<br>LEI: 529900PYI5BSGQNATP82 | Long             | EC               | CORP              | US        |       396 | NS      | $2312.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                           | Dick's Sporting Goods, Inc.                           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      6301 | NS      | $757947.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                           | Eagle Pharmaceuticals, Inc.                           | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      1326 | NS      | $38758.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCORE Corporation                                    | EMCORE Corporation                                    | CUSIP: 290846203<br>LEI: 529900B9OHDEWU534K08 | Long             | EC               | CORP              | US        |      3386 | NS      | $3259.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enzo Biochem, Inc.                                    | Enzo Biochem, Inc.                                    | CUSIP: 294100102<br>LEI: 5299001N23WBO4XQ2P60 | Long             | EC               | CORP              | US        |      3526 | NS      | $5042.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                          | Equifax Inc.                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      5063 | NS      | $984044.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                       | Equitrans Midstream Corporation                       | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     38262 | NS      | $256355.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                             | First Horizon Corporation                             | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     39893 | NS      | $977378.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The First of Long Island Corporation                  | The First of Long Island Corporation                  | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2328 | NS      | $41904.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                           | First Merchants Corporation                           | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      5216 | NS      | $214434.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares, Inc.                            | First Mid Bancshares, Inc.                            | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1644 | NS      | $52739.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group, Inc.                                 | Franchise Group, Inc.                                 | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      2257 | NS      | $53761.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Fulton Financial Corporation                          | Fulton Financial Corporation                          | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     15406 | NS      | $259282.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G1 Therapeutics, Inc.                                 | G1 Therapeutics, Inc.                                 | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |      3529 | NS      | $19162.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                          | GoDaddy Inc.                                          | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3884 | NS      | $290600.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company                    | The Goodyear Tire & Rubber Company                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     24781 | NS      | $251527.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gorman- Rupp Company                              | The Gorman- Rupp Company                              | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2434 | NS      | $62359.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                              | Insteel Industries, Inc.                              | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      2088 | NS      | $57461.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                   | Knowles Corporation                                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      8496 | NS      | $139504.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc.                                  | Kodiak Sciences Inc.                                  | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      2639 | NS      | $18895.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                  | Kontoor Brands, Inc.                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      3426 | NS      | $137005.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Incorporated                         | Leggett & Platt, Incorporated                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     12012 | NS      | $387146.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                 | Leidos Holdings, Inc.                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5807 | NS      | $610838.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                               | LeMaitre Vascular, Inc.                               | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1600 | NS      | $73632.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                        | Lions Gate Entertainment Corp.                        | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      4516 | NS      | $25786.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                                 | MKS Instruments, Inc.                                 | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      3472 | NS      | $294182.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                            | Manhattan Associates, Inc.                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3038 | NS      | $368813.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                              | Marathon Oil Corporation                              | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     36540 | NS      | $989137.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                                     | Masterbrand, Inc.                                     | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     11417 | NS      | $86198.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                     | Match Group, Inc.                                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      7239 | NS      | $300346.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Intermodal - Paragon, Inc.                     | Matson Intermodal - Paragon, Inc.                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4903 | NS      | $306486.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                       | MaxLinear, Inc.                                       | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      4194 | NS      | $142386.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                               | Micron Technology, Inc.                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     51428 | NS      | $2570371.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares, Inc.                             | National Bankshares, Inc.                             | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |        66 | NS      | $2659.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corporation                       | National HealthCare Corporation                       | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1962 | NS      | $116739.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.                      | New York Community Bancorp, Inc.                      | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     57644 | NS      | $495738.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                            | NIKE, Inc.                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     30713 | NS      | $3593728.13   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                      | Phibro Animal Health Corporation                      | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1588 | NS      | $21295.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                           | Pilgrim's Pride Corporation                           | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     13522 | NS      | $320877.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                                       | REV Group, Inc.                                       | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      6517 | NS      | $82244.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                             | RLI Corp.                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2515 | NS      | $330144.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                             | RPC, Inc.                                             | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     12558 | NS      | $111640.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                        | SiteOne Landscape Supply, Inc.                        | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      2485 | NS      | $291540.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartfinancial, Inc.                                  | Smartfinancial, Inc.                                  | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       880 | NS      | $24200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                     | StoneX Group Inc.                                     | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1843 | NS      | $175637.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Industries International, Inc.               | Superior Industries International, Inc.               | CUSIP: 868168105<br>LEI: 54930065O5ZIQD1F8U04 | Long             | EC               | CORP              | US        |      1860 | NS      | $7849.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies, Inc.                     | Superior Group of Companies, Inc.                     | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      1000 | NS      | $10060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                        | Supernus Pharmaceuticals, Inc.                        | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      4576 | NS      | $163225.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.                      | Tempur Sealy International, Inc.                      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      9283 | NS      | $318685.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                                   | The ODP Corporation                                   | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |      5586 | NS      | $254386.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings, Inc.                              | Tile Shop Holdings, Inc.                              | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |      6926 | NS      | $30335.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                           | Twilio Inc.                                           | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1999 | NS      | $97871.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                 | WEC Energy Group Inc.                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      9107 | NS      | $853872.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                            | Westamerica Bancorporation                            | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2812 | NS      | $165936.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                       | Western Alliance Bancorporation                       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      7174 | NS      | $427283.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.                   | World Wrestling Entertainment, Inc.                   | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      2672 | NS      | $183085.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corporation         | National Energy Services Reunited Corporation         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      4209 | NS      | $29210.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                               | Arcus Biosciences, Inc.                               | CUSIP: 03969F109<br>LEI: 213800CSKAC96ELS4K25 | Long             | EC               | CORP              | US        |      5528 | NS      | $114319.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assetmark Financial Holdings, Inc.                    | Assetmark Financial Holdings, Inc.                    | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      1047 | NS      | $24081.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                        | AtriCure, Inc.                                        | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1725 | NS      | $76555.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                         | Autoliv, Inc.                                         | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      7544 | NS      | $577719.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                      | AutoNation, Inc.                                      | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7027 | NS      | $753997.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                    | Avista Corporation                                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3266 | NS      | $144814.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                                | BlueLinx Holdings Inc.                                | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1152 | NS      | $81918.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                             | BrightView Holdings, Inc.                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      6867 | NS      | $47313.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                 | Cal-Maine Foods, Inc.                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      4520 | NS      | $246114.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                         | Caleres, Inc.                                         | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      4810 | NS      | $107166.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                               | Carter Bankshares, Inc.                               | CUSIP: 146103106<br>LEI: 549300SO0M022D8D8358 | Long             | EC               | CORP              | US        |      2438 | NS      | $40446.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                        | Carter's, Inc.                                        | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      3973 | NS      | $296425.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                           | Casella Waste Systems, Inc.                           | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      2899 | NS      | $229919.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                          | Cerence Inc.                                          | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      2445 | NS      | $45305.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                    | Chemed Corporation                                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1070 | NS      | $546160.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                  | Conagra Brands, Inc.                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     17662 | NS      | $683519.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                               | East West Bancorp, Inc.                               | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11331 | NS      | $746712.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings, Inc.                              | eXp World Holdings, Inc.                              | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      2200 | NS      | $24376.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity National Information Services, Inc.          | Fidelity National Information Services, Inc.          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     14837 | NS      | $1006690.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Geospace Technologies Corporation                     | Geospace Technologies Corporation                     | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $2954.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Company                             | Global Industrial Company                             | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3198 | NS      | $75248.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO Corporation                                     | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1899 | NS      | $227595.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.              | Heidrick & Struggles International, Inc.              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      2175 | NS      | $60834.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                           | Hertz Global Holdings, Inc.                           | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     22206 | NS      | $341750.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc.                                          | Hibbett Inc.                                          | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      1867 | NS      | $127366.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                         | HubSpot, Inc.                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       752 | NS      | $217425.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                   | Huntington Ingalls Industries, Inc.                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      3320 | NS      | $765857.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                                  | Huntsman Corporation                                  | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     18270 | NS      | $502059.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences, Inc.                              | IDEAYA Biosciences, Inc.                              | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      1469 | NS      | $26691.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                        | Illumina, Inc.                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      3996 | NS      | $807991.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                                | Kyndryl Holdings, Inc.                                | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      7947 | NS      | $88370.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                                       | LHC Group, Inc.                                       | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      2028 | NS      | $327907.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Millerknoll, Inc.                                     | Millerknoll, Inc.                                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      8105 | NS      | $170286.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                              | Mueller Industries, Inc.                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      5398 | NS      | $318482.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                  | Old National Bancorp                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     25375 | NS      | $456242.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation                | Old Republic International Corporation                | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     22876 | NS      | $552455.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                 | Ollie's Bargain Outlet Holdings, Inc.                 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      5018 | NS      | $235043.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                                  | Onto Innovation Inc.                                  | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      3941 | NS      | $268342.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                   | Post Holdings, Inc.                                   | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      5811 | NS      | $524500.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                     | Raytheon Technologies Corporation                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     35394 | NS      | $3571962.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                                | Red Rock Resorts, Inc.                                | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3290 | NS      | $131632.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc.                                        | Regenxbio Inc.                                        | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      3429 | NS      | $77769.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp, Inc.                          | Republic First Bancorp, Inc.                          | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2294 | NS      | $4932.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                               | Republic Services, Inc.                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      6746 | NS      | $870166.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation        | Science Applications International Corporation        | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      4578 | NS      | $507837.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group, Inc.                       | Shoals Technologies Group, Inc.                       | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $56741.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE, Inc.                                         | SI-BONE, Inc.                                         | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |      2448 | NS      | $33292.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                          | Watsco, Inc.                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      2240 | NS      | $558656.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                         | Clarivate PLC                                         | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |     14682 | NS      | $122447.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Limited                                  | Enstar Group Limited                                  | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |      1267 | NS      | $292727.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                               | Signet Jewelers Limited                               | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | JE        |      6580 | NS      | $447440.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                       | SiriusPoint Ltd                                       | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     11515 | NS      | $67938.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognyte Software Ltd                                  | Cognyte Software Ltd                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      5027 | NS      | $15633.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys, Inc.                                       | Stratasys, Inc.                                       | CUSIP: N/A<br>LEI: 529900MU215GIP9SZ741       | Long             | EC               | CORP              | IL        |      5197 | NS      | $61636.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taro Pharmaceutical Industries Ltd                    | Taro Pharmaceutical Industries Ltd                    | CUSIP: N/A<br>LEI: 5493002WIJCSC2L2VL79       | Long             | EC               | CORP              | IL        |      2971 | NS      | $86277.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts N.V.                           | Playa Hotels & Resorts N.V.                           | CUSIP: N/A<br>LEI: 529900BUP3KWPCJNLS49       | Long             | EC               | CORP              | NL        |      4143 | NS      | $27053.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio, Inc.                                        | AppFolio, Inc.                                        | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       500 | NS      | $52690.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                               | Aramark                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     15435 | NS      | $638082.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                  | Associated Banc-Corp                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     13974 | NS      | $322659.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                                 | Astronics Corporation                                 | CUSIP: 046433207<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      1485 | NS      | $14775.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                    | Avient Corporation                                    | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      6811 | NS      | $229939.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                                    | BGC Partners, Inc.                                    | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     34387 | NS      | $129638.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                    | BJ's Wholesale Club Holdings, Inc.                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     10299 | NS      | $681381.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                | CVS Health Corporation                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     43099 | NS      | $4016395.81   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                     | Cabot Corporation                                     | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      4989 | NS      | $333464.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                      | California Resources Corporation                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      4587 | NS      | $199580.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                           | Calix, Inc.                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      4013 | NS      | $274609.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus, Inc.                                        | CarGurus, Inc.                                        | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      3056 | NS      | $42814.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems, Inc.                        | Cass Information Systems, Inc.                        | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1246 | NS      | $57091.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                   | Centene Corporation                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     14783 | NS      | $1212353.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                  | Centrus Energy Corp.                                  | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      1101 | NS      | $35760.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc.                             | Ceridian HCM Holding Inc.                             | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4420 | NS      | $283543.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                             | CEVA Inc.                                             | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       793 | NS      | $20284.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Children's Place, Inc.                            | The Children's Place, Inc.                            | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      2194 | NS      | $79905.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                          | Chipotle Mexican Grill, Inc.                          | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $1018417.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                             | Angi Inc.                                             | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      7389 | NS      | $17364.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                          | Advanced Micro Devices, Inc.                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     29180 | NS      | $1889988.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                            | The Cooper Companies, Inc.                            | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1609 | NS      | $532048.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumberland Pharmaceuticals, Inc.                      | Cumberland Pharmaceuticals, Inc.                      | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $2025.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                      | Advanced Energy Industries, Inc.                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      2665 | NS      | $228603.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                                        | Agilysys, Inc.                                        | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       810 | NS      | $64103.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                   | Fortive Corporation                                   | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     12177 | NS      | $782372.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | Fox Corporation                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     11152 | NS      | $317274.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico, Inc.                                           | Alico, Inc.                                           | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       823 | NS      | $19645.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                            | Bank of Hawaii Corporation                            | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      3101 | NS      | $240513.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                      | Occidental Petroleum Corporation                      | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     54897 | NS      | $3457962.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| On Semiconductor Corporation                          | On Semiconductor Corporation                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     25331 | NS      | $1579894.47   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                 | Bank of Marin Bancorp                                 | CUSIP: 063425102<br>LEI: 549300EGL1VV7LY0QU69 | Long             | EC               | CORP              | US        |      1710 | NS      | $56224.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corporation                      | Big 5 Sporting Goods Corporation                      | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      2402 | NS      | $21209.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacira Pharmaceuticals, Inc.                          | Pacira Pharmaceuticals, Inc.                          | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      1000 | NS      | $38610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                       | PacWest Bancorp                                       | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      7444 | NS      | $170839.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                       | BorgWarner Inc.                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     19584 | NS      | $788256.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                 | Clearway Energy, Inc.                                 | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      6234 | NS      | $198677.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                        | Community Health Systems, Inc.                        | CUSIP: 203668108<br>LEI: 5493007X5NC5XI1BB106 | Long             | EC               | CORP              | US        |     11755 | NS      | $50781.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                         | Community Trust Bancorp, Inc.                         | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2067 | NS      | $94937.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                              | Patrick Industries, Inc.                              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2594 | NS      | $157196.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb, Inc.                                          | PFSweb, Inc.                                          | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2272 | NS      | $13972.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                               | CommVault Systems, Inc.                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2279 | NS      | $143212.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                          | DexCom, Inc.                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      4780 | NS      | $541287.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                      | Philip Morris International Inc.                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     32924 | NS      | $3332238.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                               | Piper Sandler Companies                               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1800 | NS      | $234342.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                                     | Q2 Holdings, Inc.                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2105 | NS      | $56561.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumscape Battery, Inc.                            | Quantumscape Battery, Inc.                            | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $17010.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Donaldson Company, Inc.                               | Donaldson Company, Inc.                               | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      8614 | NS      | $507106.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                           | Ennis, Inc.                                           | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3232 | NS      | $71621.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                        | Quest Diagnostics Incorporated                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      6660 | NS      | $1041890.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc.                                    | Revolve Group Inc.                                    | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1146 | NS      | $25509.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Enterprise Bancorp, Inc.                              | Enterprise Bancorp, Inc.                              | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       697 | NS      | $24604.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                   | Enterprise Financial Services Corp.                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      2945 | NS      | $144187.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corporation                       | Evolution Petroleum Corporation                       | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      2707 | NS      | $20437.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                          | EZCORP, Inc.                                          | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      7295 | NS      | $59454.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.                       | Reynolds Consumer Products Inc.                       | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |      9521 | NS      | $285439.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The St. Joe Company                                   | The St. Joe Company                                   | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      5780 | NS      | $223397.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                              | First Financial Bancorp.                              | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      7130 | NS      | $172759.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                           | First Financial Corporation                           | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       957 | NS      | $44098.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                            | Sandy Spring Bancorp, Inc.                            | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4662 | NS      | $164242.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                  | Schlumberger Limited                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     31562 | NS      | $1687304.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                     | Fluor Corporation                                     | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      7729 | NS      | $267887.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                   | Flowers Foods, Inc.                                   | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     15479 | NS      | $444866.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corporation                        | Flushing Financial Corporation                        | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3497 | NS      | $67771.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                      | FutureFuel Corp.                                      | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      3610 | NS      | $29349.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                      | Schnitzer Steel Industries, Inc.                      | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      2660 | NS      | $81529.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp, Inc.                                | Sterling Bancorp, Inc.                                | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2611 | NS      | $15900.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                            | Graco Inc.                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      9566 | NS      | $643409.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                          | Inogen, Inc.                                          | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1203 | NS      | $23711.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum, Inc.                                | Laredo Petroleum, Inc.                                | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      1304 | NS      | $67051.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                 | Las Vegas Sands Corp.                                 | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      7790 | NS      | $374465.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgalign Holdings, Inc.                              | Surgalign Holdings, Inc.                              | CUSIP: 86882C204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $235.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes Holdings, Inc.                       | TRI Pointe Homes Holdings, Inc.                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7658 | NS      | $142362.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                     | Lattice Semiconductor Corporation                     | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      5675 | NS      | $368194.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                              | Laureate Education, Inc.                              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     15400 | NS      | $148148.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Public Limited Company           | Horizon Therapeutics Public Limited Company           | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |      7487 | NS      | $852020.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229409<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      3730 | NS      | $146626.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                | Lumentum Holdings Inc.                                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      4586 | NS      | $239251.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                             | MDU Resources Group, Inc.                             | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     15697 | NS      | $476246.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corporation                   | Magnachip Semiconductor Corporation                   | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |      4054 | NS      | $38067.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics, Inc.                            | Mersana Therapeutics, Inc.                            | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |      7536 | NS      | $44160.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp, Inc.                                | Mid Penn Bancorp, Inc.                                | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       571 | NS      | $17112.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     45403 | NS      | $3860148.63   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corporation                      | National Instruments Corporation                      | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      7677 | NS      | $283281.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.                      | National Presto Industries, Inc.                      | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $42582.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                      | New Jersey Resources Corporation                      | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      8342 | NS      | $413930.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                              | PTC Inc.                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      4225 | NS      | $507169.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation               | Peapack-Gladstone Financial Corporation               | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      2277 | NS      | $84749.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pineapple Energy Inc.                                 | Pineapple Energy Inc.                                 | CUSIP: 72303P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       325 | NS      | $757.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                | Primis Financial Corp.                                | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      3092 | NS      | $36640.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                       | Principal Financial Group, Inc.                       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     11422 | NS      | $958534.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                | RPM International Inc.                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      7006 | NS      | $682734.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                     | Radian Group Inc.                                     | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     14515 | NS      | $276801.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                 | Sitio Royalties Corp.                                 | CUSIP: 82983N108<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |      2605 | NS      | $75154.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Operations Inc.                             | Six Flags Operations Inc.                             | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      5437 | NS      | $126410.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                              | Skyworks Solutions, Inc.                              | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      9195 | NS      | $837940.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc.                               | Stratus Properties Inc.                               | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       441 | NS      | $8506.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                   | Stryker Corporation                                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      5284 | NS      | $1291885.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                                      | TechTarget, Inc.                                      | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      1394 | NS      | $61419.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corporation                                     | Telos Corporation                                     | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5330 | NS      | $27129.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                                  | Teradata Corporation                                  | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      4349 | NS      | $146387.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                        | TrueBlue, Inc.                                        | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5798 | NS      | $113524.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                             | AAR Corp.                                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      4369 | NS      | $196168.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                      | ACNB Corporation                                      | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       849 | NS      | $33798.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | Truist Financial Corporation                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     30199 | NS      | $1299462.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                            | Unum Group                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     15427 | NS      | $632969.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                               | ATN International, Inc.                               | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      2576 | NS      | $116718.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilon Health Management, Inc.                        | Agilon Health Management, Inc.                        | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11055 | NS      | $178427.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Visteon Corporation                                   | Visteon Corporation                                   | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      2037 | NS      | $266500.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms, Inc.                                     | Vital Farms, Inc.                                     | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      2540 | NS      | $37896.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                   | Alpha Metallurgical Resources, Inc.                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $77001.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                        | American Financial Group, Inc.                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      5224 | NS      | $717150.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                    | American International Group, Inc.                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     34376 | NS      | $2173938.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc.                     | American National Bankshares Inc.                     | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |       627 | NS      | $23155.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                  | Voya Financial, Inc.                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      7039 | NS      | $432828.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                                   | The Wendy's Company                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     15900 | NS      | $359817.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group, Inc.                                     | Weyco Group, Inc.                                     | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       939 | NS      | $19869.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                             | Aptiv PLC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      6482 | NS      | $603668.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                                 | Atlassian Corporation                                 | CUSIP: 049468101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       967 | NS      | $124433.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                             | W. R. Berkley Corporation                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     11472 | NS      | $832523.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Limited                 | Alpha and Omega Semiconductor Limited                 | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |      3305 | NS      | $94423.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                    | Bruker Corporation                                    | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     10581 | NS      | $723211.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                               | Cinemark Holdings, Inc.                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      2783 | NS      | $24100.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                     | D.R. Horton, Inc.                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     21779 | NS      | $1941380.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                                    | Donegal Group Inc.                                    | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1597 | NS      | $22677.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS, Inc.                                             | DZS, Inc.                                             | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |      1720 | NS      | $21809.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                           | FleetCor Technologies, Inc.                           | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4036 | NS      | $741332.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group, Ltd.                             | G-III Apparel Group, Ltd.                             | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      7539 | NS      | $103359.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSI Technology, Inc.                                  | GSI Technology, Inc.                                  | CUSIP: 36241U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $1428.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                               | ACCO Brands Corporation                               | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     11497 | NS      | $64268.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hackett Group, Inc.                               | The Hackett Group, Inc.                               | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      3247 | NS      | $66141.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                               | Haemonetics Corporation                               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      3486 | NS      | $274173.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                      | Hanesbrands Inc.                                      | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     30549 | NS      | $194291.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                                    | Harsco Corporation                                    | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      7728 | NS      | $48609.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | Alphabet Inc.                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    136420 | NS      | $12104546.60  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corporation                             | American Well Corporation                             | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6153 | NS      | $17412.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                         | Jack Henry & Associates, Inc.                         | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3196 | NS      | $561089.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| K.K.R. Co., Inc.                                      | K.K.R. Co., Inc.                                      | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     15747 | NS      | $730975.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amtech Systems, Inc.                                  | Amtech Systems, Inc.                                  | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |       917 | NS      | $6969.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                              | Anika Therapeutics, Inc.                              | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      1486 | NS      | $43985.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                           | Kadant Inc.                                           | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1050 | NS      | $186511.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                       | Kennametal Inc.                                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      8053 | NS      | $193755.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                 | Elevance Health, Inc.                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      5807 | NS      | $2978816.79   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                              | Apogee Enterprises, Inc.                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3505 | NS      | $155832.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                        | Archer-Daniels-Midland Company                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     12854 | NS      | $1193493.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                         | Berkshire Hills Bancorp, Inc.                         | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      6443 | NS      | $192645.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                          | Azenta, Inc.                                          | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      1578 | NS      | $91871.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                            | Builders FirstSource, Inc.                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     16284 | NS      | $1056505.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                         | Kennedy-Wilson Holdings, Inc.                         | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     13226 | NS      | $208044.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Key Tronic Corporation                                | Key Tronic Corporation                                | CUSIP: 493144109<br>LEI: 40TF3VPKEM3IMMIU0O47 | Long             | EC               | CORP              | US        |       400 | NS      | $1732.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                           | Bumble Inc.                                           | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1835 | NS      | $38626.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS Energy Corporation                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      9317 | NS      | $590045.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc.                                   | LSI Industries Inc.                                   | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      1164 | NS      | $14247.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                                    | Livent Corporation                                    | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      6636 | NS      | $131857.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corporation                         | Chesapeake Energy Corporation                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      8319 | NS      | $785064.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                             | Colgate-Palmolive Company                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     23084 | NS      | $1818788.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                         | Columbia Banking System, Inc.                         | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6438 | NS      | $193976.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                              | Comstock Resources, Inc.                              | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     26952 | NS      | $369511.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                           | Lockheed Martin Corporation                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      9216 | NS      | $4483491.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                               | Lumen Technologies Inc.                               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     97675 | NS      | $509863.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                 | Delta Air Lines, Inc.                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     36963 | NS      | $1214604.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.          | Expeditors International of Washington, Inc.          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     10416 | NS      | $1082430.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                                        | MYR Group Inc.                                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1580 | NS      | $145470.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                     | McCormick & Company, Incorporated                     | CUSIP: 579780107<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       610 | NS      | $50123.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries, Inc.                            | Flexsteel Industries, Inc.                            | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $11349.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries, Inc.                               | Flotek Industries, Inc.                               | CUSIP: 343389102<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      1500 | NS      | $1680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                  | McKesson Corporation                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3852 | NS      | $1444962.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                         | MetLife, Inc.                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     17350 | NS      | $1255619.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                           | Intellia Therapeutics, Inc.                           | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      2909 | NS      | $101495.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                      | International Money Express Inc.                      | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3819 | NS      | $93069.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                               | Middlesex Water Company                               | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1543 | NS      | $121387.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products, Inc.                      | Nature's Sunshine Products, Inc.                      | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       758 | NS      | $6306.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.                        | Intra-Cellular Therapies, Inc.                        | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      4029 | NS      | $213214.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                           | Kforce Inc.                                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      2683 | NS      | $147108.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                          | Neurocrine Biosciences, Inc.                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      3750 | NS      | $447900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp.                               | Norwood Financial Corp.                               | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $10600.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                             | Live Oak Bancshares, Inc.                             | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4321 | NS      | $130494.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                         | Louisiana-Pacific Corporation                         | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      8491 | NS      | $502667.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Canada Inc.                       | Lululemon Athletica Canada Inc.                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      2411 | NS      | $772436.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumos Pharma, Inc.                                    | Lumos Pharma, Inc.                                    | CUSIP: 55028X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $675.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                          | OmniAb, Inc.                                          | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 1-800-Flowers.Com, Inc.                               | 1-800-Flowers.Com, Inc.                               | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3542 | NS      | $33861.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                            | Lyft, Inc.                                            | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      6484 | NS      | $71453.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                                  | M&T Bank Corporation                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      7970 | NS      | $1156128.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespan, Inc.                                         | Onespan, Inc.                                         | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      3369 | NS      | $37699.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                         | Paylocity Holding Corporation                         | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1852 | NS      | $359769.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                    | MP Materials Corp.                                    | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5875 | NS      | $142645.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mine Safety Appliances Company, LLC                   | Mine Safety Appliances Company, LLC                   | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |      1984 | NS      | $286072.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                         | Primoris Services Corporation                         | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      5672 | NS      | $124443.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                                  | Repligen Corporation                                  | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2492 | NS      | $421920.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mammoth Energy Services, Inc.                         | Mammoth Energy Services, Inc.                         | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |      2288 | NS      | $19791.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company, Inc.                           | The Manitowoc Company, Inc.                           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      3607 | NS      | $33040.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                    | ManpowerGroup Inc.                                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      3658 | NS      | $304382.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                              | Marvell Technology, Inc.                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16178 | NS      | $599238.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp, Inc.                                | Republic Bancorp, Inc.                                | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1812 | NS      | $74147.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics, Ltd.                          | Richardson Electronics, Ltd.                          | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $12798.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | Masco Corporation                                     | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      7654 | NS      | $357212.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                             | Matador Resources Company                             | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     11436 | NS      | $654596.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                                  | Materion Corporation                                  | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      2033 | NS      | $177907.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories, Inc.                               | Mesa Laboratories, Inc.                               | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       262 | NS      | $43547.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group, Inc.                      | Natural Gas Services Group, Inc.                      | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1669 | NS      | $19126.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                 | NewMarket Corporation                                 | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1038 | NS      | $322932.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                   | Newmont Corporation                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     22267 | NS      | $1051002.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                            | Okta, Inc.                                            | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2734 | NS      | $186814.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southstate Corporation                                | Southstate Corporation                                | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      5485 | NS      | $418834.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                  | The Southern Company                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     24547 | NS      | $1752901.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                          | OmniAb, Inc.                                          | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6130 | NS      | $22067.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings, LLC                            | Independence Holdings, LLC                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     14483 | NS      | $482428.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                 | Stellar Bancorp, Inc.                                 | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      3647 | NS      | $107440.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation              | Stewart Information Services Corporation              | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      2517 | NS      | $107551.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orasure Technologies, Inc.                            | Orasure Technologies, Inc.                            | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      4152 | NS      | $20012.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings, Inc.                            | Orion Group Holdings, Inc.                            | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |      1576 | NS      | $3750.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                   | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     33777 | NS      | $1109912.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                       | Tejon Ranch Co.                                       | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      3103 | NS      | $58464.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                                       | Pinterest, Inc.                                       | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6003 | NS      | $145752.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corporation                         | Premier Financial Corporation                         | CUSIP: 74052F108<br>LEI: 549300JGKN0NL8JSA469 | Long             | EC               | CORP              | US        |      3469 | NS      | $93558.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                        | Texas Pacific Land Corporation                        | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |       351 | NS      | $822824.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc.                                   | Unity Software Inc.                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      1526 | NS      | $43628.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc.                         | Resolute Forest Products Inc.                         | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8463 | NS      | $182716.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                | Rush Enterprises, Inc.                                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      3374 | NS      | $176392.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                   | Vertex Pharmaceuticals Incorporated                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6407 | NS      | $1850213.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | Xcel Energy Inc.                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     14524 | NS      | $1018277.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                     | SM Energy Company                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     13334 | NS      | $464423.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Simply Good Foods Company                         | The Simply Good Foods Company                         | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6837 | NS      | $260011.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                           | Zoetis Inc.                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     13336 | NS      | $1954390.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group, Inc.                               | James River Group, Inc.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1574 | NS      | $32912.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corporation                                | SolarWinds Corporation                                | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4584 | NS      | $42906.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure, Inc.                 | Solaris Oilfield Infrastructure, Inc.                 | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      1954 | NS      | $19403.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons Finance & Co. S.C.A.         | Orion Engineered Carbons Finance & Co. S.C.A.         | CUSIP: N/A<br>LEI: 529900GL5W5OLSTSBE42       | Long             | EC               | CORP              | LU        |      3200 | NS      | $56992.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Services (Ireland) Limited           | Ardmore Shipping Services (Ireland) Limited           | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |      4300 | NS      | $61963.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc.                                        | Costamare Inc.                                        | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |      8000 | NS      | $74240.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                                  | Scorpio Tankers Inc.                                  | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      6270 | NS      | $337137.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                                   | Sylvamo Corporation                                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1749 | NS      | $84988.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                        | Synopsys, Inc.                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2655 | NS      | $847714.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                        | Tapestry, Inc.                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     23520 | NS      | $895641.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                     | Terex Corporation                                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      5240 | NS      | $223852.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corporation                               | TimkenSteel Corporation                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      4501 | NS      | $81783.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                             | Viad Corp                                             | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      2152 | NS      | $52487.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                          | ViaSat, Inc.                                          | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      4905 | NS      | $155243.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables, Inc.                                  | Via Renewables, Inc.                                  | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |      1400 | NS      | $7154.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fiesta Restaurant Group, Inc.                         | Fiesta Restaurant Group, Inc.                         | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2835 | NS      | $20837.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                    | Hewlett Packard Enterprise Company                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     47511 | NS      | $758275.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                           | Humana Inc.                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3075 | NS      | $1574984.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                                | Murphy Oil Corporation                                | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     12011 | NS      | $516593.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corporation                       | World Fuel Services Corporation                       | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      5200 | NS      | $142116.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                             | Expro Group Holdings N.V.                             | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |      3638 | NS      | $65956.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                           | Atara Biotherapeutics, Inc.                           | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      4119 | NS      | $13510.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                           | Atkore Inc.                                           | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      4378 | NS      | $496552.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                              | Castle Biosciences, Inc.                              | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $588.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                        | Catalyst Pharmaceuticals, Inc.                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      7500 | NS      | $139500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progenics Pharmaceuticals, Inc.                       | Progenics Pharmaceuticals, Inc.                       | CUSIP: 203CVR014<br>LEI: 5299005B0KKBVJ0B2156 | Long             | EC               | CORP              | US        |       325 | NS      | $1436.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Conduent Incorporated                                 | Conduent Incorporated                                 | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     14521 | NS      | $58810.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                              | ConnectOne Bancorp, Inc.                              | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      5511 | NS      | $133421.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                        | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     50860 | NS      | $6001480.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                            | Curtiss-Wright Corporation                            | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      2997 | NS      | $500469.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                    | DTE Energy Company                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      6293 | NS      | $739616.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | Danaher Corporation                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     14474 | NS      | $3841689.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group, Inc.                   | Diamond Hill Investment Group, Inc.                   | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       479 | NS      | $88624.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                            | Emergent BioSolutions Inc.                            | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      4065 | NS      | $48007.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emersub CX, Inc.                                      | Emersub CX, Inc.                                      | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      2014 | NS      | $413655.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                          | Encompass Health Corporation                          | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      7866 | NS      | $470465.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge, Inc.                                      | Everbridge, Inc.                                      | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |       604 | NS      | $17866.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                      | Fortune Brands Innovations, Inc.                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     11417 | NS      | $652024.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage 1990 Corporation                     | Monster Beverage 1990 Corporation                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      7853 | NS      | $797315.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                            | OceanFirst Financial Corp.                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7077 | NS      | $150378.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John B. Sanfilippo & Son, Inc.                        | John B. Sanfilippo & Son, Inc.                        | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       869 | NS      | $70667.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics, Inc.                            | Sangamo Therapeutics, Inc.                            | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     12749 | NS      | $40031.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                          | Stride, Inc.                                          | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      4565 | NS      | $142793.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group, Inc.                          | Summit Financial Group, Inc.                          | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841 | NS      | $20932.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchronoss Technologies, Inc.                        | Synchronoss Technologies, Inc.                        | CUSIP: 87157B103<br>LEI: 5493007Z5J8Z2TA76376 | Long             | EC               | CORP              | US        |      4394 | NS      | $2715.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                                | Synaptics Incorporated                                | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      2488 | NS      | $236758.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                                   | Syneos Health, Inc.                                   | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      7223 | NS      | $264939.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                              | Trinity Industries, Inc.                              | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      8537 | NS      | $252439.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                             | Union Pacific Corporation                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     20786 | NS      | $4304157.02   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                               | United Fire Group, Inc.                               | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2992 | NS      | $81861.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Insurance Holdings Corp.                       | United Insurance Holdings Corp.                       | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |      2304 | NS      | $2442.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                            | United Natural Foods, Inc.                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      5777 | NS      | $223627.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                         | AdvanSix Inc.                                         | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      4302 | NS      | $163562.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                           | Agios Pharmaceuticals, Inc.                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      2119 | NS      | $59501.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software, Inc.                               | American Software, Inc.                               | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1774 | NS      | $26042.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                  | Amphenol Corporation                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     16722 | NS      | $1273213.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                  | Analog Devices, Inc.                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     10607 | NS      | $1739866.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                               | Applied Materials, Inc.                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     33783 | NS      | $3289788.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                             | Baxter International Inc.                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     12687 | NS      | $646656.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                             | ADT, Inc.                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36228 | NS      | $328587.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corp                                        | APi Group Corp                                        | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     14019 | NS      | $263697.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                                | Align Technology, Inc.                                | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1335 | NS      | $281551.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                          | ALLETE, Inc.                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      3408 | NS      | $219850.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                    | Best Buy Co., Inc.                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     12977 | NS      | $1040885.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                    | DT Midstream, Inc.                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6753 | NS      | $373170.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                | DXC Technology Company                                | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     16235 | NS      | $430227.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                      | Dynavax Technologies Corporation                      | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      4452 | NS      | $47369.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Rock Properties, Inc.                         | Florida Rock Properties, Inc.                         | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $28545.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly, Inc.                                          | Fastly, Inc.                                          | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      7287 | NS      | $59680.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                                        | Ameresco, Inc.                                        | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      1145 | NS      | $65425.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car Mart, Inc.                              | America's Car Mart, Inc.                              | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       973 | NS      | $70308.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                                  | Globus Medical, Inc.                                  | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      5628 | NS      | $417991.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services, Inc.                          | H&E Equipment Services, Inc.                          | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      3497 | NS      | $158763.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial, Inc.                                   | HBT Financial, Inc.                                   | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |       661 | NS      | $12935.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                       | HCI Group, Inc.                                       | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1519 | NS      | $60137.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage-Crystal Clean, Inc.                          | Heritage-Crystal Clean, Inc.                          | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1003 | NS      | $32577.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corporation                                     | Heska Corporation                                     | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |       161 | NS      | $10007.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                          | Honeywell International Inc.                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     16410 | NS      | $3516663.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corporation                        | Hooker Furnishings Corporation                        | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1347 | NS      | $25188.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen, Inc.                                       | ImmunoGen, Inc.                                       | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     12197 | NS      | $60497.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.                      | Information Services Group, Inc.                      | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      3802 | NS      | $17489.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                            | Ameriprise Financial, Inc.                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      5582 | NS      | $1738067.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation               | The Bank of New York Mellon Corporation               | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     19102 | NS      | $869523.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                     | Integral Ad Science Holding Corp.                     | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3897 | NS      | $34254.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Intercontinental Exchange, Inc.                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      9704 | NS      | $995533.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                    | InterDigital, Inc.                                    | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      1410 | NS      | $69766.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                              | Intuitive Surgical, Inc.                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4905 | NS      | $1301541.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash, Inc.                                 | Intrepid Potash, Inc.                                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      2068 | NS      | $59703.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                             | KBR, Inc.                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      8578 | NS      | $452918.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                       | Kellogg Company                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     17408 | NS      | $1240145.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                     | Loews Corporation                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     10115 | NS      | $590007.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries, Incorporated            | Bassett Furniture Industries, Incorporated            | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $8690.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                | Bright Horizons Family Solutions, Inc.                | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |      2614 | NS      | $164943.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                    | Deluxe Corporation                                    | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      4669 | NS      | $79279.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                                  | Designer Brands Inc.                                  | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      8374 | NS      | $81897.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                    | Masimo Corporation                                    | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      3143 | NS      | $465006.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                          | MasTec, Inc.                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      6470 | NS      | $552085.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                                   | Eagle Bancorp, Inc.                                   | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3579 | NS      | $157726.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | Electronic Arts Inc.                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      5072 | NS      | $619696.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                  | Emerson Electric Co.                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      8953 | NS      | $860025.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                            | Encore Capital Group, Inc.                            | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      4073 | NS      | $195259.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                              | Pathward Financial, Inc.                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      3436 | NS      | $147919.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corporation                                       | NVE Corporation                                       | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       466 | NS      | $30173.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nov Inc.                                              | Nov Inc.                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     29396 | NS      | $614082.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries, Inc.                                | NACCO Industries, Inc.                                | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $19000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Health Trends Corp.                           | Natural Health Trends Corp.                           | CUSIP: 63888P406<br>LEI: 529900WSPRKOOD9HNF27 | Long             | EC               | CORP              | US        |       155 | NS      | $527.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Financial Corporation                           | Ocwen Financial Corporation                           | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       236 | NS      | $7216.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                               | Encore Wire Corporation                               | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2136 | NS      | $293828.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                              | Enerpac Tool Group Corp.                              | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      4858 | NS      | $123636.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation of America                        | Oil-Dri Corporation of America                        | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |       401 | NS      | $13449.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                        | Oil States International, Inc.                        | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      5868 | NS      | $43775.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                          | OmniAb, Inc.                                          | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| One Gas, Inc.                                         | One Gas, Inc.                                         | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      3655 | NS      | $276756.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                                   | PC Connection, Inc.                                   | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      3083 | NS      | $144592.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                       | Plug Power Inc.                                       | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     16229 | NS      | $200752.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| T. Rowe Price Group, Inc.                             | T. Rowe Price Group, Inc.                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     12997 | NS      | $1417452.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                 | Quanta Services, Inc.                                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      6378 | NS      | $908865.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp, Inc.                       | Southern Missouri Bancorp, Inc.                       | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $26306.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                | Southwest Airlines Co.                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     19711 | NS      | $663669.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                                 | Texas Roadhouse, Inc.                                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      4787 | NS      | $435377.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                          | Textron Inc.                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      9556 | NS      | $676564.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                     | Foot Locker, Inc.                                     | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     10999 | NS      | $415652.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishka, Inc.                                          | Nishka, Inc.                                          | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      3124 | NS      | $34082.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings, Inc.                    | Universal Logistics Holdings, Inc.                    | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2271 | NS      | $75942.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                     | Vector Group Ltd.                                     | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     10995 | NS      | $130400.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                              | Genworth Financial, Inc.                              | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     48679 | NS      | $257511.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                     | The Hanover Insurance Group, Inc.                     | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      3585 | NS      | $484441.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                                 | Harley-Davidson, Inc.                                 | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     13239 | NS      | $550742.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                  | Ingevity Corporation                                  | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      3901 | NS      | $274786.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                        | VeriSign, Inc.                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3462 | NS      | $711233.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                   | Vericel Corporation                                   | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      1743 | NS      | $45910.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                             | Insight Enterprises, Inc.                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      3126 | NS      | $313444.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                            | Kimberly-Clark Corporation                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     11003 | NS      | $1493657.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics, Inc.                         | Applied Optoelectronics, Inc.                         | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      1025 | NS      | $1937.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lakeland Industries, Inc.                             | Lakeland Industries, Inc.                             | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |       128 | NS      | $1702.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                      | Lear Corporation                                      | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      4783 | NS      | $593187.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group, Inc.                          | Vishay Precision Group, Inc.                          | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $27055.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                          | Vistra Corp.                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     30865 | NS      | $716068.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                        | Archrock, Inc.                                        | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     13357 | NS      | $119945.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                | Artisan Partners Asset Management Inc.                | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      3689 | NS      | $109563.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                        | Lions Gate Entertainment Corp.                        | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     15643 | NS      | $84941.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                   | Lithia Motors, Inc.                                   | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2256 | NS      | $461893.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                            | Avery Dennison Corporation                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4225 | NS      | $764725.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                               | Avis Budget Group, Inc.                               | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      2726 | NS      | $446873.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                                      | Littelfuse, Inc.                                      | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1707 | NS      | $375881.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                          | Macy's, Inc.                                          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     29190 | NS      | $602773.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation, Inc.                             | West Bancorporation, Inc.                             | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      1797 | NS      | $45913.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                         | Zscaler, Inc.                                         | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1284 | NS      | $143679.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                       | B&G Foods, Inc.                                       | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      7318 | NS      | $81595.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BM Technologies, Inc.                                 | BM Technologies, Inc.                                 | CUSIP: 05591L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $2545.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Madison Square Garden Entertainment Corp.             | Madison Square Garden Entertainment Corp.             | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |       383 | NS      | $70215.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation              | Marriott Vacations Worldwide Corporation              | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      3101 | NS      | $417363.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications, Inc.                       | Zoom Video Communications, Inc.                       | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      2226 | NS      | $150789.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc.                                            | Eneti Inc.                                            | CUSIP: N/A<br>LEI: 549300MHZ4YKRPGBH616       | Long             | EC               | CORP              | MH        |       995 | NS      | $9999.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                               | MasterCard Incorporated                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     25388 | NS      | $8828169.24   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.                       | MasterCraft Boat Holdings, Inc.                       | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       800 | NS      | $20696.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                  | Baker Hughes Company                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35207 | NS      | $1039662.71   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                      | Ball Corporation                                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     16437 | NS      | $840588.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                                    | Neogen Corporation                                    | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     15525 | NS      | $236445.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc.                              | New Fortress Energy Inc.                              | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3438 | NS      | $145839.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BancFirst Corporation                                 | BancFirst Corporation                                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      3442 | NS      | $303515.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                       | Blackstone Inc.                                       | CUSIP: 09260D107<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | EC               | CORP              | US        |     17594 | NS      | $1305298.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                             | Flex Ltd.                                             | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |     44851 | NS      | $962502.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Technologies Corp.                     | Park Aerospace Technologies Corp.                     | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      2137 | NS      | $28657.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                   | Parsons Corporation                                   | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      5813 | NS      | $268851.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                  | Blue Foundry Bancorp                                  | CUSIP: 09549B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1522 | NS      | $19557.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                 | Booking Holdings Inc.                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       967 | NS      | $1948775.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                         | Permian Resources Corporation                         | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     19937 | NS      | $187407.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ, Inc.                                           | PetIQ, Inc.                                           | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      1572 | NS      | $14493.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                             | CNX Resources Corporation                             | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     18677 | NS      | $314520.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems, Inc.                          | Cardiovascular Systems, Inc.                          | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      3100 | NS      | $42222.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                  | Renasant Corporation                                  | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      5376 | NS      | $202083.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc.                                        | Snowflake Inc.                                        | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       437 | NS      | $62726.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services, Inc.                               | Carriage Services, Inc.                               | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2087 | NS      | $57475.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Container Store Group, Inc.                       | The Container Store Group, Inc.                       | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |      2916 | NS      | $12567.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corporation                         | Strattec Security Corporation                         | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       227 | NS      | $4664.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corporation                             | TFS Financial Corporation                             | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10589 | NS      | $152587.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                             | Coty Inc.                                             | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     54502 | NS      | $466537.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc.                                            | Cowen Inc.                                            | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2225 | NS      | $85929.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                    | Target Corporation                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     16288 | NS      | $2427563.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                            | TEGNA Inc.                                            | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     22878 | NS      | $484784.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryoport, Inc.                                        | Cryoport, Inc.                                        | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2090 | NS      | $36261.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                               | Exxon Mobil Corporation                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    131547 | NS      | $14509634.10  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                  | Teladoc Health, Inc.                                  | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      3754 | NS      | $88782.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Territorial Bancorp Inc.                              | Territorial Bancorp Inc.                              | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |      1100 | NS      | $26411.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The One Group Hospitality, Inc.                       | The One Group Hospitality, Inc.                       | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |      1505 | NS      | $9481.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                         | Thermo Fisher Scientific Inc.                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      7086 | NS      | $3902189.34   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| The Fresh Market, Inc.                                | The Fresh Market, Inc.                                | CUSIP: N/A<br>LEI: 529900QM5ZSBEBR6CS58       | Long             | EC               | CORP              | US        |      1500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontdoor, Inc.                                       | Frontdoor, Inc.                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      5638 | NS      | $117270.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                 | Thor Industries, Inc.                                 | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      5159 | NS      | $389452.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                                   | TTEC Holdings, Inc.                                   | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      4560 | NS      | $201232.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Company                 | Hamilton Beach Brands Holding Company                 | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $12390.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp, Inc.                               | HarborOne Bancorp, Inc.                               | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      7679 | NS      | $106738.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands, Inc.                            | Turning Point Brands, Inc.                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1900 | NS      | $41097.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                           | Verizon Communications Inc.                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    242751 | NS      | $9564389.40   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                         | Hawkins, Inc.                                         | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1934 | NS      | $74652.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                                 | Health Catalyst, Inc.                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      1263 | NS      | $13425.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex, Inc.                                          | Vertex, Inc.                                          | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      1941 | NS      | $28163.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                          | Zimmer Biomet Holdings, Inc.                          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      6027 | NS      | $768442.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                | Independent Bank Corp.                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      5054 | NS      | $426709.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                             | Kymera Therapeutics, Inc.                             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1970 | NS      | $49171.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                 | Nabors Industries Ltd                                 | CUSIP: N/A<br>LEI: 549300VFQWRKICUFNU92       | Long             | EC               | CORP              | BM        |       858 | NS      | $132878.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant S.A.                                          | Globant S.A.                                          | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |      1467 | NS      | $246690.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                           | L3Harris Technologies, Inc.                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      4039 | NS      | $840960.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                                 | La-Z-Boy Incorporated                                 | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      2624 | NS      | $59879.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed N.V.                                          | Affimed N.V.                                          | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | NL        |      8140 | NS      | $10093.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N, Inc.                                         | Model N, Inc.                                         | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      1154 | NS      | $46806.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                           | Monro, Inc.                                           | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2806 | NS      | $126831.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group, Inc.                    | Montrose Environmental Group, Inc.                    | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      1529 | NS      | $67872.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                              | Ormat Technologies, Inc.                              | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      4368 | NS      | $377744.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson-UTI Energy, Inc.                            | Patterson-UTI Energy, Inc.                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     16924 | NS      | $285000.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express, Inc.                                  | PetMed Express, Inc.                                  | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      2303 | NS      | $40763.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                           | Pfizer Inc.                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    148889 | NS      | $7629072.36   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                          | Polaris Inc.                                          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      5435 | NS      | $548935.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                                    | QCR Holdings, Inc.                                    | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       974 | NS      | $48349.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources, Inc.                                | Ramaco Resources, Inc.                                | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      4970 | NS      | $43686.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                           | Range Resources Corporation                           | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     16309 | NS      | $408051.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines, Inc.                            | Revolution Medicines, Inc.                            | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      3095 | NS      | $73722.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                               | SEI Investments Company                               | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     10562 | NS      | $615764.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                                | Scholastic Corporation                                | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3498 | NS      | $138031.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC Incorporated                                    | AFLAC Incorporated                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     16296 | NS      | $1172334.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                                    | Shutterstock, Inc.                                    | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      2425 | NS      | $127846.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc.                                     | Shyft Group, Inc.                                     | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      2835 | NS      | $70478.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Incorporated                                  | Accuray Incorporated                                  | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |      5652 | NS      | $11812.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                                 | Bloomin' Brands, Inc.                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      4947 | NS      | $99533.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace, Inc.                                     | Squarespace, Inc.                                     | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      3516 | NS      | $77949.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc.                     | Sunnova Energy International Inc.                     | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      5950 | NS      | $107159.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises, Inc.                              | Werner Enterprises, Inc.                              | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      7163 | NS      | $288382.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                        | WesBanco, Inc.                                        | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5721 | NS      | $211569.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrols Holdco Inc.                                   | Carrols Holdco Inc.                                   | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |      5067 | NS      | $6891.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                                 | ChampionX Corporation                                 | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     15155 | NS      | $439334.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                               | John Wiley & Sons, Inc.                               | CUSIP: 968223305<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       100 | NS      | $4008.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corporation                      | Willis Lease Finance Corporation                      | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       235 | NS      | $13867.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                                | Chart Industries, Inc.                                | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      2448 | NS      | $282083.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Company                                    | Crawford & Company                                    | CUSIP: 224633107<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      1431 | NS      | $7598.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.                   | WillScot Mobile Mini Holdings Corp.                   | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     18339 | NS      | $828372.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                              | Fabrinet                                              | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      2324 | NS      | $297983.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company | Johnson Controls International Public Limited Company | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     11012 | NS      | $704768.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maiden Holdings, Ltd.                                 | Maiden Holdings, Ltd.                                 | CUSIP: N/A<br>LEI: 5493000GQUKNWGNXRZ91       | Long             | EC               | CORP              | BM        |      9234 | NS      | $19483.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation Public Limited Company           | Prothena Corporation Public Limited Company           | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      4245 | NS      | $255761.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc.                                       | Tecnoglass Inc.                                       | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | KY        |      3411 | NS      | $104956.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd                   | White Mountains Insurance Group Ltd                   | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       256 | NS      | $362068.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | Chubb Limited                                         | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |      9884 | NS      | $2180410.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Company                                    | Crawford & Company                                    | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      1755 | NS      | $9757.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                  | Domino's Pizza, Inc.                                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       845 | NS      | $292708.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                   | Donnelley Financial Solutions, Inc.                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      5376 | NS      | $207782.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Doordash, Inc.                                        | Doordash, Inc.                                        | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      5062 | NS      | $247126.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                           | DoubleVerify Holdings, Inc.                           | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1835 | NS      | $40296.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                               | DuPont de Nemours, Inc.                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     14796 | NS      | $1015449.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc.                                | Element Solutions Inc.                                | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     19464 | NS      | $354050.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                        | Heritage Financial Corporation                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4202 | NS      | $128749.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                  | Hubbell Incorporated                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2207 | NS      | $517938.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                          | NetApp, Inc.                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      6989 | NS      | $419759.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                             | Nexstar Media Group, Inc.                             | CUSIP: 65336K103<br>LEI: 5493006PK6I4I2OOT688 | Long             | EC               | CORP              | US        |      4315 | NS      | $755254.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma, Inc.                                   | PDL BioPharma, Inc.                                   | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |      5805 | NS      | $14222.25     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Packaging Corporation of America                      | Packaging Corporation of America                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6149 | NS      | $786518.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                            | Prudential Financial, Inc.                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     12899 | NS      | $1282934.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Psychemedics Corporation                              | Psychemedics Corporation                              | CUSIP: 744375205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $2524.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands, Inc.                                    | Sovos Brands, Inc.                                    | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3722 | NS      | $53485.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Pharmaceuticals, Inc.                        | Spectrum Pharmaceuticals, Inc.                        | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |      2789 | NS      | $1027.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                                 | Trustmark Corporation                                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      5578 | NS      | $194727.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                              | Tutor Perini Corporation                              | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      7730 | NS      | $58361.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc, Incorporated                               | Twin Disc, Incorporated                               | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |      1200 | NS      | $11664.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                     | Tyson Foods, Inc.                                     | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     12398 | NS      | $771775.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                       | UGI Corporation                                       | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      9370 | NS      | $347345.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | Westinghouse Air Brake Technologies Corporation       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      7254 | NS      | $724021.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Limited                                         | Bunge Limited                                         | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |      8012 | NS      | $799357.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                      | Armstrong World Industries, Inc.                      | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      3239 | NS      | $222163.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                        | Assurant, Inc.                                        | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4018 | NS      | $502491.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANGRID, Inc.                                        | AVANGRID, Inc.                                        | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      4042 | NS      | $173725.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                                 | Avid Technology, Inc.                                 | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      3300 | NS      | $87747.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | Biogen Inc.                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      5291 | NS      | $1465183.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle, Inc.                                      | The Buckle, Inc.                                      | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      5644 | NS      | $255955.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                                  | Byline Bancorp, Inc.                                  | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      3460 | NS      | $79476.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                      | CVR Energy, Inc.                                      | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      8687 | NS      | $272250.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                              | Callon Petroleum Company                              | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      5894 | NS      | $218604.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                     | Cambridge Bancorp                                     | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       179 | NS      | $14867.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                     | Capital One Financial Corporation                     | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     14530 | NS      | $1350708.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial                             | Capitol Federal Financial                             | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13451 | NS      | $116351.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                    | Cirrus Logic, Inc.                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      4633 | NS      | $345065.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corporation                       | Citizens & Northern Corporation                       | CUSIP: 172922106<br>LEI: 254900SK7KTN4QNPHP32 | Long             | EC               | CORP              | US        |       745 | NS      | $17030.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                      | AGCO Corporation                                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      6392 | NS      | $886506.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc.                           | ACADIA Pharmaceuticals Inc.                           | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      5216 | NS      | $83038.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                                    | CONMED Corporation                                    | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1540 | NS      | $136505.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's, Inc.                                          | Conn's, Inc.                                          | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      4339 | NS      | $29852.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                                   | Arconic Corporation                                   | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     10411 | NS      | $220296.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                               | Acushnet Holdings Corp.                               | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      4867 | NS      | $206652.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corporation                         | American Vanguard Corporation                         | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      3559 | NS      | $77265.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bank                                   | Atlantic Union Bank                                   | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6639 | NS      | $233294.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                           | Avnet, Inc.                                           | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      8255 | NS      | $343242.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coronado Topco, Inc.                                  | Coronado Topco, Inc.                                  | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1875 | NS      | $160631.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings, Co.                                   | Crane Holdings, Co.                                   | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4609 | NS      | $462974.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                              | Darden Restaurants, Inc.                              | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      5011 | NS      | $693171.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                          | Evergy, Inc.                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      7839 | NS      | $493229.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                         | Boston Scientific Corporation                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     25166 | NS      | $1164430.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                               | Boyd Gaming Corporation                               | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      4235 | NS      | $230934.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp, Inc.                                     | The Bancorp, Inc.                                     | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6565 | NS      | $186314.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baycom Corp                                           | Baycom Corp                                           | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       912 | NS      | $17309.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                           | Brinker International, Inc.                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      2692 | NS      | $85901.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                          | Central Garden & Pet Company                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4054 | NS      | $145133.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                               | Fate Therapeutics, Inc.                               | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      1541 | NS      | $15548.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corporation                           | First Advantage Corporation                           | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3810 | NS      | $49530.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA, Inc.                                | Beazer Homes USA, Inc.                                | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      6770 | NS      | $86385.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Incorporated                         | Bentley Systems, Incorporated                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      4552 | NS      | $168241.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                                      | Five Below, Inc.                                      | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      3774 | NS      | $667507.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                      | OGE Energy Corp.                                      | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     12527 | NS      | $495442.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                       | Central Pacific Financial Corp.                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3707 | NS      | $75177.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Bancorp                      | Central Valley Community Bancorp                      | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $4765.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                     | Cigna Corporation                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     10425 | NS      | $3454219.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International, Inc.                               | CRA International, Inc.                               | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1072 | NS      | $131244.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                    | Omnicom Group Inc.                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     11930 | NS      | $973130.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                   | Owens & Minor, Inc.                                   | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      6846 | NS      | $133702.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Draftkings Inc.                                       | Draftkings Inc.                                       | CUSIP: 26142V105<br>LEI: 5493008P45UYYL683Z97 | Long             | EC               | CORP              | US        |     18540 | NS      | $211170.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Dropbox, Inc.                                         | Dropbox, Inc.                                         | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     15549 | NS      | $347986.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                       | CSX Corporation                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     58019 | NS      | $1797428.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                       | CTS Corporation                                       | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      3363 | NS      | $132569.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Colombia S A S                 | Edgewell Personal Care Colombia S A S                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      3741 | NS      | $144178.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine, Inc.                                 | Editas Medicine, Inc.                                 | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      1787 | NS      | $15850.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                   | CVB Financial Corp.                                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11256 | NS      | $289842.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp, Inc.                                 | Capital Bancorp, Inc.                                 | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |       428 | NS      | $10075.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                         | Owens Corning                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     10923 | NS      | $931731.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                               | Oxford Industries, Inc.                               | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1438 | NS      | $133992.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                             | Century Communities, Inc.                             | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      3401 | NS      | $170084.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                      | Chesapeake Utilities Corporation                      | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       877 | NS      | $103643.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth, Inc.                                         | eHealth, Inc.                                         | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      1522 | NS      | $7366.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group, Inc.                        | The Hain Celestial Group, Inc.                        | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      6178 | NS      | $99960.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS, Inc.                                     | Chico's FAS, Inc.                                     | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     22787 | NS      | $112112.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                                 | Cleveland-Cliffs Inc.                                 | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     54764 | NS      | $882241.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions, Inc.                                   | PDF Solutions, Inc.                                   | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      2379 | NS      | $67849.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group, Inc.                | The PNC Financial Services Group, Inc.                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      9515 | NS      | $1502799.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | Halliburton Company                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     35606 | NS      | $1401096.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Incorporated                            | Hamilton Lane Incorporated                            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      1474 | NS      | $94159.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                    | The Clorox Company                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      4343 | NS      | $609453.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                          | Coca-Cola Consolidated, Inc.                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       757 | NS      | $387856.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                            | PAR Technology Corporation                            | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      2831 | NS      | $73804.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Park National Corporation                             | Park National Corporation                             | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      1411 | NS      | $198598.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                         | Popular, Inc.                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      6913 | NS      | $458470.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                    | RH                                                    | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      1211 | NS      | $323567.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                                   | Inari Medical, Inc.                                   | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $55996.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                    | Incyte Corporation                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      6215 | NS      | $499188.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc.                      | Rayonier Advanced Materials Inc.                      | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     11436 | NS      | $109785.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                             | RBC Bearings Incorporated                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1434 | NS      | $300207.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                                    | Cognex Corporation                                    | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      6877 | NS      | $323975.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancorp, Inc.                               | The First Bancorp, Inc.                               | CUSIP: 31866P102<br>LEI: 549300C7R45JOAEF1Y41 | Long             | EC               | CORP              | US        |      1134 | NS      | $33951.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                           | Iridium Communications Inc.                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     10680 | NS      | $548952.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMF Holding Corp.                                    | JAMF Holding Corp.                                    | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      2200 | NS      | $46860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dwight A. Walker Real Estate, Inc.                    | Dwight A. Walker Real Estate, Inc.                    | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      2998 | NS      | $55882.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                             | Regional Management Corp.                             | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1794 | NS      | $50375.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank of New Jersey                              | First Bank of New Jersey                              | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      1135 | NS      | $15617.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Northwest, Inc.                       | First Financial Northwest, Inc.                       | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |      1003 | NS      | $15024.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gopro Inc.                                            | Gopro Inc.                                            | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      7900 | NS      | $39342.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.           | The Hartford Financial Services Group, Inc.           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     19272 | NS      | $1461395.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                             | MSCI Inc.                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2132 | NS      | $991742.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Company                            | Marcus & Millichap Company                            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      2397 | NS      | $82576.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience, Inc.                              | Harvard Bioscience, Inc.                              | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |      1616 | NS      | $4476.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                         | Heartland Financial USA, Inc.                         | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      4370 | NS      | $203729.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                     | Microchip Technology Incorporated                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     17450 | NS      | $1225862.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group Inc.                                 | Mr. Cooper Group Inc.                                 | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      6774 | NS      | $271840.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies, Inc.                             | Helios Technologies, Inc.                             | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      2169 | NS      | $118080.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hennessy Advisors, Inc.                               | Hennessy Advisors, Inc.                               | CUSIP: 425885100<br>LEI: 549300OM5HCSFZO7FR31 | Long             | EC               | CORP              | US        |       373 | NS      | $3133.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Western Life Group, Inc.                     | National Western Life Group, Inc.                     | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       374 | NS      | $105094.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                         | Netflix, Inc.                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      8024 | NS      | $2366117.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                         | Hologic, Inc.                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     17047 | NS      | $1275286.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                                 | Home BancShares, Inc.                                 | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11461 | NS      | $261196.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc.                                           | Seagen Inc.                                           | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2491 | NS      | $320118.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies, Inc.                               | SIGA Technologies, Inc.                               | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5519 | NS      | $40619.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc.                       | NexTier Oilfield Solutions Inc.                       | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     27536 | NS      | $254432.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                     | PJT Partners Inc.                                     | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1058 | NS      | $77964.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                             | Hudson Technologies, Inc.                             | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8300 | NS      | $83996.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.             | Knight-Swift Transportation Holdings Inc.             | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13425 | NS      | $703604.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                            | Palantir Technologies Inc.                            | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     14462 | NS      | $92846.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                                | Palomar Holdings, Inc.                                | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       804 | NS      | $36308.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                           | Sally Beauty Holdings, Inc.                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      5757 | NS      | $72077.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corporation                           | Umpqua Holdings Corporation                           | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     17857 | NS      | $318747.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                               | Mohawk Industries, Inc.                               | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2664 | NS      | $272314.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                      | NBT Bancorp Inc.                                      | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4525 | NS      | $196475.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                    | Under Armour, Inc.                                    | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     11167 | NS      | $113456.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                            | Wolverine World Wide, Inc.                            | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      2864 | NS      | $31303.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N L Industries, Inc.                                  | N L Industries, Inc.                                  | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $6129.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                | Otter Tail Corporation                                | CUSIP: 689648103<br>LEI: 549300HHVBQRQUVKKD91 | Long             | EC               | CORP              | US        |      2233 | NS      | $131099.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                             | Silicon Laboratories Inc.                             | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      2495 | NS      | $338496.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                            | Southside Bancshares, Inc.                            | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      3897 | NS      | $140253.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Shipping (Canada) Ltd.                         | Teekay Shipping (Canada) Ltd.                         | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | MH        |      7366 | NS      | $33441.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                   | Teekay Tankers Ltd.                                   | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | MH        |       445 | NS      | $13710.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                     | Portland General Electric Company                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      5362 | NS      | $262738.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                         | Progress Software Corporation                         | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      4096 | NS      | $206643.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAGG Inc                                              | ZAGG Inc                                              | CUSIP: N/A<br>LEI: 549300ZF4FN5BTLAO858       | Long             | EC               | CORP              | US        |      3736 | NS      | $336.24       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prosperity Bancshares, Inc.                           | Prosperity Bancshares, Inc.                           | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6808 | NS      | $494805.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                      | Proto Labs, Inc.                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      1767 | NS      | $45111.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic, Inc.                                        | PubMatic, Inc.                                        | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2928 | NS      | $37507.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                                   | Rent-A-Center, Inc.                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      5568 | NS      | $125558.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                            | Resideo Technologies, Inc.                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     13087 | NS      | $215281.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                            | Resources Connection, Inc.                            | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4393 | NS      | $80743.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                        | Spectrum Brands Holdings, Inc.                        | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      2904 | NS      | $176911.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                            | Spire Inc.                                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      3136 | NS      | $215944.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.                        | Ruth's Hospitality Group, Inc.                        | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      4760 | NS      | $73684.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                       | SLM Corporation                                       | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     33223 | NS      | $551501.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings, Inc.                                   | Spok Holdings, Inc.                                   | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      2082 | NS      | $17051.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                                | Sage Therapeutics Inc.                                | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      1309 | NS      | $49925.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                            | Saia, Inc.                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1827 | NS      | $383085.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                   | Select Medical Holdings Corporation                   | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13016 | NS      | $323187.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                     | Sensient Technologies Corporation                     | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      3302 | NS      | $240781.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                      | ServiceNow, Inc.                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1772 | NS      | $688014.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, LLC                                  | Shift4 Payments, LLC                                  | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1139 | NS      | $63704.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Vulcan Corp.                                   | Legacy Vulcan Corp.                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      4853 | NS      | $849808.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                                    | Weis Markets, Inc.                                    | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2016 | NS      | $165896.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwood Holdings Group, Inc.                         | Westwood Holdings Group, Inc.                         | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $8906.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                   | Winmark Corporation                                   | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $58485.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings, Ltd.               | Argo Group International Holdings, Ltd.               | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |      3169 | NS      | $81918.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                         | AXIS Capital Holdings Limited                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      5508 | NS      | $298368.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                            | Lazard Ltd                                            | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |      8616 | NS      | $298716.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                        | TechnipFMC PLC                                        | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     27308 | NS      | $332884.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | Garmin Ltd.                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      7740 | NS      | $714324.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                       | Transocean Ltd.                                       | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |     35396 | NS      | $161405.76    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| OneSpaWorld Holdings Limited                          | OneSpaWorld Holdings Limited                          | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |      6900 | NS      | $64377.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                   | ACI Worldwide, Inc.                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      7812 | NS      | $179676.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics, Inc.                           | Allogene Therapeutics, Inc.                           | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13271 | NS      | $83474.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                          | American Airlines Group Inc.                          | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28710 | NS      | $365191.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe, Inc.                                       | Amerisafe, Inc.                                       | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      2091 | NS      | $108669.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Obh Inc.                                              | Obh Inc.                                              | CUSIP: 08986R408<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |        11 | NS      | $7639.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                          | Bristol-Myers Squibb Company                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     65710 | NS      | $4727834.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                          | Brookdale Senior Living Inc.                          | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     22744 | NS      | $62091.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corporation                      | Brookfield Renewable Corporation                      | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5891 | NS      | $162238.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                               | Brookline Bancorp, Inc.                               | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7176 | NS      | $101540.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                                  | Celanese Corporation                                  | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      8048 | NS      | $822827.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                          | Central Garden & Pet Company                          | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1137 | NS      | $42580.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                             | Comfort Systems USA, Inc.                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      2646 | NS      | $304501.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                      | Comtech Telecommunications Corp.                      | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      1192 | NS      | $14470.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals, Inc.                      | Day One Biopharmaceuticals, Inc.                      | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1248 | NS      | $26856.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals, Inc.                       | Deciphera Pharmaceuticals, Inc.                       | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      5186 | NS      | $84998.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                     | Dollar Tree, Inc.                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     12271 | NS      | $1735610.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                                  | Douglas Elliman Inc.                                  | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      5498 | NS      | $22374.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                       | Dun & Bradstreet Holdings, Inc.                       | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9142 | NS      | $112080.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                              | Eastern Bankshares, Inc.                              | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      2485 | NS      | $42866.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation             | Federal Agricultural Mortgage Corporation             | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |       900 | NS      | $101439.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                          | Financial Institutions, Inc.                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1908 | NS      | $46478.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp.                                        | First Bancorp.                                        | CUSIP: 318672706<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | PR        |     21936 | NS      | $279025.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc.                                 | First Bancshares Inc.                                 | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |       778 | NS      | $24903.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corporation                                | Glatfelter Corporation                                | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      4499 | NS      | $12507.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                           | Greif, Inc.                                           | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1046 | NS      | $81828.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals, Inc.                                    | I3 Verticals, Inc.                                    | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      1681 | NS      | $40915.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                        | Jefferies Financial Group Inc.                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     18007 | NS      | $617279.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Group, LLC                        | Kimball Electronics Group, LLC                        | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      2629 | NS      | $59389.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                        | Leslie's, Inc.                                        | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2704 | NS      | $33015.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                         | Magnite, Inc.                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      7200 | NS      | $76248.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats, Inc.                                    | Malibu Boats, Inc.                                    | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |      1623 | NS      | $86505.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                             | Meridian Bioscience, Inc.                             | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      4306 | NS      | $143002.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                 | Microsoft Corporation                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    194360 | NS      | $46611415.20  | 3.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                          | Nelnet, Inc.                                          | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2626 | NS      | $238309.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                            | The New York Times Company                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     11696 | NS      | $379652.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                    | Newell Brands Inc.                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     32518 | NS      | $425335.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                  | NextEra Energy, Inc.                                  | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |     46636 | NS      | $3898769.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                              | NextGen Healthcare, Inc.                              | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7382 | NS      | $138633.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                             | O'Reilly Automotive, Inc.                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1441 | NS      | $1216247.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Canada ULC                                    | Ovintiv Canada ULC                                    | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |     19042 | NS      | $965619.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc.                                    | Paya Holdings Inc.                                    | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5844 | NS      | $45992.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penns Woods Bancorp, Inc.                             | Penns Woods Bancorp, Inc.                             | CUSIP: 708430103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $8944.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                 | Qualcomm Incorporated                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     37302 | NS      | $4100981.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                         | Raymond James Financial, Inc.                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      9083 | NS      | $970518.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                     | Ross Stores, Inc.                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     15617 | NS      | $1812665.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Ltd.                           | SolarEdge Technologies Ltd.                           | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1005 | NS      | $284686.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                                | STAAR Surgical Company                                | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      1030 | NS      | $49996.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                     | Standex International Corporation                     | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1025 | NS      | $104970.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                         | Sterling Infrastructure, Inc.                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2716 | NS      | $89084.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home II Corporation                   | Taylor Morrison Home II Corporation                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     11499 | NS      | $348994.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                          | Tenet Healthcare Corporation                          | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      7545 | NS      | $368120.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                        | Tidewater Inc.                                        | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      2979 | NS      | $109776.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                          | U.S. Bancorp                                          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     45826 | NS      | $1998471.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultralife Corporation                                 | Ultralife Corporation                                 | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |       211 | NS      | $814.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore, Inc.                                    | W&T Offshore, Inc.                                    | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     15655 | NS      | $87354.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                             | WESCO International, Inc.                             | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      2040 | NS      | $53488.80     | 0.00%             | 2500-12-31      | Fixed         | 10.63%                | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                       | Acadia Healthcare Company, Inc.                       | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      5700 | NS      | $469224.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                   | Acuity Brands, Inc.                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2439 | NS      | $403922.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                        | Ameris Bancorp                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      4746 | NS      | $223726.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                          | Arcosa, Inc.                                          | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3819 | NS      | $207524.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx, Inc.                                         | Ardelyx, Inc.                                         | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |       780 | NS      | $2223.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                                 | Brunswick Corporation                                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      7054 | NS      | $508452.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                             | CNB Financial Corporation                             | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      1336 | NS      | $31783.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | Carnival Corporation                                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     35197 | NS      | $283687.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Commercial Vehicle Group, Inc.                        | Commercial Vehicle Group, Inc.                        | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |      4519 | NS      | $30774.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | Eastman Chemical Company                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      6603 | NS      | $537748.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                            | ePlus inc.                                            | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      1976 | NS      | $87497.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                             | ExlService Holdings, Inc.                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1697 | NS      | $287522.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics, Inc.                            | Fulcrum Therapeutics, Inc.                            | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2262 | NS      | $16467.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                                   | H.B. Fuller Company                                   | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      4162 | NS      | $298082.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                    | GXO Logistics Inc.                                    | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      8432 | NS      | $359962.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co., Inc.                                     | Gannett Co., Inc.                                     | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     16924 | NS      | $34355.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                 | Generac Holdings Inc.                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      1756 | NS      | $176758.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                          | General Dynamics Corporation                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5683 | NS      | $1410009.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                                   | Griffon Corporation                                   | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      4758 | NS      | $170288.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corporation                                      | IMAX Corporation                                      | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      6269 | NS      | $91903.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                               | KB Home                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      7173 | NS      | $228460.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                                 | Koppers Holdings Inc.                                 | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2317 | NS      | $65339.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.             | Kratos Defense & Security Solutions, Inc.             | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      7526 | NS      | $77668.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co.                                    | Levi Strauss & Co.                                    | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      9275 | NS      | $143948.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim Bancorp, Inc.                                | Northrim Bancorp, Inc.                                | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       400 | NS      | $21828.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                          | Northrop Grumman Corporation                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2762 | NS      | $1506974.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                             | Nu Skin Enterprises, Inc.                             | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      4719 | NS      | $198953.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                         | Nutanix, Inc.                                         | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      3731 | NS      | $97192.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Beloit Corporation                              | Regal Beloit Corporation                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      5080 | NS      | $609498.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated            | Reinsurance Group of America, Incorporated            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3912 | NS      | $555856.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                         | Reliance Steel & Aluminum Co.                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      4479 | NS      | $906728.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                                    | Rogers Corporation                                    | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1461 | NS      | $174355.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                      | SS&C Technologies Holdings, Inc.                      | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      9556 | NS      | $497485.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                              | Schneider National, Inc.                              | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      3428 | NS      | $80215.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                                  | Thryv Holdings, Inc.                                  | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2564 | NS      | $48716.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc.                        | Ultragenyx Pharmaceutical Inc.                        | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      2535 | NS      | $117446.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                    | Vail Resorts, Inc.                                    | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      2538 | NS      | $604932.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                             | Valero Energy Corporation                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     18288 | NS      | $2320015.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley, Inc.                                    | Vera Bradley, Inc.                                    | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |      3120 | NS      | $14133.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                        | Veracyte, Inc.                                        | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      3433 | NS      | $81465.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                                | Warrior Met Coal, Inc.                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      7316 | NS      | $253426.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                        | Ferroglobe PLC                                        | CUSIP: N/A<br>LEI: 2138005GCFJACFTZUD90       | Long             | EC               | CORP              | GB        |     13189 | NS      | $50777.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company      | Weatherford International Public Limited Company      | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      5305 | NS      | $270130.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                     | ASGN Incorporated                                     | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      3956 | NS      | $322334.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                            | Adeia Inc.                                            | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14600 | NS      | $138408.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-Haul Holding Company                                | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1118 | NS      | $67292.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands, Inc.                         | American Outdoor Brands, Inc.                         | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1595 | NS      | $15981.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education, Inc.                       | American Public Education, Inc.                       | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      1898 | NS      | $23326.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                           | ANSYS, Inc.                                           | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      2433 | NS      | $587788.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apa Corp.                                             | Apa Corp.                                             | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13844 | NS      | $646237.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                         | Asbury Automotive Group, Inc.                         | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1776 | NS      | $318348.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                    | Atlas Air Worldwide Holdings, Inc.                    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      2830 | NS      | $285264.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                               | Digi International Inc.                               | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      3641 | NS      | $133078.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                              | Dine Brands Global, Inc.                              | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1250 | NS      | $80750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                             | eBay Inc.                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     34093 | NS      | $1413836.71   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                       | FMC Corporation                                       | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      5638 | NS      | $703622.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                      | Fastenal Company                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     25404 | NS      | $1202117.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                         | First Bancorp                                         | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |      3533 | NS      | $151353.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                   | First Republic Bank                                   | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      5554 | NS      | $676977.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                    | Ford Motor Company                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    127942 | NS      | $1487965.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                                   | Forestar Group Inc.                                   | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       398 | NS      | $6133.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor, Inc.                                      | Formfactor, Inc.                                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      5523 | NS      | $122776.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                             | Fox Factory Holding Corp.                             | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      3102 | NS      | $282995.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                           | Franklin Electric Co., Inc.                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      3560 | NS      | $283910.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                | Fulgent Genetics, Inc.                                | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      1427 | NS      | $42496.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                              | General Electric Company                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     17854 | NS      | $1495986.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                              | Group 1 Automotive, Inc.                              | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1865 | NS      | $336390.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics, Inc.                             | Karuna Therapeutics, Inc.                             | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       643 | NS      | $126349.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings            | Laboratory Corporation of America Holdings            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      4124 | NS      | $971119.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                                      | Lands' End, Inc.                                      | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      1502 | NS      | $11400.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lensar, Inc.                                          | Lensar, Inc.                                          | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $1302.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Company                                | Northwest Pipe Company                                | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1000 | NS      | $33700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                     | Nucor Corporation                                     | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     19258 | NS      | $2538396.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc.                                              | Olo Inc.                                              | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12636 | NS      | $78975.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                        | Robert Half International Inc.                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      9390 | NS      | $693263.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                               | Robinhood Markets, Inc.                               | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     12278 | NS      | $99942.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands, Inc.                                    | Rocky Brands, Inc.                                    | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       608 | NS      | $14360.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                      | Royal Gold, Inc.                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2402 | NS      | $270753.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp, Inc.                             | Stock Yards Bancorp, Inc.                             | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      1923 | NS      | $124956.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                            | Tandem Diabetes Care, Inc.                            | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1619 | NS      | $72774.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                            | Tesla Inc.                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     52860 | NS      | $6511294.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk, Inc.                                  | The Trade Desk, Inc.                                  | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      5376 | NS      | $241006.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings, Inc.                          | Thermon Group Holdings, Inc.                          | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      2681 | NS      | $53834.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's, Inc.                                         | Tilly's, Inc.                                         | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $9955.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                    | The Timken Company                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      6069 | NS      | $428896.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                                       | Valvoline, Inc.                                       | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      6444 | NS      | $210396.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                             | Varex Imaging Corporation                             | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      5978 | NS      | $121353.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                              | Herbalife Nutrition Ltd.                              | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |      8297 | NS      | $123459.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                          | Invesco Ltd.                                          | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     25056 | NS      | $450757.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer