# EDGAR Filing Document

**Accession Number:** 0001021882
**File Stem:** 0001752724-23-016388
**Filing Date:** 2023-1
**Character Count:** 567099
**Document Hash:** 0570a631022aacbc903789a14b9bcc76
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016388.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016388

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD SCOTTSDALE FUNDS
- **CENTRAL INDEX KEY:** 0001021882
- **IRS NUMBER:** 232439140
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07803
- **FILM NUMBER:** 23561728

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD TREASURY FUND
- **DATE OF NAME CHANGE:** 19960829

## Series and Classes Contracts Data

### Vanguard Russell 2000 Value Index Fund (Series ID: S000030004)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000092017 | ETF Shares           | VTWV            |
| C000092018 | Institutional Shares | VRTVX           |

## Nport-Ex

Vanguard<sup>®</sup> Russell 2000 Value Index Fund

#### Schedule of Investments (unaudited)
As of November 30, 2022

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (99.9%)** | **Common Stocks (99.9%)** | **Common Stocks (99.9%)** | **Common Stocks (99.9%)** |
| **Basic Materials (4.1%)** | **Basic Materials (4.1%)** | **Basic Materials (4.1%)** | **Basic Materials (4.1%)** |
| <sup>\*</sup> | RBC Bearings Inc. | 21132 | 5008 |
|  | Commercial Metals Co. | 87041 | 4284 |
|  | Hecla Mining Co. | 478523 | 2608 |
|  | Mueller Industries Inc. | 30957 | 2129 |
| <sup>\*</sup> | Arconic Corp. | 88701 | 2114 |
|  | Boise Cascade Co. | 27003 | 1999 |
|  | Stepan Co. | 16605 | 1853 |
|  | Carpenter Technology Corp. | 41297 | 1696 |
|  | Minerals Technologies Inc. | 28063 | 1692 |
|  | Worthington Industries Inc. | 27180 | 1542 |
|  | Tronox Holdings plc Class A | 101663 | 1437 |
| <sup>\*</sup> | Perimeter Solutions SA | 105977 | 1149 |
|  | Mativ Holdings Inc. | 44175 | 918 |
| <sup>\*</sup> | Resolute Forest Products Inc. | 39925 | 842 |
| <sup>\*</sup> | Coeur Mining Inc. | 239293 | 838 |
|  | Quaker Chemical Corp. | 3944 | 776 |
| <sup>\*</sup> | TimkenSteel Corp. | 39808 | 744 |
|  | Avient Corp. | 20778 | 719 |
| <sup>\*</sup> | US Silica Holdings Inc. | 54046 | 707 |
|  | Schnitzer Steel Industries Inc. Class A | 20287 | 696 |
|  | AdvanSix Inc. | 15863 | 653 |
| <sup>\*</sup> | Constellium SE Class A | 51415 | 640 |
| <sup>\*</sup> | Piedmont Lithium Inc. | 10772 | 621 |
| <sup>\*</sup> | Ecovyst Inc. | 66224 | 615 |
| <sup>\*</sup> | Clearwater Paper Corp. | 14572 | 569 |
|  | Haynes International Inc. | 10680 | 534 |
|  | UFP Industries Inc. | 6490 | 531 |
|  | Koppers Holdings Inc. | 17432 | 519 |
|  | Ryerson Holding Corp. | 15706 | 463 |
| <sup>\*</sup> | Rayonier Advanced Materials Inc. | 53448 | 414 |
|  | Innospec Inc. | 3246 | 360 |
| <sup>\*</sup> | Intrepid Potash Inc. | 9570 | 345 |
|  | Olympic Steel Inc. | 8334 | 292 |
|  | Hawkins Inc. | 6626 | 276 |
| <sup>\*</sup> | Northwest Pipe Co. | 6900 | 259 |
| <sup>\*,1</sup> | Amyris Inc. | 149247 | 258 |
|  | Tredegar Corp. | 23577 | 244 |
| <sup>\*</sup> | Alto Ingredients Inc. | 61785 | 216 |
|  | FutureFuel Corp. | 22312 | 197 |
| <sup>\*</sup> | Origin Materials Inc. | 34857 | 194 |
| <sup>\*</sup> | Energy Fuels Inc. | 23700 | 165 |
|  | Sensient Technologies Corp. | 1959 | 146 |

---

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---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Glatfelter Corp. | 38417 | 133 |
| <sup>\*</sup> | Unifi Inc. | 12185 | 107 |
|  | Sylvamo Corp. | 1873 | 101 |
|  | Materion Corp. | 1066 | 86 |
| <sup>\*</sup> | Polymet Mining Corp. | 25817 | 77 |
|  | American Vanguard Corp. | 3190 | 73 |
| <sup>\*</sup> | Ivanhoe Electric Inc. | 6360 | 67 |
| <sup>\*</sup> | Novagold Resources Inc. | 10775 | 62 |
|  | Valhi Inc. | 2019 | 45 |
| <sup>\*</sup> | Ur-Energy Inc. | 17441 | 23 |
| <sup>\*</sup> | Hycroft Mining Holding Corp. | 20841 | 15 |
|  |  |  | **43051** |
| **Consumer Discretionary (13.2%)** | **Consumer Discretionary (13.2%)** | **Consumer Discretionary (13.2%)** | **Consumer Discretionary (13.2%)** |
| <sup>\*</sup> | Light & Wonder Inc. | 82134 | 5320 |
|  | TEGNA Inc. | 192603 | 3802 |
|  | Academy Sports & Outdoors Inc. | 71792 | 3624 |
| <sup>\*</sup> | Adient plc | 82382 | 3208 |
|  | Foot Locker Inc. | 70517 | 2807 |
| <sup>\*</sup> | Goodyear Tire & Rubber Co. | 242222 | 2718 |
| <sup>\*</sup> | National Vision Holdings Inc. | 64006 | 2590 |
|  | Signet Jewelers Ltd. | 39627 | 2576 |
|  | Group 1 Automotive Inc. | 13206 | 2553 |
| <sup>\*</sup> | Asbury Automotive Group Inc. | 13573 | 2547 |
| <sup>\*</sup> | Meritage Homes Corp. | 29378 | 2539 |
| <sup>\*</sup> | Topgolf Callaway Brands Corp. | 121042 | 2536 |
| <sup>\*</sup> | Taylor Morrison Home Corp. Class A | 83256 | 2530 |
|  | American Eagle Outfitters Inc. | 133554 | 2113 |
|  | Graham Holdings Co. Class B | 3210 | 2066 |
|  | Spirit Airlines Inc. | 94339 | 2048 |
|  | Dana Inc. | 113531 | 1999 |
|  | Rush Enterprises Inc. Class A | 37844 | 1950 |
| <sup>\*</sup> | ODP Corp. | 36740 | 1768 |
|  | KB Home | 55743 | 1750 |
| <sup>\*</sup> | frontdoor Inc. | 71499 | 1671 |
| <sup>\*</sup> | LGI Homes Inc. | 16668 | 1656 |
|  | International Game Technology plc | 66263 | 1626 |
| <sup>\*</sup> | Adtalem Global Education Inc. | 38750 | 1612 |
|  | Strategic Education Inc. | 19645 | 1607 |
| <sup>\*</sup> | Urban Outfitters Inc. | 55540 | 1607 |
|  | Winnebago Industries Inc. | 26988 | 1581 |
| <sup>\*</sup> | Tri Pointe Homes Inc. | 80084 | 1477 |
| <sup>\*</sup> | Sabre Corp. | 225719 | 1379 |
| <sup>\*</sup> | KAR Auction Services Inc. | 99790 | 1371 |
| <sup>\*</sup> | Vista Outdoor Inc. | 48387 | 1353 |
|  | MillerKnoll Inc. | 66014 | 1346 |
|  | Monro Inc. | 27722 | 1261 |
| <sup>\*</sup> | Knowles Corp. | 78840 | 1230 |
|  | Laureate Education Inc. Class A | 116027 | 1216 |
|  | MDC Holdings Inc. | 36746 | 1192 |
|  | Jack in the Box Inc. | 15902 | 1150 |
|  | Century Communities Inc. | 23094 | 1112 |
| <sup>\*</sup> | Madison Square Garden Entertainment Corp. | 22592 | 1087 |
|  | Red Rock Resorts Inc. Class A | 23951 | 1079 |
|  | Scholastic Corp. | 25898 | 1065 |
| <sup>\*</sup> | Abercrombie & Fitch Co. Class A | 43153 | 1035 |
| <sup>\*</sup> | SeaWorld Entertainment Inc. | 17886 | 1021 |
|  | La-Z-Boy Inc. | 37380 | 1018 |
| <sup>\*</sup> | Clean Energy Fuels Corp. | 147456 | 997 |

---

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---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Overstock.com Inc. | 37255 | 992 |
| <sup>\*</sup> | American Axle & Manufacturing Holdings Inc. | 91916 | 957 |
|  | Acushnet Holdings Corp. | 20782 | 945 |
| <sup>\*</sup> | M/I Homes Inc. | 20221 | 914 |
|  | Sonic Automotive Inc. Class A | 17121 | 910 |
| <sup>\*</sup> | Central Garden & Pet Co. Class A | 23089 | 902 |
| <sup>\*</sup> | Perdoceo Education Corp. | 57880 | 831 |
| <sup>\*</sup> | iHeartMedia Inc. Class A | 103182 | 830 |
|  | Matthews International Corp. Class A | 25568 | 809 |
| <sup>\*</sup> | G-III Apparel Group Ltd. | 37350 | 808 |
| <sup>\*</sup> | SkyWest Inc. | 42784 | 789 |
| <sup>\*,1</sup> | Bally's Corp. | 31103 | 778 |
| <sup>\*</sup> | EW Scripps Co. Class A | 50378 | 755 |
| <sup>\*</sup> | Cars.com Inc. | 49764 | 735 |
| <sup>\*</sup> | Lions Gate Entertainment Corp. Class B | 100647 | 717 |
| <sup>\*</sup> | PROG Holdings Inc. | 36038 | 710 |
| <sup>\*</sup> | Qurate Retail Inc. Series A | 300893 | 707 |
| <sup>\*</sup> | Poshmark Inc. Class A | 39650 | 707 |
|  | Krispy Kreme Inc. | 45223 | 697 |
|  | Standard Motor Products Inc. | 17269 | 663 |
|  | Papa John's International Inc. | 7845 | 653 |
| <sup>\*</sup> | Allegiant Travel Co. | 7812 | 645 |
| <sup>\*</sup> | Hawaiian Holdings Inc. | 44977 | 625 |
| <sup>\*</sup> | BJ's Restaurants Inc. | 19420 | 623 |
| <sup>\*</sup> | GoPro Inc. Class A | 110604 | 606 |
| <sup>\*</sup> | QuinStreet Inc. | 41827 | 595 |
|  | Steelcase Inc. Class A | 74585 | 591 |
| <sup>\*</sup> | Genesco Inc. | 11218 | 586 |
|  | Winmark Corp. | 2426 | 582 |
|  | PriceSmart Inc. | 7986 | 567 |
| <sup>\*</sup> | Everi Holdings Inc. | 33755 | 564 |
| <sup>\*</sup> | MarineMax Inc. | 16765 | 554 |
| <sup>\*</sup> | TravelCenters of America Inc. | 10820 | 553 |
|  | Ethan Allen Interiors Inc. | 19388 | 552 |
|  | A-Mark Precious Metals Inc. | 15481 | 534 |
| <sup>\*</sup> | PowerSchool Holdings Inc. Class A | 25466 | 520 |
| <sup>\*</sup> | Viad Corp. | 17520 | 519 |
| <sup>\*</sup> | AMC Networks Inc. Class A | 26026 | 519 |
| <sup>\*</sup> | Chuy's Holdings Inc. | 16228 | 514 |
| <sup>\*</sup> | 2U Inc. | 64038 | 514 |
| <sup>\*</sup> | Boston Omaha Corp. Class A | 17820 | 511 |
| <sup>\*,1</sup> | Bowlero Corp. | 34794 | 486 |
|  | Big Lots Inc. | 24431 | 476 |
|  | Bloomin' Brands Inc. | 20647 | 465 |
| <sup>\*</sup> | Life Time Group Holdings Inc. | 36201 | 464 |
|  | Gray Television Inc. | 39390 | 461 |
| <sup>\*</sup> | Stoneridge Inc. | 19319 | 458 |
|  | Haverty Furniture Cos. Inc. | 14360 | 453 |
| <sup>\*</sup> | Stagwell Inc. | 60641 | 452 |
|  | Oxford Industries Inc. | 3992 | 451 |
| <sup>\*</sup> | ACV Auctions Inc. Class A | 50718 | 448 |
|  | Smith & Wesson Brands Inc. | 36336 | 428 |
|  | Movado Group Inc. | 13239 | 426 |
| <sup>\*</sup> | Green Brick Partners Inc. | 17067 | 413 |
|  | Shoe Carnival Inc. | 15146 | 400 |
| <sup>\*</sup> | Lions Gate Entertainment Corp. Class A | 50110 | 383 |
| <sup>\*</sup> | ContextLogic Inc. Class A | 520876 | 382 |
| <sup>\*</sup> | America's Car-Mart Inc. | 5161 | 375 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Sportsman's Warehouse Holdings Inc. | 37351 | 367 |
| <sup>\*</sup> | Clear Channel Outdoor Holdings Inc. | 314446 | 355 |
| <sup>\*</sup> | Beazer Homes USA Inc. | 25802 | 352 |
|  | Ermenegildo Zegna NV | 31495 | 346 |
| <sup>\*</sup> | Instructure Holdings Inc. | 13244 | 333 |
|  | Marcus Corp. | 20265 | 329 |
|  | Aaron's Co. Inc. | 26119 | 318 |
| <sup>\*</sup> | Thryv Holdings Inc. | 16436 | 315 |
| <sup>\*</sup> | Zumiez Inc. | 13437 | 312 |
| <sup>\*</sup> | Gannett Co. Inc. | 124192 | 310 |
| <sup>\*</sup> | Sleep Number Corp. | 10120 | 296 |
| <sup>\*</sup> | OneWater Marine Inc. Class A | 8843 | 289 |
| <sup>\*</sup> | Daily Journal Corp. | 1042 | 287 |
| <sup>\*</sup> | Imax Corp. | 15880 | 268 |
| <sup>\*</sup> | Cinemark Holdings Inc. | 19562 | 266 |
| <sup>\*</sup> | Corsair Gaming Inc. | 15285 | 258 |
|  | Johnson Outdoors Inc. Class A | 4504 | 255 |
|  | Rush Enterprises Inc. Class B | 4527 | 240 |
| <sup>\*</sup> | Lindblad Expeditions Holdings Inc. | 26304 | 239 |
| <sup>\*</sup> | Lordstown Motors Corp. Class A | 142129 | 236 |
| <sup>\*</sup> | Xponential Fitness Inc. Class A | 10479 | 232 |
| <sup>1</sup> | Big 5 Sporting Goods Corp. | 18539 | 230 |
| <sup>\*</sup> | Universal Electronics Inc. | 10266 | 225 |
| <sup>\*</sup> | Purple Innovation Inc. Class A | 43503 | 220 |
|  | Kimball International Inc. Class B | 30637 | 219 |
| <sup>\*</sup> | Integral Ad Science Holding Corp. | 21865 | 218 |
|  | Designer Brands Inc. Class A | 13514 | 207 |
| <sup>\*</sup> | American Public Education Inc. | 16041 | 206 |
| <sup>\*</sup> | Eastman Kodak Co. | 48418 | 205 |
| <sup>\*</sup> | Quotient Technology Inc. | 69363 | 205 |
| <sup>\*</sup> | Citi Trends Inc. | 6710 | 203 |
| <sup>\*</sup> | Fossil Group Inc. | 40570 | 194 |
| <sup>\*</sup> | 1-800-Flowers.com Inc. Class A | 22772 | 193 |
| <sup>\*</sup> | WW International Inc. | 45874 | 189 |
| <sup>\*</sup> | Central Garden & Pet Co. | 4592 | 188 |
|  | Bluegreen Vacations Holding Class A | 8721 | 188 |
|  | El Pollo Loco Holdings Inc. | 17017 | 185 |
|  | Tilly's Inc. Class A | 19398 | 184 |
| <sup>\*</sup> | Motorcar Parts of America Inc. | 16141 | 182 |
|  | Alta Equipment Group Inc. | 14726 | 177 |
| <sup>\*</sup> | Allbirds Inc. Class A | 61354 | 177 |
| <sup>\*</sup> | Tupperware Brands Corp. | 38121 | 176 |
| <sup>\*</sup> | Liquidity Services Inc. | 10493 | 175 |
| <sup>\*</sup> | Denny's Corp. | 13787 | 173 |
| <sup>\*</sup> | Wheels Up Experience Inc. | 134690 | 172 |
| <sup>\*</sup> | Chico's FAS Inc. | 28833 | 169 |
| <sup>\*</sup> | BARK Inc. | 101237 | 168 |
| <sup>\*</sup> | LL Flooring Holdings Inc. | 24584 | 167 |
| <sup>\*</sup> | Stitch Fix Inc. Class A | 41379 | 167 |
|  | Cato Corp. Class A | 15476 | 161 |
| <sup>\*</sup> | AMMO Inc. | 75365 | 161 |
|  | Rocky Brands Inc. | 5645 | 160 |
| <sup>\*</sup> | Destination XL Group Inc. | 23910 | 159 |
| <sup>\*</sup> | Full House Resorts Inc. | 20341 | 156 |
|  | Weber Inc. Class A | 22870 | 156 |
|  | Hibbett Inc. | 2285 | 152 |
| <sup>\*</sup> | Vacasa Inc. | 96295 | 151 |
| <sup>\*</sup> | iRobot Corp. | 2869 | 149 |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Lands' End Inc. | 12792 | 148 |
| <sup>\*</sup> | Playstudios Inc. | 33746 | 141 |
| <sup>\*</sup> | Children's Place Inc. | 3897 | 138 |
| <sup>\*</sup> | Container Store Group Inc. | 28525 | 135 |
| <sup>\*</sup> | Outbrain Inc. | 33906 | 132 |
| <sup>\*</sup> | Legacy Housing Corp. | 7448 | 130 |
| <sup>\*</sup> | Tile Shop Holdings Inc. | 30779 | 129 |
| <sup>\*</sup> | Brinker International Inc. | 3814 | 128 |
|  | Weyco Group Inc. | 4984 | 128 |
| <sup>\*</sup> | Figs Inc. Class A | 16073 | 126 |
| <sup>\*</sup> | Snap One Holdings Corp. | 15226 | 123 |
| <sup>\*</sup> | Cardlytics Inc. | 27083 | 122 |
|  | Dine Brands Global Inc. | 1580 | 118 |
| <sup>\*</sup> | Cumulus Media Inc. Class A | 15612 | 114 |
| <sup>\*</sup> | Conn's Inc. | 10992 | 109 |
|  | John Wiley & Sons Inc. Class A | 2209 | 105 |
|  | Interface Inc. Class A | 9370 | 101 |
|  | Superior Group of Cos. Inc. | 9913 | 99 |
| <sup>\*</sup> | Cenntro Electric Group Ltd. | 155661 | 97 |
|  | Lifetime Brands Inc. | 11173 | 94 |
| <sup>\*</sup> | RealReal Inc. | 60122 | 90 |
| <sup>\*</sup> | Biglari Holdings Inc. Class B | 615 | 88 |
| <sup>\*</sup> | Traeger Inc. | 27038 | 87 |
| <sup>\*</sup> | First Watch Restaurant Group Inc. | 5567 | 87 |
|  | Buckle Inc. | 1902 | 84 |
|  | Sturm Ruger & Co. Inc. | 1509 | 83 |
| <sup>\*</sup> | Solo Brands Inc. Class A | 18577 | 81 |
|  | Build-A-Bear Workshop Inc. | 3289 | 78 |
|  | Entravision Communications Corp. Class A | 13829 | 77 |
| <sup>\*</sup> | Express Inc. | 54316 | 77 |
| <sup>\*</sup> | Sally Beauty Holdings Inc. | 6470 | 76 |
|  | Global Industrial Co. | 3011 | 74 |
| <sup>\*</sup> | Inspired Entertainment Inc. | 5939 | 73 |
| <sup>\*</sup> | Selectquote Inc. | 113026 | 68 |
| <sup>\*</sup> | RumbleON Inc. Class B | 8756 | 67 |
| <sup>\*</sup> | Bed Bath & Beyond Inc. | 18836 | 64 |
| <sup>\*</sup> | Urban One Inc. | 12634 | 56 |
| <sup>\*</sup> | Aterian Inc. | 51435 | 56 |
| <sup>\*</sup> | ThredUP Inc. Class A | 42184 | 53 |
|  | RCI Hospitality Holdings Inc. | 572 | 52 |
| <sup>\*</sup> | Duluth Holdings Inc. Class B | 5844 | 51 |
|  | NL Industries Inc. | 6937 | 47 |
|  | JOANN Inc. | 9312 | 47 |
| <sup>\*</sup> | Landsea Homes Corp. | 7798 | 43 |
| <sup>\*</sup> | Party City Holdco Inc. | 59313 | 42 |
|  | Franchise Group Inc. | 1555 | 40 |
|  | European Wax Center Inc. Class A | 2692 | 39 |
| <sup>\*,1</sup> | Bird Global Inc. | 144955 | 33 |
|  | Clarus Corp. | 3897 | 32 |
| <sup>\*</sup> | Inspirato Inc. | 17453 | 32 |
| <sup>\*</sup> | Century Casinos Inc. | 4089 | 31 |
| <sup>\*</sup> | Audacy Inc. Class A | 99193 | 28 |
| <sup>\*,1</sup> | Vuzix Corp. | 6425 | 27 |
| <sup>\*</sup> | Turtle Beach Corp. | 2587 | 25 |
|  | CompX International Inc. | 1220 | 24 |
| <sup>\*</sup> | Urban One Inc. (XNCM) | 4767 | 24 |
| <sup>\*</sup> | Torrid Holdings Inc. | 5060 | 21 |
| <sup>\*</sup> | Rover Group Inc. Class A | 3542 | 17 |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | aka Brands Holding Corp. | 8324 | 15 |
| <sup>\*</sup> | Faraday Future Intelligent Electric Inc. | 38862 | 12 |
| <sup>\*</sup> | Reservoir Media Inc. | 1549 | 10 |
|  |  |  | **138795** |
| **Consumer Staples (2.6%)** | **Consumer Staples (2.6%)** | **Consumer Staples (2.6%)** | **Consumer Staples (2.6%)** |
| <sup>\*</sup> | Hostess Brands Inc. Class A | 117471 | 3101 |
| <sup>\*</sup> | United Natural Foods Inc. | 46680 | 2226 |
| <sup>\*</sup> | TreeHouse Foods Inc. | 44060 | 2178 |
|  | Primo Water Corp. | 135885 | 2127 |
|  | Edgewell Personal Care Co. | 44487 | 1922 |
|  | Ingles Markets Inc. Class A | 12326 | 1246 |
|  | Weis Markets Inc. | 14265 | 1244 |
| <sup>\*</sup> | Hain Celestial Group Inc. | 65739 | 1232 |
|  | Universal Corp. | 20930 | 1191 |
|  | Vector Group Ltd. | 105857 | 1175 |
|  | Andersons Inc. | 27836 | 1072 |
|  | Nu Skin Enterprises Inc. Class A | 25526 | 1065 |
|  | SpartanNash Co. | 30901 | 1015 |
|  | B&G Foods Inc. | 61297 | 814 |
|  | Fresh Del Monte Produce Inc. | 26174 | 724 |
|  | Lancaster Colony Corp. | 2603 | 539 |
| <sup>\*</sup> | Herbalife Nutrition Ltd. | 28288 | 496 |
| <sup>\*</sup> | Mission Produce Inc. | 31158 | 495 |
|  | ACCO Brands Corp. | 79030 | 440 |
| <sup>\*</sup> | GrowGeneration Corp. | 50660 | 344 |
| <sup>\*</sup> | Chefs' Warehouse Inc. | 8560 | 333 |
| <sup>\*</sup> | Seneca Foods Corp. Class A | 4671 | 300 |
|  | John B Sanfilippo & Son Inc. | 2975 | 252 |
| <sup>\*</sup> | Benson Hill Inc. | 74138 | 231 |
| <sup>\*</sup> | Lifecore Biomedical Inc. | 22704 | 193 |
|  | Alico Inc. | 5447 | 168 |
|  | Village Super Market Inc. Class A | 7388 | 167 |
| <sup>\*</sup> | Honest Co. Inc. | 55013 | 158 |
|  | Cal-Maine Foods Inc. | 2601 | 152 |
| <sup>\*</sup> | Whole Earth Brands Inc. | 34763 | 150 |
| <sup>\*</sup> | Sovos Brands Inc. | 9961 | 143 |
|  | Utz Brands Inc. | 7383 | 141 |
| <sup>\*</sup> | HF Foods Group Inc. | 30921 | 137 |
| <sup>\*</sup> | Rite Aid Corp. | 24889 | 126 |
| <sup>\*</sup> | Nature's Sunshine Products Inc. | 11648 | 104 |
| <sup>\*</sup> | Beauty Health Co. | 9352 | 101 |
| <sup>\*,1</sup> | PLBY Group Inc. | 26325 | 95 |
|  | Tootsie Roll Industries Inc. | 1993 | 90 |
| <sup>\*</sup> | Vintage Wine Estates Inc. | 23842 | 79 |
|  | PetMed Express Inc. | 3132 | 62 |
| <sup>\*,1</sup> | AppHarvest Inc. | 64197 | 58 |
| <sup>\*</sup> | SunOpta Inc. | 5567 | 52 |
| <sup>\*</sup> | Boxed Inc. | 48860 | 18 |
|  | Natural Grocers by Vitamin Cottage Inc. | 979 | 10 |
| <sup>\*,1</sup> | Tattooed Chef Inc. | 2059 | 3 |
|  |  |  | **27969** |
| **Energy (5.5%)** | **Energy (5.5%)** | **Energy (5.5%)** | **Energy (5.5%)** |
|  | Helmerich & Payne Inc. | 88904 | 4541 |
|  | Civitas Resources Inc. | 63853 | 4301 |
|  | Murphy Oil Corp. | 71882 | 3393 |
| <sup>\*</sup> | Peabody Energy Corp. | 101769 | 3251 |
|  | California Resources Corp. | 65728 | 2983 |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | CNX Resources Corp. | 153499 | 2666 |
|  | PBF Energy Inc. Class A | 64722 | 2574 |
|  | Arcosa Inc. | 42001 | 2566 |
|  | Equitrans Midstream Corp. | 270520 | 2270 |
|  | Chord Energy Corp. | 14628 | 2231 |
| <sup>\*</sup> | Golar LNG Ltd. | 82553 | 2070 |
| <sup>\*</sup> | Noble Corp. plc | 52366 | 1944 |
| <sup>\*</sup> | Green Plains Inc. | 45932 | 1587 |
|  | Permian resources Corp. Class A | 154855 | 1573 |
|  | World Fuel Services Corp. | 53088 | 1510 |
|  | Warrior Met Coal Inc. | 39773 | 1464 |
| <sup>\*</sup> | NOW Inc. | 95777 | 1195 |
| <sup>\*</sup> | Expro Group Holdings NV | 67471 | 1172 |
| <sup>\*</sup> | Tidewater Inc. | 36975 | 1124 |
|  | Patterson-UTI Energy Inc. | 59525 | 1068 |
|  | Archrock Inc. | 116010 | 1010 |
| <sup>\*</sup> | ProPetro Holding Corp. | 76100 | 836 |
| <sup>\*</sup> | Diamond Offshore Drilling Inc. | 86587 | 829 |
| <sup>\*</sup> | Helix Energy Solutions Group Inc. | 124330 | 793 |
| <sup>\*</sup> | Dril-Quip Inc. | 29268 | 689 |
|  | SunCoke Energy Inc. | 71930 | 609 |
| <sup>\*</sup> | Bristow Group Inc. | 20027 | 521 |
|  | Berry Corp. | 55680 | 502 |
|  | Select Energy Services Inc. Class A | 61275 | 502 |
| <sup>1</sup> | Kinetik Holdings Inc. Class A | 13745 | 468 |
| <sup>\*</sup> | Borr Drilling Ltd. | 90985 | 425 |
| <sup>\*</sup> | REX American Resources Corp. | 13584 | 401 |
| <sup>\*</sup> | Gevo Inc. | 169171 | 369 |
| <sup>\*</sup> | Oil States International Inc. | 53417 | 361 |
| <sup>\*</sup> | Centrus Energy Corp. Class A | 9118 | 346 |
| <sup>\*,1</sup> | EVgo Inc. | 51338 | 329 |
|  | Northern Oil and Gas Inc. | 8722 | 317 |
| <sup>\*</sup> | FuelCell Energy Inc. | 90951 | 315 |
| <sup>\*</sup> | Newpark Resources Inc. | 75382 | 302 |
| <sup>\*</sup> | Callon Petroleum Co. | 7153 | 300 |
| <sup>\*</sup> | Solid Power Inc. | 68262 | 251 |
| <sup>\*</sup> | DMC Global Inc. | 11865 | 218 |
| <sup>\*</sup> | National Energy Services Reunited Corp. | 32424 | 207 |
| <sup>\*</sup> | Nabors Industries Ltd. (XNYS) | 1151 | 182 |
| <sup>\*</sup> | ProFrac Holding Corp. Class A | 7517 | 177 |
|  | NACCO Industries Inc. Class A | 3523 | 159 |
| <sup>\*</sup> | Aemetis Inc. | 25536 | 141 |
| <sup>\*</sup> | Oceaneering International Inc. | 8899 | 135 |
|  | CONSOL Energy Inc. | 1688 | 131 |
| <sup>\*,1</sup> | Ring Energy Inc. | 43567 | 118 |
|  | Riley Exploration Permian Inc. | 3262 | 106 |
| <sup>\*</sup> | W&T Offshore Inc. | 13688 | 94 |
| <sup>\*</sup> | Stem Inc. | 6527 | 85 |
| <sup>\*</sup> | Amplify Energy Corp. | 6852 | 57 |
| <sup>\*</sup> | Volta Inc. | 103235 | 51 |
| <sup>\*</sup> | NextDecade Corp. | 4360 | 24 |
| <sup>\*</sup> | ESS Tech Inc. | 6854 | 22 |
|  |  |  | **57865** |
| **Financials (28.7%)** | **Financials (28.7%)** | **Financials (28.7%)** | **Financials (28.7%)** |
|  | SouthState Corp. | 64842 | 5696 |
|  | Selective Insurance Group Inc. | 51595 | 4959 |
|  | Glacier Bancorp Inc. | 83716 | 4847 |
|  | Old National Bancorp | 253326 | 4841 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | United Bankshares Inc. | 112725 | 4835 |
|  | Valley National Bancorp | 373815 | 4733 |
|  | Cadence Bank | 147726 | 4260 |
|  | Home BancShares Inc. | 163992 | 4174 |
|  | Hancock Whitney Corp. | 74372 | 4079 |
|  | Blackstone Mortgage Trust Inc. Class A | 147033 | 3716 |
|  | Essent Group Ltd. | 91098 | 3652 |
|  | Independent Bank Corp. (XNGS) | 39532 | 3578 |
|  | United Community Banks Inc. | 91700 | 3574 |
|  | First Interstate BancSystem Inc. Class A | 78874 | 3440 |
|  | CVB Financial Corp. | 116704 | 3347 |
|  | UMB Financial Corp. | 38106 | 3259 |
|  | Associated Banc-Corp. | 129076 | 3175 |
|  | Ameris Bancorp | 57187 | 3024 |
|  | Community Bank System Inc. | 46105 | 3003 |
|  | Pacific Premier Bancorp Inc. | 80802 | 2986 |
|  | Cathay General Bancorp | 62093 | 2885 |
| <sup>\*</sup> | Mr Cooper Group Inc. | 60897 | 2750 |
|  | Radian Group Inc. | 140061 | 2741 |
|  | WSFS Financial Corp. | 55498 | 2692 |
|  | Fulton Financial Corp. | 140265 | 2608 |
| <sup>\*</sup> | Texas Capital Bancshares Inc. | 43291 | 2597 |
|  | American Equity Investment Life Holding Co. | 62716 | 2541 |
|  | BankUnited Inc. | 67172 | 2467 |
|  | Jackson Financial Inc. Class A | 66016 | 2466 |
|  | Simmons First National Corp. Class A | 105895 | 2458 |
|  | International Bancshares Corp. | 46402 | 2444 |
|  | Columbia Banking System Inc. | 68272 | 2325 |
|  | CNO Financial Group Inc. | 98674 | 2317 |
|  | Atlantic Union Bankshares Corp. | 64557 | 2303 |
|  | First BanCorp (XNYS) | 148184 | 2279 |
|  | First Merchants Corp. | 49376 | 2183 |
| <sup>\*</sup> | Genworth Financial Inc. Class A | 433259 | 2179 |
|  | First Financial Bancorp | 80341 | 2123 |
| <sup>\*</sup> | Enstar Group Ltd. | 9737 | 2123 |
|  | Arbor Realty Trust Inc. | 142490 | 2120 |
|  | Piper Sandler Cos. | 14752 | 2119 |
|  | Eastern Bankshares Inc. | 107080 | 2100 |
|  | Banner Corp. | 29466 | 2081 |
|  | WesBanco Inc. | 50370 | 2037 |
|  | Independent Bank Group Inc. | 30873 | 2036 |
|  | Washington Federal Inc. | 56124 | 1980 |
|  | Trustmark Corp. | 53069 | 1941 |
|  | Renasant Corp. | 47226 | 1925 |
|  | Towne Bank | 58362 | 1885 |
|  | Park National Corp. | 12379 | 1873 |
|  | Seacoast Banking Corp. of Florida | 52354 | 1800 |
| <sup>\*</sup> | Axos Financial Inc. | 44800 | 1797 |
|  | Heartland Financial USA Inc. | 35440 | 1729 |
|  | NBT Bancorp Inc. | 36170 | 1670 |
|  | Northwest Bancshares Inc. | 104806 | 1602 |
|  | Navient Corp. | 96404 | 1597 |
|  | Enterprise Financial Services Corp. | 30442 | 1593 |
|  | FirstCash Holdings Inc. | 16700 | 1567 |
|  | Apollo Commercial Real Estate Finance Inc. | 121051 | 1496 |
|  | First Bancorp (XNGS) | 30658 | 1491 |
|  | TriCo Bancshares | 26953 | 1469 |
| <sup>\*</sup> | NMI Holdings Inc. Class A | 67176 | 1446 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | PennyMac Financial Services Inc. | 24113 | 1439 |
| <sup>\*</sup> | Cannae Holdings Inc. | 61603 | 1427 |
|  | Bank of NT Butterfield & Son Ltd. | 40616 | 1413 |
|  | Provident Financial Services Inc. | 62687 | 1412 |
|  | Chimera Investment Corp. | 205049 | 1405 |
| <sup>1</sup> | Claros Mortgage Trust Inc. | 79567 | 1375 |
| <sup>\*</sup> | StoneX Group Inc. | 13525 | 1372 |
|  | Horace Mann Educators Corp. | 35528 | 1371 |
|  | Hope Bancorp Inc. | 100289 | 1366 |
|  | FB Financial Corp. | 31217 | 1336 |
|  | Stellar Bancorp Inc. | 39329 | 1330 |
|  | Sandy Spring Bancorp Inc. | 37769 | 1315 |
|  | City Holding Co. | 12733 | 1298 |
|  | Eagle Bancorp Inc. | 27463 | 1295 |
|  | Hilltop Holdings Inc. | 43253 | 1289 |
|  | S&T Bancorp Inc. | 33812 | 1265 |
|  | Veritex Holdings Inc. | 38670 | 1263 |
|  | Nelnet Inc. Class A | 12633 | 1245 |
|  | Two Harbors Investment Corp. | 74752 | 1226 |
|  | Moelis & Co. Class A | 27745 | 1199 |
|  | BGC Partners Inc. Class A | 277868 | 1198 |
|  | First Commonwealth Financial Corp. | 80790 | 1189 |
|  | Berkshire Hills Bancorp Inc. | 38027 | 1186 |
|  | OceanFirst Financial Corp. | 50293 | 1175 |
|  | OFG Bancorp | 40536 | 1174 |
|  | First Busey Corp. | 44677 | 1165 |
| <sup>\*</sup> | PRA Group Inc. | 33086 | 1138 |
|  | Safety Insurance Group Inc. | 12289 | 1127 |
|  | Employers Holdings Inc. | 23502 | 1092 |
| <sup>\*</sup> | Enova International Inc. | 26911 | 1086 |
|  | National Bank Holdings Corp. Class A | 23322 | 1085 |
|  | Ladder Capital Corp. Class A | 97499 | 1082 |
|  | Virtus Investment Partners Inc. | 5515 | 1070 |
|  | Compass Diversified Holdings | 54044 | 1057 |
|  | Franklin BSP Realty Trust Inc. REIT | 72154 | 1053 |
|  | Westamerica BanCorp | 16906 | 1044 |
| <sup>\*</sup> | Encore Capital Group Inc. | 20450 | 1031 |
|  | Federal Agricultural Mortgage Corp. Class C | 8174 | 1029 |
|  | Stewart Information Services Corp. | 23054 | 1020 |
|  | Dime Community Bancshares Inc. | 28316 | 1010 |
|  | Tompkins Financial Corp. | 12051 | 1007 |
|  | Lakeland Bancorp Inc. | 53839 | 1006 |
|  | MFA Financial Inc. REIT | 88306 | 987 |
|  | Heritage Financial Corp. | 29938 | 985 |
|  | AMERISAFE Inc. | 16404 | 974 |
|  | PennyMac Mortgage Investment Trust | 62884 | 960 |
|  | German American Bancorp Inc. | 23971 | 956 |
|  | Southside Bancshares Inc. | 26296 | 956 |
|  | Capitol Federal Financial Inc. | 111805 | 936 |
|  | ProAssurance Corp. | 46325 | 926 |
|  | New York Mortgage Trust Inc. | 328111 | 922 |
|  | Brookline Bancorp Inc. | 64521 | 918 |
|  | Premier Financial Corp. | 30685 | 895 |
| <sup>\*</sup> | MoneyGram International Inc. | 81428 | 889 |
|  | Cowen Inc. Class A | 22734 | 879 |
|  | Preferred Bank | 11432 | 864 |
| <sup>\*</sup> | LendingClub Corp. | 83498 | 861 |
|  | Ready Capital Corp. | 63397 | 850 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | ConnectOne Bancorp Inc. | 32220 | 845 |
| <sup>\*</sup> | Customers Bancorp Inc. | 26183 | 845 |
|  | Mercury General Corp. | 23108 | 838 |
| <sup>\*,1</sup> | Lemonade Inc. | 41024 | 814 |
|  | KKR Real Estate Finance Trust Inc. | 48977 | 811 |
|  | Redwood Trust Inc. | 101914 | 805 |
|  | 1st Source Corp. | 13863 | 792 |
|  | Origin Bancorp Inc. | 19281 | 789 |
|  | Pathward Financial Inc. | 17858 | 777 |
| <sup>\*</sup> | Nicolet Bankshares Inc. | 9380 | 776 |
|  | Banc of California Inc. | 45309 | 769 |
|  | James River Group Holdings Ltd. | 31510 | 757 |
| <sup>\*</sup> | Triumph Bancorp Inc. | 12609 | 754 |
|  | Walker & Dunlop Inc. | 8369 | 747 |
|  | Argo Group International Holdings Ltd. | 27185 | 739 |
|  | Washington Trust Bancorp Inc. | 14830 | 738 |
|  | Peoples Bancorp Inc. | 24232 | 727 |
|  | QCR Holdings Inc. | 13760 | 724 |
|  | Heritage Commerce Corp. | 50503 | 718 |
|  | Univest Financial Corp. | 25092 | 708 |
|  | Amerant Bancorp Inc. | 23882 | 704 |
|  | Hanmi Financial Corp. | 25981 | 703 |
|  | BancFirst Corp. | 6726 | 686 |
|  | Ellington Financial Inc. | 48834 | 666 |
|  | Community Trust Bancorp Inc. | 13491 | 646 |
|  | Old Second Bancorp Inc. | 37016 | 646 |
|  | Enact Holdings Inc. | 25796 | 640 |
| <sup>\*</sup> | Ambac Financial Group Inc. | 38563 | 627 |
|  | TrustCo Bank Corp. NY | 16046 | 623 |
|  | Artisan Partners Asset Management Inc. Class A | 17801 | 618 |
|  | First Foundation Inc. | 43970 | 616 |
|  | Peapack-Gladstone Financial Corp. | 14881 | 613 |
| <sup>\*,1</sup> | Marathon Digital Holdings Inc. | 96450 | 610 |
|  | ARMOUR Residential REIT Inc. | 101085 | 594 |
|  | Northfield Bancorp Inc. | 37065 | 591 |
|  | CBL & Associates Properties Inc. | 19120 | 583 |
| <sup>\*</sup> | Bancorp Inc. | 19396 | 581 |
|  | First Bancorp Inc. (XNMS) | 16855 | 576 |
|  | Brightspire Capital Inc. Class A | 80252 | 573 |
|  | Horizon Bancorp Inc. | 34622 | 563 |
|  | United Fire Group Inc. | 18350 | 561 |
|  | HarborOne Bancorp Inc. | 38292 | 560 |
|  | First Mid Bancshares Inc. | 15972 | 553 |
| <sup>\*</sup> | CrossFirst Bankshares Inc. | 39835 | 553 |
|  | Camden National Corp. | 12551 | 549 |
| <sup>\*,1</sup> | Riot Blockchain Inc. | 116175 | 540 |
|  | Cambridge Bancorp | 5964 | 530 |
| <sup>\*</sup> | Metropolitan Bank Holding Corp. | 8250 | 524 |
| <sup>\*</sup> | MBIA Inc. | 41127 | 523 |
|  | Bank First Corp. | 5491 | 522 |
|  | First Community Bankshares Inc. | 13927 | 515 |
|  | Great Southern Bancorp Inc. | 8175 | 512 |
|  | Flushing Financial Corp. | 24381 | 509 |
|  | Kearny Financial Corp. | 51736 | 500 |
|  | Midland States Bancorp Inc. | 18511 | 498 |
|  | Dynex Capital Inc. | 37574 | 492 |
|  | Central Pacific Financial Corp. | 23149 | 491 |
|  | Equity Bancshares Inc. Class A | 13271 | 485 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Bank of Marin Bancorp | 13429 | 482 |
|  | Byline Bancorp Inc. | 21066 | 480 |
| <sup>\*</sup> | SiriusPoint Ltd. | 72514 | 473 |
|  | iStar Inc. | 58466 | 469 |
|  | First Financial Corp. | 9745 | 468 |
| <sup>\*</sup> | Assetmark Financial Holdings Inc. | 18528 | 461 |
|  | Broadmark Realty Capital Inc. | 113333 | 461 |
|  | Mercantile Bank Corp. | 13206 | 460 |
|  | TPG RE Finance Trust Inc. | 60622 | 449 |
| <sup>\*</sup> | EZCorp. Inc. Class A | 43234 | 433 |
|  | Arrow Financial Corp. | 12189 | 429 |
|  | Business First Bancshares Inc. | 18198 | 428 |
| <sup>\*</sup> | Columbia Financial Inc. | 19369 | 428 |
|  | Independent Bank Corp. | 17299 | 425 |
|  | MidWestOne Financial Group Inc. | 12148 | 424 |
|  | National Western Life Group Inc. Class A | 1996 | 421 |
|  | HomeStreet Inc. | 15370 | 420 |
|  | Farmers National Banc Corp. | 26968 | 410 |
|  | Capital City Bank Group Inc. | 11618 | 409 |
|  | SmartFinancial Inc. | 13558 | 406 |
|  | Mid Penn Bancorp Inc. | 12303 | 406 |
|  | Banco Latinoamericano de Comercio Exterior SA Class E | 23915 | 394 |
|  | Invesco Mortgage Capital REIT | 29896 | 393 |
| <sup>\*</sup> | Carter Bankshares Inc. | 20895 | 387 |
|  | Bar Harbor Bankshares | 12698 | 384 |
|  | First of Long Island Corp. | 19379 | 377 |
|  | CNB Financial Corp. | 13852 | 354 |
|  | Southern Missouri Bancorp Inc. | 6727 | 349 |
|  | American National Bankshares Inc. | 8975 | 346 |
|  | Merchants Bancorp | 13499 | 345 |
|  | Hingham Institution for Savings | 1172 | 344 |
|  | Peoples Financial Services Corp. | 6022 | 343 |
|  | Republic Bancorp Inc. Class A | 7711 | 340 |
|  | Financial Institutions Inc. | 13014 | 330 |
|  | Orchid Island Capital Inc. REIT | 30107 | 327 |
|  | Capstar Financial Holdings Inc. | 17880 | 320 |
|  | Citizens & Northern Corp. | 12985 | 319 |
| <sup>\*</sup> | Southern First Bancshares Inc. | 6446 | 319 |
|  | Amalgamated Financial Corp. | 11941 | 318 |
| <sup>\*</sup> | Professional Holding Corp. Class A | 10309 | 309 |
|  | Shore Bancshares Inc. | 15357 | 306 |
|  | Alerus Financial Corp. | 12915 | 306 |
|  | Civista Bancshares Inc. | 13081 | 299 |
| <sup>\*</sup> | Blue Foundry Bancorp | 22762 | 298 |
|  | Tiptree Inc. | 21057 | 292 |
|  | Victory Capital Holdings Inc. Class A | 10033 | 291 |
| <sup>\*</sup> | Oscar Health Inc. Class A | 101182 | 291 |
|  | John Marshall Bancorp Inc. | 10021 | 290 |
|  | Oppenheimer Holdings Inc. Class A | 6936 | 289 |
|  | Granite Point Mortgage Trust Inc. | 44879 | 288 |
|  | Stock Yards Bancorp Inc. | 3875 | 287 |
|  | RBB Bancorp | 12649 | 284 |
|  | Enterprise Bancorp Inc. | 8051 | 282 |
|  | ACNB Corp. | 7153 | 281 |
|  | Waterstone Financial Inc. | 16408 | 275 |
|  | Metrocity Bankshares Inc. | 12238 | 275 |
|  | Home Bancorp Inc. | 6332 | 272 |
|  | Summit Financial Group Inc. | 9593 | 272 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | West BanCorp. Inc. | 11312 | 272 |
|  | First Bancorp Inc. (XNGS) | 8569 | 269 |
|  | First Business Financial Services Inc. | 6936 | 266 |
|  | South Plains Financial Inc. | 8572 | 265 |
| <sup>\*</sup> | Bridgewater Bancshares Inc. | 13696 | 264 |
|  | Sierra Bancorp | 12148 | 263 |
|  | Guaranty Bancshares Inc. | 7263 | 259 |
|  | HomeTrust Bancshares Inc. | 10117 | 259 |
|  | Macatawa Bank Corp. | 23173 | 257 |
|  | AFC Gamma Inc. | 13998 | 245 |
|  | Northeast Bank | 5702 | 241 |
|  | Orrstown Financial Services Inc. | 8954 | 241 |
|  | Primis Financial Corp. | 19177 | 237 |
|  | BCB Bancorp Inc. | 12442 | 235 |
|  | PCSB Financial Corp. | 10744 | 215 |
| <sup>\*</sup> | First Western Financial Inc. | 7055 | 214 |
|  | Farmers & Merchants Bancorp Inc. | 7380 | 212 |
|  | First Bank | 13779 | 211 |
|  | MVB Financial Corp. | 8811 | 210 |
| <sup>\*</sup> | Third Coast Bancshares Inc. | 10703 | 210 |
|  | Universal Insurance Holdings Inc. | 18639 | 205 |
|  | Colony Bankcorp Inc. | 14657 | 201 |
| <sup>\*</sup> | Hippo Holdings Inc. | 13474 | 201 |
|  | First Internet Bancorp | 7696 | 200 |
|  | Donegal Group Inc. Class A | 13357 | 199 |
| <sup>\*</sup> | FVCBankcorp Inc. | 10087 | 199 |
|  | Red River Bancshares Inc. | 3758 | 197 |
|  | Parke Bancorp Inc. | 9028 | 196 |
|  | Live Oak Bancshares Inc. | 5787 | 193 |
|  | PCB Bancorp | 10386 | 193 |
|  | Capital Bancorp Inc. | 7764 | 193 |
|  | Blue Ridge Bankshares Inc. | 14779 | 193 |
|  | Regional Management Corp. | 6518 | 192 |
|  | BayCom Corp. | 10074 | 191 |
|  | Five Star Bancorp | 7051 | 190 |
|  | Unity Bancorp Inc. | 6315 | 180 |
|  | HBT Financial Inc. | 9167 | 180 |
| <sup>\*</sup> | Greenlight Capital Re Ltd. Class A | 22008 | 172 |
|  | Luther Burbank Corp. | 13029 | 155 |
| <sup>\*</sup> | Silvergate Capital Corp. Class A | 5590 | 153 |
|  | Bankwell Financial Group Inc. | 5115 | 151 |
|  | Investors Title Co. | 962 | 148 |
|  | Lakeland Financial Corp. | 1734 | 137 |
|  | Nexpoint Real Estate Finance Inc. | 6966 | 131 |
| <sup>\*</sup> | Oportun Financial Corp. | 23550 | 130 |
| <sup>\*</sup> | USCB Financial Holdings Inc. | 9136 | 121 |
|  | First Guaranty Bancshares Inc. | 4624 | 116 |
|  | Sculptor Capital Management Inc. Class A | 11500 | 116 |
| <sup>\*</sup> | Pioneer Bancorp Inc. | 9854 | 116 |
| <sup>\*</sup> | Republic First Bancorp Inc. | 42612 | 109 |
| <sup>\*</sup> | NI Holdings Inc. | 7799 | 105 |
| <sup>\*</sup> | Bakkt Holdings Inc. | 54052 | 96 |
| <sup>\*</sup> | Sterling Bancorp Inc. | 14486 | 93 |
|  | Provident Bancorp Inc. | 12355 | 86 |
|  | Crawford & Co. Class A | 13344 | 84 |
| <sup>\*</sup> | Goosehead Insurance Inc. Class A | 1977 | 80 |
|  | Chicago Atlantic Real Estate Finance Inc. | 4664 | 76 |
| <sup>\*</sup> | World Acceptance Corp. | 1054 | 75 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Angel Oak Mortgage Inc. | 10180 | 74 |
| <sup>\*</sup> | Consumer Portfolio Services Inc. | 8115 | 70 |
| <sup>\*</sup> | Velocity Financial LLC | 6607 | 67 |
|  | Associated Capital Group Inc. Class A | 1481 | 60 |
| <sup>\*</sup> | SWK Holdings Corp. | 3046 | 59 |
|  | Brookfield Business Corp. Class A | 2552 | 57 |
| <sup>\*</sup> | Trean Insurance Group Inc. | 19213 | 53 |
| <sup>\*</sup> | eHealth Inc. | 14516 | 52 |
| <sup>\*</sup> | Root Inc. | 6540 | 48 |
| <sup>\*</sup> | Finance of America Cos. Inc. Class A | 32749 | 45 |
|  | Brightsphere Investment Group Inc. | 2113 | 43 |
|  | GCM Grosvenor Inc. Class A | 4874 | 43 |
| <sup>\*</sup> | Doma Holdings Inc. | 104875 | 41 |
|  | Esquire Financial Holdings Inc. | 867 | 39 |
| <sup>\*</sup> | Sunlight Financial Holdings Inc. | 20532 | 37 |
| <sup>\*</sup> | Rigetti Computing Inc. | 27090 | 35 |
| <sup>\*</sup> | OppFi Inc. | 11435 | 28 |
|  | Perella Weinberg Partners Class A | 2427 | 23 |
| <sup>\*</sup> | MarketWise Inc. | 11338 | 22 |
|  | Curo Group Holdings Corp. | 4244 | 15 |
|  | Silvercrest Asset Management Group Inc. Class A | 555 | 11 |
|  | Home Point Capital Inc. | 6678 | 11 |
|  | Flagstar Bancorp Inc. | 141 | 5 |
|  | Value Line Inc. | 44 | 2 |
|  |  |  | **302341** |
| **Health Care (10.0%)** | **Health Care (10.0%)** | **Health Care (10.0%)** | **Health Care (10.0%)** |
| <sup>\*</sup> | 1Life Healthcare Inc. | 156139 | 2653 |
| <sup>\*</sup> | Prestige Consumer Healthcare Inc. | 43124 | 2650 |
| <sup>\*</sup> | Integer Holdings Corp. | 28690 | 2132 |
| <sup>\*</sup> | Pacific Biosciences of California Inc. | 196388 | 2111 |
| <sup>\*</sup> | Sage Therapeutics Inc. | 44776 | 1838 |
| <sup>\*</sup> | Vir Biotechnology Inc. | 62909 | 1775 |
| <sup>\*</sup> | Veracyte Inc. | 62359 | 1730 |
| <sup>\*</sup> | Arcus Biosciences Inc. | 44711 | 1572 |
| <sup>\*</sup> | Supernus Pharmaceuticals Inc. | 42341 | 1555 |
| <sup>\*</sup> | Xencor Inc. | 50048 | 1487 |
| <sup>\*</sup> | Agios Pharmaceuticals Inc. | 47338 | 1427 |
| <sup>\*</sup> | Myriad Genetics Inc. | 69135 | 1401 |
| <sup>\*</sup> | AdaptHealth Corp. Class A | 62717 | 1399 |
| <sup>\*,1</sup> | AbCellera Biologics Inc. | 103171 | 1328 |
| <sup>\*</sup> | REVOLUTION Medicines Inc. | 55735 | 1315 |
| <sup>\*</sup> | NeoGenomics Inc. | 109685 | 1230 |
|  | Owens & Minor Inc. | 56534 | 1165 |
| <sup>\*</sup> | Intellia Therapeutics Inc. | 22366 | 1151 |
| <sup>\*</sup> | Celldex Therapeutics Inc. | 30979 | 1149 |
| <sup>\*</sup> | Pediatrix Medical Group Inc. | 71829 | 1148 |
| <sup>\*</sup> | Relay Therapeutics Inc. | 60338 | 1121 |
| <sup>\*</sup> | Avanos Medical Inc. | 40481 | 1089 |
| <sup>\*</sup> | Akero Therapeutics Inc. | 22414 | 1042 |
| <sup>\*</sup> | Recursion Pharmaceuticals Inc. Class A | 106496 | 1001 |
| <sup>\*</sup> | Chinook Therapeutics Inc. | 43647 | 989 |
| <sup>\*</sup> | Kymera Therapeutics Inc. | 32933 | 954 |
| <sup>\*</sup> | Krystal Biotech Inc. | 12136 | 943 |
| <sup>\*</sup> | Amylyx Pharmaceuticals Inc. | 24573 | 943 |
| <sup>\*</sup> | Addus HomeCare Corp. | 8166 | 901 |
| <sup>\*</sup> | MannKind Corp. | 190650 | 892 |
| <sup>\*</sup> | Kura Oncology Inc. | 54891 | 866 |
| <sup>\*</sup> | DICE Therapeutics Inc. | 24468 | 852 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Syndax Pharmaceuticals Inc. | 34759 | 833 |
| <sup>\*</sup> | Iovance Biotherapeutics Inc. | 129668 | 830 |
| <sup>\*</sup> | Ligand Pharmaceuticals Inc. | 11364 | 828 |
| <sup>\*</sup> | REGENXBIO Inc. | 34444 | 823 |
| <sup>\*</sup> | Adaptive Biotechnologies Corp. | 90466 | 794 |
| <sup>\*</sup> | Verve Therapeutics Inc. | 33082 | 768 |
| <sup>\*</sup> | Rocket Pharmaceuticals Inc. | 39609 | 748 |
| <sup>\*</sup> | American Well Corp. Class A | 201787 | 737 |
| <sup>\*</sup> | Replimune Group Inc. | 35747 | 732 |
| <sup>\*</sup> | Varex Imaging Corp. | 33176 | 705 |
| <sup>\*</sup> | Allogene Therapeutics Inc. | 71060 | 701 |
| <sup>\*</sup> | Crinetics Pharmaceuticals Inc. | 38865 | 694 |
| <sup>\*</sup> | Cogent Biosciences Inc. | 54751 | 689 |
| <sup>\*</sup> | Fulgent Genetics Inc. | 18465 | 670 |
|  | National HealthCare Corp. | 10789 | 665 |
| <sup>\*</sup> | Enanta Pharmaceuticals Inc. | 15063 | 660 |
| <sup>\*</sup> | BioCryst Pharmaceuticals Inc. | 49083 | 656 |
| <sup>\*</sup> | Editas Medicine Inc. Class A | 61386 | 651 |
| <sup>\*</sup> | EQRx Inc. | 172535 | 649 |
| <sup>\*</sup> | Lyell Immunopharma Inc. | 150060 | 632 |
| <sup>\*</sup> | AtriCure Inc. | 13718 | 625 |
| <sup>\*</sup> | 4D Molecular Therapeutics Inc. | 25696 | 621 |
| <sup>\*</sup> | Phreesia Inc. | 21977 | 611 |
| <sup>\*</sup> | PTC Therapeutics Inc. | 14604 | 606 |
| <sup>\*</sup> | Invitae Corp. | 202996 | 603 |
| <sup>\*</sup> | LivaNova plc | 10865 | 602 |
| <sup>\*</sup> | SpringWorks Therapeutics Inc. | 24099 | 583 |
| <sup>\*</sup> | ModivCare Inc. | 7497 | 577 |
| <sup>\*</sup> | BioLife Solutions Inc. | 26892 | 569 |
| <sup>\*</sup> | Vanda Pharmaceuticals Inc. | 49993 | 545 |
| <sup>\*</sup> | Ideaya Biosciences Inc. | 30406 | 544 |
| <sup>\*</sup> | Emergent BioSolutions Inc. | 43894 | 540 |
| <sup>\*</sup> | NextGen Healthcare Inc. | 25597 | 532 |
| <sup>\*</sup> | Health Catalyst Inc. | 50689 | 531 |
| <sup>\*</sup> | OPKO Health Inc. | 347467 | 521 |
| <sup>\*</sup> | Bluebird Bio Inc. | 66333 | 517 |
| <sup>\*</sup> | Mersana Therapeutics Inc. | 77361 | 515 |
| <sup>\*</sup> | Avidity Biosciences Inc. | 43779 | 510 |
| <sup>\*</sup> | Day One Biopharmaceuticals Inc. | 23762 | 504 |
| <sup>\*</sup> | Arcellx Inc. | 25293 | 504 |
| <sup>\*</sup> | Brookdale Senior Living Inc. | 159791 | 503 |
| <sup>\*</sup> | Bionano Genomics Inc. | 249584 | 502 |
| <sup>\*</sup> | 2seventy bio Inc. | 31956 | 501 |
| <sup>\*</sup> | Castle Biosciences Inc. | 21073 | 497 |
| <sup>\*</sup> | Accolade Inc. | 55679 | 492 |
| <sup>\*</sup> | AnaptysBio Inc. | 17723 | 490 |
| <sup>\*</sup> | HealthStream Inc. | 19272 | 489 |
| <sup>\*</sup> | Nurix Therapeutics Inc. | 39414 | 488 |
| <sup>\*</sup> | ImmunoGen Inc. | 93196 | 484 |
| <sup>\*</sup> | Multiplan Corp. | 324824 | 484 |
| <sup>\*</sup> | Merit Medical Systems Inc. | 6699 | 482 |
| <sup>\*</sup> | Sharecare Inc. | 252487 | 482 |
| <sup>\*</sup> | Nuvalent Inc. Class A | 14546 | 478 |
|  | Healthcare Services Group Inc. | 33259 | 464 |
| <sup>\*</sup> | Inovio Pharmaceuticals Inc. | 223731 | 456 |
| <sup>\*</sup> | ANI Pharmaceuticals Inc. | 10796 | 453 |
| <sup>\*</sup> | Cara Therapeutics Inc. | 38285 | 452 |
|  | Patterson Cos. Inc. | 15877 | 452 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Immunovant Inc. | 34365 | 451 |
| <sup>\*</sup> | Caribou Biosciences Inc. | 48136 | 448 |
| <sup>\*</sup> | MaxCyte Inc. | 74403 | 446 |
| <sup>\*</sup> | Adicet Bio Inc. | 24336 | 442 |
| <sup>\*</sup> | Deciphera Pharmaceuticals Inc. | 27595 | 439 |
| <sup>\*</sup> | Nektar Therapeutics Class A | 155222 | 435 |
| <sup>\*</sup> | Erasca Inc. | 55528 | 419 |
| <sup>\*</sup> | CTI BioPharma Corp. | 69470 | 418 |
| <sup>\*</sup> | AngioDynamics Inc. | 32171 | 417 |
| <sup>\*</sup> | Inogen Inc. | 18651 | 416 |
| <sup>\*</sup> | Anika Therapeutics Inc. | 13159 | 415 |
| <sup>\*</sup> | iTeos Therapeutics Inc. | 20185 | 407 |
| <sup>\*</sup> | Design Therapeutics Inc. | 28970 | 406 |
| <sup>\*</sup> | Twist Bioscience Corp. | 14701 | 402 |
| <sup>\*</sup> | Sangamo Therapeutics Inc. | 108773 | 398 |
| <sup>\*</sup> | 23andMe Holding Co. Class A | 127494 | 389 |
| <sup>\*,1</sup> | Nano-X Imaging Ltd. | 35777 | 381 |
| <sup>\*</sup> | Sana Biotechnology Inc. | 76147 | 380 |
| <sup>\*</sup> | Computer Programs and Systems Inc. | 12562 | 372 |
| <sup>\*</sup> | Community Health Systems Inc. | 108098 | 371 |
| <sup>\*</sup> | Butterfly Network Inc. | 113712 | 367 |
| <sup>\*</sup> | Sorrento Therapeutics Inc. | 277659 | 361 |
| <sup>\*</sup> | Kezar Life Sciences Inc. | 44713 | 349 |
|  | Select Medical Holdings Corp. | 13949 | 343 |
| <sup>\*</sup> | MacroGenics Inc. | 53012 | 341 |
| <sup>\*</sup> | Quanterix Corp. | 25438 | 338 |
| <sup>\*</sup> | Imago Biosciences Inc. | 9310 | 332 |
| <sup>\*</sup> | Sutro Biopharma Inc. | 43769 | 328 |
| <sup>\*</sup> | Atara Biotherapeutics Inc. | 71682 | 325 |
| <sup>\*</sup> | Cullinan Oncology Inc. | 25960 | 323 |
| <sup>\*</sup> | Dyne Therapeutics Inc. | 27226 | 319 |
| <sup>\*</sup> | Bridgebio Pharma Inc. | 33872 | 317 |
| <sup>\*</sup> | PMV Pharmaceuticals Inc. | 31617 | 316 |
| <sup>\*</sup> | SomaLogic Inc. | 112349 | 315 |
| <sup>\*</sup> | OraSure Technologies Inc. | 61687 | 311 |
| <sup>\*</sup> | MiMedx Group Inc. | 95415 | 310 |
| <sup>\*</sup> | C4 Therapeutics Inc. | 36166 | 310 |
| <sup>\*</sup> | Protagonist Therapeutics Inc. | 38904 | 308 |
| <sup>\*</sup> | Atea Pharmaceuticals Inc. | 65490 | 307 |
| <sup>\*</sup> | Cue Health Inc. | 94195 | 301 |
| <sup>\*</sup> | Orthofix Medical Inc. | 16677 | 300 |
| <sup>\*</sup> | Tango Therapeutics Inc. | 39467 | 296 |
| <sup>\*</sup> | LifeStance Health Group Inc. | 57724 | 294 |
| <sup>\*</sup> | ADMA Biologics Inc. | 87302 | 292 |
| <sup>\*</sup> | Cytokinetics Inc. | 6756 | 287 |
| <sup>\*</sup> | Seer Inc. Class A | 44344 | 286 |
| <sup>\*</sup> | Inari Medical Inc. | 3695 | 272 |
| <sup>\*</sup> | Bioxcel Therapeutics Inc. | 16162 | 268 |
| <sup>\*</sup> | Tarsus Pharmaceuticals Inc. | 15966 | 268 |
| <sup>\*</sup> | Nkarta Inc. | 27816 | 236 |
| <sup>\*</sup> | SeaSpine Holdings Corp. | 30843 | 231 |
| <sup>\*</sup> | Edgewise Therapeutics Inc. | 25568 | 229 |
|  | Embecta Corp. | 6776 | 223 |
| <sup>\*</sup> | Generation Bio Co. | 41050 | 219 |
| <sup>\*</sup> | Geron Corp. (XNGS) | 93405 | 217 |
| <sup>\*</sup> | Cardiovascular Systems Inc. | 15365 | 215 |
| <sup>\*</sup> | Kodiak Sciences Inc. | 28208 | 208 |
| <sup>\*</sup> | Monte Rosa Therapeutics Inc. | 24256 | 206 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | CareMax Inc. | 51196 | 203 |
| <sup>\*</sup> | Fulcrum Therapeutics Inc. | 29536 | 202 |
| <sup>\*</sup> | Cincor Pharma Inc. | 17150 | 202 |
| <sup>\*</sup> | ALX Oncology Holdings Inc. | 18108 | 201 |
| <sup>\*</sup> | Janux Therapeutics Inc. | 14520 | 198 |
| <sup>\*</sup> | Allovir Inc. | 26260 | 197 |
| <sup>\*</sup> | OmniAb Inc. | 55678 | 197 |
| <sup>\*</sup> | Kinnate Biopharma Inc. | 24717 | 196 |
| <sup>\*</sup> | Nuvation Bio Inc. | 100594 | 192 |
| <sup>\*</sup> | Sight Sciences Inc. | 16496 | 184 |
| <sup>\*</sup> | Quantum-Si Inc. | 77208 | 184 |
| <sup>\*</sup> | Century Therapeutics Inc. | 17036 | 179 |
| <sup>\*</sup> | HilleVax Inc. | 8822 | 176 |
| <sup>\*</sup> | Bright Health Group Inc. | 163260 | 161 |
| <sup>\*</sup> | Biohaven Ltd. | 10180 | 161 |
| <sup>\*</sup> | Zimvie Inc. | 17615 | 157 |
| <sup>\*</sup> | 908 Devices Inc. | 14581 | 156 |
| <sup>\*</sup> | MeiraGTx Holdings plc | 25130 | 155 |
| <sup>\*</sup> | Viridian Therapeutics Inc. | 6130 | 155 |
| <sup>\*</sup> | Reata Pharmaceuticals Inc. Class A | 3867 | 153 |
| <sup>\*</sup> | Aerovate Therapeutics Inc. | 7772 | 146 |
| <sup>\*</sup> | Stoke Therapeutics Inc. | 18987 | 143 |
| <sup>\*</sup> | Surgery Partners Inc. | 5008 | 142 |
| <sup>\*</sup> | Berkeley Lights Inc. | 47205 | 139 |
| <sup>\*</sup> | FibroGen Inc. | 9237 | 133 |
| <sup>\*</sup> | Neogen Corp. | 7422 | 123 |
| <sup>\*</sup> | Rapt Therapeutics Inc. | 6766 | 120 |
| <sup>\*</sup> | Hims & Hers Health Inc. | 19309 | 120 |
| <sup>\*</sup> | Arbutus Biopharma Corp. | 48879 | 115 |
| <sup>\*</sup> | Morphic Holding Inc. | 4189 | 115 |
| <sup>\*</sup> | KalVista Pharmaceuticals Inc. | 20696 | 112 |
| <sup>\*</sup> | Absci Corp. | 44530 | 111 |
| <sup>\*</sup> | Travere Thrapeutics Inc. | 5273 | 106 |
| <sup>\*</sup> | PepGen Inc. | 6621 | 99 |
| <sup>\*</sup> | Vaxart Inc. | 83147 | 98 |
| <sup>\*</sup> | Invivyd Inc. | 43434 | 98 |
| <sup>\*</sup> | Singular Genomics Systems Inc. | 47113 | 96 |
| <sup>\*</sup> | Lexicon Pharmaceuticals Inc. | 44519 | 95 |
| <sup>\*</sup> | Theseus Pharmaceuticals Inc. | 14342 | 94 |
| <sup>\*</sup> | Innovage Holding Corp. | 14288 | 93 |
| <sup>\*</sup> | Tactile Systems Technology Inc. | 10634 | 91 |
| <sup>\*</sup> | Inotiv Inc. | 14979 | 90 |
| <sup>\*</sup> | Athira Pharma Inc. | 28709 | 89 |
| <sup>\*,1</sup> | ImmunityBio Inc. | 15838 | 87 |
| <sup>\*</sup> | VBI Vaccines Inc. | 162897 | 85 |
| <sup>\*</sup> | Artivion Inc. | 6105 | 78 |
| <sup>\*</sup> | Instil Bio Inc. | 58847 | 78 |
| <sup>\*</sup> | Tyra Biosciences Inc. | 11107 | 78 |
| <sup>\*</sup> | Alphatec Holdings Inc. | 7419 | 76 |
| <sup>\*</sup> | NGM Biopharmaceuticals Inc. | 13801 | 76 |
| <sup>\*</sup> | Kronos Bio Inc. | 39669 | 75 |
| <sup>\*</sup> | Liquidia Corp. | 14748 | 74 |
| <sup>\*</sup> | Nautilus Biotechnology Inc. | 40235 | 73 |
| <sup>\*</sup> | ViewRay Inc. | 14185 | 68 |
| <sup>\*</sup> | Provention Bio Inc. | 7413 | 67 |
| <sup>\*</sup> | Praxis Precision Medicines Inc. | 28738 | 63 |
| <sup>\*</sup> | Icosavax Inc. | 18807 | 63 |
| <sup>\*</sup> | Tenaya Therapeutics Inc. | 23622 | 63 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Theravance Biopharma Inc. | 5725 | 62 |
| <sup>\*</sup> | Pear Therapeutics Inc. | 33544 | 62 |
| <sup>\*</sup> | Arcturus Therapeutics Holdings Inc. | 3274 | 60 |
| <sup>\*</sup> | PetIQ Inc. Class A | 4816 | 57 |
| <sup>\*</sup> | Sema4 Holdings Corp. | 133620 | 55 |
| <sup>\*</sup> | Chimerix Inc. | 23860 | 52 |
| <sup>\*</sup> | Keros Therapeutics Inc. | 1040 | 52 |
| <sup>\*</sup> | Bioventus Inc. Class A | 26734 | 52 |
| <sup>\*</sup> | Alpine Immune Sciences Inc. | 7290 | 46 |
| <sup>\*</sup> | Zentalis Pharmaceuticals Inc. | 2049 | 45 |
| <sup>\*</sup> | IGM Biosciences Inc. | 1935 | 43 |
| <sup>\*</sup> | Kiniksa Pharmaceuticals Ltd. Class A | 2428 | 41 |
| <sup>\*</sup> | P3 Health Partners Inc. | 8133 | 39 |
| <sup>\*</sup> | EyePoint Pharmaceuticals Inc. | 11894 | 38 |
| <sup>\*</sup> | NanoString Technologies Inc. | 4975 | 35 |
| <sup>\*</sup> | An2 Therapeutics Inc. | 3304 | 33 |
| <sup>\*</sup> | Jounce Therapeutics Inc. | 36453 | 32 |
| <sup>\*</sup> | Relmada Therapeutics Inc. | 6251 | 29 |
| <sup>\*</sup> | Talaris Therapeutics Inc. | 18957 | 28 |
| <sup>\*</sup> | Precigen Inc. | 14940 | 27 |
| <sup>\*</sup> | Aveanna Healthcare Holdings Inc. | 37679 | 26 |
| <sup>\*</sup> | Point Biopharma Global Inc. | 3828 | 26 |
| <sup>\*</sup> | Pardes Biosciences Inc. | 29237 | 26 |
| <sup>\*</sup> | Enochian Biosciences Inc. | 16703 | 25 |
| <sup>\*</sup> | ATI Physical Therapy Inc. | 63254 | 25 |
| <sup>\*</sup> | Alpha Teknova Inc. | 4881 | 23 |
|  | Utah Medical Products Inc. | 232 | 21 |
| <sup>\*</sup> | RxSight Inc. | 1474 | 19 |
| <sup>\*</sup> | Vera Therapeutics Inc. Class A | 1097 | 18 |
| <sup>\*</sup> | Rallybio Corp. | 2941 | 17 |
| <sup>\*</sup> | Eiger BioPharmaceuticals Inc. | 3561 | 16 |
| <sup>\*</sup> | Affimed NV | 5229 | 11 |
|  | Phibro Animal Health Corp. Class A | 847 | 10 |
| <sup>\*,1</sup> | Third Harmonic Bio Inc. | 400 | 8 |
| <sup>\*</sup> | Gelesis Holdings Inc. | 12429 | 5 |
| <sup>\*</sup> | VistaGen Therapeutics Inc. | 27443 | 4 |
| <sup>\*,1</sup> | Tricida Inc. | 11665 | 3 |
| <sup>\*</sup> | Science 37 Holdings Inc. | 4611 | 3 |
|  | Prime Medicine Inc. | 132 | 2 |
| <sup>\*,2</sup> | PDL BioPharma Inc. | 270 |  |
| <sup>\*,2</sup> | OmniAb Inc. 12.5 Earnout | 4268 |  |
| <sup>\*,2</sup> | OmniAb Inc. 15 Earnout | 4268 |  |
|  |  |  | **105860** |
| **Industrials (13.6%)** | **Industrials (13.6%)** | **Industrials (13.6%)** | **Industrials (13.6%)** |
|  | Triton International Ltd. | 53196 | 3589 |
| <sup>\*</sup> | API Group Corp. | 178706 | 3435 |
|  | Altra Industrial Motion Corp. | 56139 | 3291 |
|  | GATX Corp. | 28996 | 3269 |
| <sup>\*</sup> | Summit Materials Inc. Class A | 102374 | 3101 |
|  | ABM Industries Inc. | 58087 | 2741 |
| <sup>\*</sup> | Alight Inc. Class A | 294187 | 2539 |
| <sup>\*</sup> | SPX Technologies Inc. | 37774 | 2527 |
|  | UniFirst Corp. | 12958 | 2511 |
| <sup>\*</sup> | Atlas Air Worldwide Holdings Inc. | 24221 | 2441 |
| <sup>\*</sup> | Hub Group Inc. Class A | 29005 | 2441 |
|  | EnerSys | 31340 | 2369 |
|  | Encore Wire Corp. | 15956 | 2331 |
|  | Albany International Corp. Class A | 22160 | 2246 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | EnPro Industries Inc. | 18319 | 2176 |
|  | Scorpio Tankers Inc. | 42234 | 2155 |
|  | Matson Inc. | 33345 | 2126 |
|  | Werner Enterprises Inc. | 47953 | 2109 |
| <sup>\*</sup> | Resideo Technologies Inc. | 124822 | 2022 |
| <sup>\*</sup> | Itron Inc. | 36448 | 1938 |
|  | ESCO Technologies Inc. | 20372 | 1915 |
|  | Kennametal Inc. | 71187 | 1881 |
|  | Trinity Industries Inc. | 60503 | 1853 |
|  | International Seaways Inc. | 42513 | 1831 |
|  | Barnes Group Inc. | 42405 | 1806 |
|  | Moog Inc. Class A | 20573 | 1790 |
|  | Bread Financial Holdings Inc. | 43448 | 1783 |
|  | Maxar Technologies Inc. | 63900 | 1546 |
| <sup>1</sup> | Frontline Ltd. | 108004 | 1494 |
|  | Hillenbrand Inc. | 29784 | 1489 |
| <sup>\*</sup> | Gibraltar Industries Inc. | 27604 | 1397 |
|  | Belden Inc. | 17314 | 1393 |
|  | Granite Construction Inc. | 38412 | 1384 |
| <sup>\*</sup> | AAR Corp. | 29304 | 1364 |
|  | Terex Corp. | 29492 | 1354 |
| <sup>\*</sup> | StoneCo. Ltd. Class A | 115632 | 1351 |
|  | Greif Inc. Class A | 19158 | 1347 |
| <sup>\*</sup> | CoreCivic Inc. | 100990 | 1341 |
|  | DHT Holdings Inc. | 118870 | 1204 |
|  | ArcBest Corp. | 14340 | 1187 |
|  | Otter Tail Corp. | 19764 | 1179 |
| <sup>\*</sup> | OSI Systems Inc. | 12499 | 1106 |
|  | Standex International Corp. | 10326 | 1085 |
|  | Greenbrier Cos. Inc. | 27693 | 1063 |
| <sup>\*</sup> | Kratos Defense & Security Solutions Inc. | 109785 | 1045 |
|  | Textainer Group Holdings Ltd. | 33487 | 1021 |
|  | TriMas Corp. | 36228 | 991 |
| <sup>\*</sup> | Cross Country Healthcare Inc. | 27510 | 984 |
|  | SFL Corp. Ltd. | 99337 | 972 |
|  | Patrick Industries Inc. | 16882 | 944 |
| <sup>1</sup> | Flex LNG Ltd. | 24768 | 932 |
|  | Primoris Services Corp. | 43099 | 920 |
| <sup>\*</sup> | Hillman Solutions Corp. | 115630 | 920 |
| <sup>\*</sup> | Modine Manufacturing Co. | 42738 | 905 |
|  | Golden Ocean Group Ltd. | 106680 | 900 |
| <sup>\*</sup> | Air Transport Services Group Inc. | 31814 | 892 |
|  | AZZ Inc. | 21109 | 879 |
| <sup>\*</sup> | Aerojet Rocketdyne Holdings Inc. | 16885 | 878 |
|  | Astec Industries Inc. | 19646 | 869 |
| <sup>\*</sup> | Donnelley Financial Solutions Inc. | 20648 | 788 |
|  | Columbus McKinnon Corp. | 24133 | 778 |
| <sup>\*</sup> | Beacon Roofing Supply Inc. | 13171 | 769 |
| <sup>\*</sup> | Titan Machinery Inc. | 17365 | 765 |
| <sup>\*</sup> | Green Dot Corp. Class A | 36882 | 752 |
| <sup>\*</sup> | Mirion Technologies Inc. | 117745 | 751 |
|  | Trinseo plc | 29934 | 738 |
| <sup>\*</sup> | American Woodmark Corp. | 13387 | 726 |
|  | Deluxe Corp. | 37199 | 719 |
|  | Griffon Corp. | 19415 | 686 |
|  | Heartland Express Inc. | 40559 | 679 |
|  | Quanex Building Products Corp. | 28468 | 677 |
| <sup>\*</sup> | Repay Holdings Corp. Class A | 75497 | 669 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Teekay Tankers Ltd. Class A | 19673 | 664 |
| <sup>\*</sup> | Triumph Group Inc. | 55060 | 630 |
| <sup>\*</sup> | First Advantage Corp. | 46581 | 620 |
|  | Nordic American Tankers Ltd. | 170001 | 615 |
| <sup>\*</sup> | TrueBlue Inc. | 27693 | 598 |
| <sup>\*</sup> | Conduent Inc. | 147898 | 597 |
|  | Eagle Bulk Shipping Inc. | 11550 | 594 |
| <sup>\*</sup> | Thermon Group Holdings Inc. | 28401 | 577 |
| <sup>\*</sup> | Proterra Inc. | 102732 | 569 |
| <sup>\*</sup> | Vivint Smart Home Inc. | 60635 | 563 |
| <sup>\*</sup> | Huron Consulting Group Inc. | 7221 | 562 |
|  | Tennant Co. | 8836 | 561 |
| <sup>\*</sup> | Virgin Galactic Holdings Inc. | 106323 | 541 |
| <sup>\*</sup> | BlueLinx Holdings Inc. | 7708 | 535 |
|  | Resources Connection Inc. | 27616 | 533 |
| <sup>\*</sup> | Proto Labs Inc. | 19857 | 527 |
|  | Ennis Inc. | 22238 | 517 |
|  | ICF International Inc. | 4762 | 516 |
|  | Dorian LPG Ltd. | 26355 | 513 |
|  | HB Fuller Co. | 6245 | 502 |
|  | Heidrick & Struggles International Inc. | 16728 | 497 |
|  | Kelly Services Inc. Class A | 28998 | 493 |
|  | Kaman Corp. | 24162 | 492 |
| <sup>\*</sup> | Ducommun Inc. | 9530 | 479 |
| <sup>\*</sup> | JELD-WEN Holding Inc. | 45202 | 467 |
|  | Genco Shipping & Trading Ltd. | 31359 | 465 |
|  | Chase Corp. | 4887 | 464 |
| <sup>\*,1</sup> | Desktop Metal Inc. Class A | 226444 | 464 |
| <sup>\*</sup> | Ardmore Shipping Corp. | 30030 | 453 |
|  | VSE Corp. | 9097 | 446 |
|  | Costamare Inc. | 46213 | 445 |
|  | Gorman-Rupp Co. | 15960 | 442 |
|  | Argan Inc. | 11561 | 439 |
| <sup>\*</sup> | FARO Technologies Inc. | 14566 | 436 |
| <sup>\*</sup> | Vishay Precision Group Inc. | 10698 | 434 |
|  | Pactiv Evergreen Inc. | 37172 | 433 |
|  | Cass Information Systems Inc. | 9818 | 427 |
|  | Brady Corp. Class A | 8823 | 423 |
| <sup>\*</sup> | V2X Inc. | 10336 | 418 |
| <sup>\*</sup> | O-I Glass Inc. | 25272 | 415 |
| <sup>\*</sup> | Paysafe Ltd. | 289118 | 411 |
|  | REV Group Inc. | 29050 | 403 |
| <sup>\*</sup> | Hyliion Holdings Corp. | 119424 | 361 |
| <sup>\*</sup> | Fluor Corp. | 10637 | 357 |
| <sup>\*</sup> | DXP Enterprises Inc. | 13100 | 338 |
|  | Covenant Logistics Group Inc. Class A | 8724 | 335 |
| <sup>\*</sup> | Great Lakes Dredge & Dock Corp. | 42229 | 309 |
| <sup>\*</sup> | Archer Aviation Inc. Class A | 122545 | 308 |
| <sup>\*</sup> | CIRCOR International Inc. | 11152 | 307 |
|  | National Presto Industries Inc. | 4428 | 306 |
| <sup>\*</sup> | Manitowoc Co. Inc. | 29899 | 294 |
|  | Greif Inc. Class B | 3905 | 293 |
|  | Marten Transport Ltd. | 12690 | 270 |
| <sup>\*</sup> | TuSimple Holdings Inc. Class A | 120226 | 270 |
|  | Hyster-Yale Materials Handling Inc. | 9169 | 268 |
| <sup>\*</sup> | Teekay Corp. | 59958 | 267 |
| <sup>\*</sup> | BrightView Holdings Inc. | 38213 | 263 |
| <sup>\*</sup> | Tutor Perini Corp. | 36424 | 260 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Miller Industries Inc. | 8989 | 248 |
| <sup>\*</sup> | Evolv Technologies Holdings Inc. | 71132 | 248 |
| <sup>\*</sup> | Custom Truck One Source Inc. | 35811 | 245 |
| <sup>\*</sup> | Blade Air Mobility Inc. | 47498 | 234 |
|  | Park Aerospace Corp. | 16524 | 219 |
| <sup>\*</sup> | Aersale Corp. | 13772 | 218 |
| <sup>\*,1</sup> | Danimer Scientific Inc. | 78516 | 209 |
|  | Powell Industries Inc. | 7856 | 207 |
|  | Maximus Inc. | 2937 | 206 |
|  | Luxfer Holdings plc | 14069 | 206 |
|  | Preformed Line Products Co. | 2176 | 205 |
| <sup>\*</sup> | Ranpak Holdings Corp. Class A | 36767 | 199 |
|  | Alamo Group Inc. | 1284 | 193 |
|  | Eneti Inc. | 20712 | 190 |
|  | Safe Bulkers Inc. | 63358 | 181 |
| <sup>\*</sup> | Astronics Corp. | 21329 | 179 |
| <sup>\*</sup> | Advantage Solutions Inc. | 69819 | 173 |
| <sup>\*</sup> | PFSweb Inc. | 14591 | 163 |
| <sup>\*</sup> | Concrete Pumping Holdings Inc. | 22749 | 161 |
| <sup>\*</sup> | Velodyne Lidar Inc. | 163252 | 161 |
| <sup>\*</sup> | Willdan Group Inc. | 8891 | 156 |
| <sup>\*</sup> | CryoPort Inc. | 7366 | 145 |
|  | Wabash National Corp. | 5374 | 135 |
| <sup>\*</sup> | Spire Global Inc. | 105864 | 133 |
| <sup>\*</sup> | Skillsoft Corp. | 68675 | 132 |
| <sup>\*</sup> | View Inc. | 93486 | 131 |
| <sup>\*</sup> | Sterling Infrastructure Inc. | 3960 | 130 |
| <sup>\*</sup> | PureCycle Technologies Inc. | 18695 | 130 |
| <sup>\*</sup> | Radiant Logistics Inc. | 24129 | 129 |
| <sup>\*</sup> | Microvast Holdings Inc. | 58454 | 128 |
|  | Caesarstone Ltd. | 19521 | 122 |
| <sup>\*</sup> | AvidXchange Holdings Inc. | 13418 | 116 |
| <sup>\*</sup> | Quad/Graphics Inc. | 29436 | 109 |
| <sup>\*</sup> | Hydrofarm Holdings Group Inc. | 36909 | 93 |
| <sup>\*</sup> | Markforged Holding Corp. | 80814 | 92 |
|  | Information Services Group Inc. | 16431 | 88 |
| <sup>\*</sup> | Latch Inc. | 92216 | 83 |
| <sup>\*</sup> | IES Holdings Inc. | 2409 | 81 |
| <sup>\*</sup> | Joby Aviation Inc. | 19308 | 80 |
| <sup>\*</sup> | Moneylion Inc. | 98643 | 74 |
| <sup>\*</sup> | Cantaloupe Inc. | 19890 | 72 |
| <sup>\*</sup> | Astra Space Inc. | 134890 | 67 |
|  | Universal Logistics Holdings Inc. | 1651 | 63 |
| <sup>\*,1</sup> | Nikola Corp. | 22957 | 60 |
|  | Barrett Business Services Inc. | 585 | 57 |
|  | United States Lime & Minerals Inc. | 394 | 55 |
| <sup>\*</sup> | Terran Orbital Corp. | 20268 | 48 |
|  | Allied Motion Technologies Inc. | 1165 | 41 |
| <sup>\*</sup> | Atlanticus Holdings Corp. | 1304 | 38 |
| <sup>\*</sup> | DHI Group Inc. | 5667 | 32 |
| <sup>\*</sup> | Momentus Inc. | 29666 | 32 |
| <sup>\*</sup> | Redwire Corp. | 13789 | 29 |
| <sup>\*</sup> | Atlas Technical Consultants Inc. | 4581 | 25 |
| <sup>\*</sup> | Fathom Digital Manufacturing Corp. | 8586 | 21 |
| <sup>\*</sup> | Sterling Check Corp. | 1376 | 20 |
| <sup>\*</sup> | Workhorse Group Inc. | 8341 | 19 |
| <sup>\*</sup> | Distribution Solutions Group Inc. | 517 | 18 |
| <sup>\*</sup> | Cepton Inc. | 7581 | 10 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | CompoSecure Inc. | 1627 | 8 |
|  |  |  | **143082** |
| **Other (0.0%)<sup>3</sup>** | **Other (0.0%)<sup>3</sup>** | **Other (0.0%)<sup>3</sup>** | **Other (0.0%)<sup>3</sup>** |
| <sup>\*,1,2</sup> | Contra Zogenix Inc. CVR | 43508 | 87 |
| <sup>\*,2</sup> | Aduro Biotech Inc. CVR | 724 |  |
|  |  |  | **87** |
| **Real Estate (11.0%)** | **Real Estate (11.0%)** | **Real Estate (11.0%)** | **Real Estate (11.0%)** |
|  | STAG Industrial Inc. | 155900 | 5131 |
|  | Agree Realty Corp. | 67958 | 4754 |
|  | Kite Realty Group Trust | 188794 | 4305 |
|  | Ryman Hospitality Properties Inc. | 46590 | 4264 |
|  | Terreno Realty Corp. | 64241 | 3767 |
|  | Independence Realty Trust Inc. | 194496 | 3524 |
|  | Apple Hospitality REIT Inc. | 186023 | 3174 |
|  | PotlatchDeltic Corp. | 62382 | 2981 |
|  | Physicians Realty Trust | 194426 | 2903 |
|  | Sabra Health Care REIT Inc. | 199788 | 2579 |
|  | LXP Industrial Trust | 239059 | 2572 |
|  | Essential Properties Realty Trust Inc. | 109895 | 2551 |
|  | Equity Commonwealth | 92210 | 2498 |
|  | Broadstone Net Lease Inc. | 144397 | 2450 |
|  | Corporate Office Properties Trust | 86033 | 2389 |
|  | Macerich Co. | 186137 | 2364 |
|  | SITE Centers Corp. | 168608 | 2291 |
|  | Hannon Armstrong Sustainable Infrastructure Capital Inc. | 68944 | 2237 |
|  | National Health Investors Inc. | 37243 | 2095 |
|  | Sunstone Hotel Investors Inc. | 183383 | 2015 |
|  | Pebblebrook Hotel Trust | 113780 | 1894 |
|  | Four Corners Property Trust Inc. | 64054 | 1738 |
|  | Kennedy-Wilson Holdings Inc. | 101318 | 1724 |
|  | DiamondRock Hospitality Co. | 181497 | 1708 |
|  | RLJ Lodging Trust | 138683 | 1681 |
|  | Retail Opportunity Investments Corp. | 104267 | 1590 |
|  | Uniti Group Inc. | 206888 | 1577 |
|  | Urban Edge Properties | 99280 | 1562 |
|  | Xenia Hotels & Resorts Inc. | 99596 | 1536 |
|  | CareTrust REIT Inc. | 76956 | 1524 |
|  | InvenTrust Properties Corp. | 58593 | 1506 |
|  | Elme Communities | 75394 | 1490 |
|  | LTC Properties Inc. | 34516 | 1356 |
|  | American Assets Trust Inc. | 42759 | 1252 |
|  | Easterly Government Properties Inc. Class A | 78870 | 1249 |
|  | Alexander & Baldwin Inc. | 62746 | 1239 |
|  | Acadia Realty Trust | 80115 | 1232 |
|  | Global Net Lease Inc. | 90191 | 1220 |
| <sup>\*</sup> | GEO Group Inc. | 102542 | 1212 |
|  | Getty Realty Corp. | 36567 | 1207 |
| <sup>\*</sup> | Veris Residential Inc. | 74899 | 1203 |
|  | Service Properties Trust | 141651 | 1112 |
|  | Piedmont Office Realty Trust Inc. Class A | 106156 | 1105 |
|  | Paramount Group Inc. | 167037 | 1089 |
|  | Apartment Investment and Management Co. Class A | 129803 | 1088 |
|  | NETSTREIT Corp. | 52902 | 1033 |
|  | Brandywine Realty Trust | 148471 | 1026 |
|  | Newmark Group Inc. Class A | 113694 | 964 |
|  | Empire State Realty Trust Inc. Class A | 116182 | 896 |
|  | Centerspace | 13217 | 853 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Radius Global Infrastructure Inc. Class A (XNMS) | 65663 | 831 |
|  | RPT Realty | 72344 | 810 |
|  | Summit Hotel Properties Inc. | 90103 | 770 |
|  | Necessity Retail REIT Inc. | 114841 | 767 |
| <sup>\*</sup> | Anywhere Real Estate Inc. | 97967 | 740 |
|  | Armada Hoffler Properties Inc. | 58531 | 711 |
|  | Plymouth Industrial REIT Inc. | 32249 | 668 |
|  | Office Properties Income Trust | 41351 | 632 |
|  | Farmland Partners Inc. | 42304 | 562 |
|  | Ares Commercial Real Estate Corp. | 44055 | 549 |
| <sup>\*</sup> | Chatham Lodging Trust | 41085 | 549 |
|  | Global Medical REIT Inc. | 52450 | 530 |
|  | Urstadt Biddle Properties Inc. Class A | 25544 | 489 |
|  | Orion Office REIT Inc. | 48923 | 455 |
|  | Whitestone REIT | 40069 | 390 |
| <sup>\*</sup> | FRP Holdings Inc. | 5783 | 352 |
|  | City Office REIT Inc. | 35366 | 350 |
| <sup>\*</sup> | Tejon Ranch Co. | 17592 | 345 |
|  | Safehold Inc. | 11477 | 339 |
|  | One Liberty Properties Inc. | 13956 | 333 |
|  | RE/MAX Holdings Inc. Class A | 15932 | 331 |
|  | CTO Realty Growth Inc. | 15222 | 319 |
|  | Community Healthcare Trust Inc. | 8334 | 294 |
|  | Indus Realty Trust Inc. | 4539 | 291 |
|  | Gladstone Land Corp. | 12700 | 261 |
|  | Franklin Street Properties Corp. | 85460 | 250 |
|  | Douglas Elliman Inc. | 60395 | 249 |
|  | Hersha Hospitality Trust Class A | 25731 | 248 |
|  | DigitalBridge Group Inc. | 15877 | 229 |
|  | Braemar Hotels & Resorts Inc. | 59028 | 218 |
|  | Industrial Logistics Properties Trust | 52594 | 214 |
|  | BRT Apartments Corp. | 10284 | 212 |
|  | Diversified Healthcare Trust | 206447 | 204 |
| <sup>\*</sup> | Ashford Hospitality Trust Inc. | 29121 | 190 |
| <sup>\*</sup> | Forestar Group Inc. | 12067 | 179 |
|  | RMR Group Inc. Class A | 4928 | 142 |
|  | UMH Properties Inc. | 7539 | 133 |
|  | Stratus Properties Inc. | 5013 | 122 |
|  | Postal Realty Trust Inc. Class A | 6539 | 101 |
|  | NexPoint Residential Trust Inc. | 1149 | 55 |
|  | Gladstone Commercial Corp. | 2662 | 51 |
|  | Bluerock Homes Trust Inc. | 1992 | 49 |
| <sup>\*</sup> | Transcontinental Realty Investors Inc. | 1084 | 46 |
|  | Saul Centers Inc. | 1041 | 45 |
| <sup>\*</sup> | American Realty Investors Inc. | 1428 | 30 |
|  | Clipper Realty Inc. | 1245 | 9 |
|  |  |  | **116354** |
| **Technology (4.8%)** | **Technology (4.8%)** | **Technology (4.8%)** | **Technology (4.8%)** |
| <sup>\*</sup> | Sanmina Corp. | 49365 | 3263 |
| <sup>\*</sup> | Ziff Davis Inc. | 32093 | 2961 |
|  | Vishay Intertechnology Inc. | 114182 | 2631 |
| <sup>\*</sup> | NetScout Systems Inc. | 59161 | 2206 |
|  | Amkor Technology Inc. | 70290 | 1970 |
| <sup>\*</sup> | Bumble Inc. Class A | 75001 | 1827 |
| <sup>\*</sup> | Allscripts Healthcare Solutions Inc. | 94832 | 1796 |
|  | Xerox Holdings Corp. | 100399 | 1638 |
| <sup>\*</sup> | Cohu Inc. | 41440 | 1484 |
| <sup>\*</sup> | Parsons Corp. | 29051 | 1438 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Methode Electronics Inc. | 31456 | 1437 |
| <sup>\*</sup> | TTM Technologies Inc. | 87756 | 1410 |
| <sup>\*</sup> | Magnite Inc. | 113171 | 1257 |
| <sup>\*</sup> | LiveRamp Holdings Inc. | 56951 | 1251 |
| <sup>\*</sup> | 3D Systems Corp. | 110954 | 1125 |
| <sup>\*</sup> | E2open Parent Holdings Inc. | 171235 | 1009 |
|  | Adeia Inc. | 90040 | 995 |
| <sup>\*</sup> | Diodes Inc. | 10363 | 956 |
| <sup>\*</sup> | Fastly Inc. Class A | 98340 | 950 |
| <sup>\*</sup> | Ultra Clean Holdings Inc. | 25604 | 912 |
|  | Benchmark Electronics Inc. | 29950 | 865 |
| <sup>\*</sup> | Ichor Holdings Ltd. | 23984 | 714 |
| <sup>\*</sup> | Cerence Inc. | 34397 | 705 |
| <sup>\*,1</sup> | MicroStrategy Inc. Class A | 3315 | 657 |
| <sup>\*</sup> | ScanSource Inc. | 21676 | 647 |
| <sup>\*</sup> | C3.ai Inc. Class A | 47769 | 621 |
| <sup>\*</sup> | Rambus Inc. | 15031 | 577 |
| <sup>\*</sup> | Olo Inc. Class A | 77530 | 551 |
| <sup>\*</sup> | PC Connection Inc. | 9643 | 536 |
| <sup>\*</sup> | Kimball Electronics Inc. | 20762 | 479 |
| <sup>\*,1</sup> | IonQ Inc. | 88365 | 456 |
| <sup>\*</sup> | Insight Enterprises Inc. | 4238 | 440 |
| <sup>\*</sup> | nLight Inc. | 37971 | 412 |
| <sup>\*</sup> | Squarespace Inc. Class A | 20127 | 412 |
| <sup>\*</sup> | Consensus Cloud Solutions Inc. | 7168 | 407 |
|  | Xperi Inc. | 36154 | 387 |
| <sup>\*</sup> | Bandwidth Inc. Class A | 16642 | 380 |
| <sup>\*</sup> | Plexus Corp. | 3398 | 375 |
| <sup>\*</sup> | SolarWinds Corp. | 41306 | 361 |
| <sup>\*</sup> | PAR Technology Corp. | 14259 | 347 |
|  | Ebix Inc. | 17841 | 339 |
| <sup>\*</sup> | ACM Research Inc. Class A | 35663 | 323 |
| <sup>\*</sup> | Avid Technology Inc. | 11485 | 322 |
| <sup>\*</sup> | PROS Holdings Inc. | 12471 | 297 |
| <sup>\*</sup> | OneSpan Inc. | 23280 | 293 |
| <sup>\*</sup> | ON24 Inc. | 35798 | 274 |
| <sup>\*</sup> | Skillz Inc. Class A | 266526 | 261 |
| <sup>\*</sup> | Photronics Inc. | 13797 | 259 |
| <sup>\*</sup> | ePlus Inc. | 5161 | 256 |
| <sup>\*</sup> | Sumo Logic Inc. | 33674 | 256 |
| <sup>\*</sup> | Rackspace Technology Inc. | 48788 | 238 |
|  | A10 Networks Inc. | 11484 | 215 |
| <sup>\*</sup> | Cvent Holding Corp. | 38374 | 215 |
| <sup>\*</sup> | Blend Labs Inc. Class A | 159118 | 210 |
| <sup>\*</sup> | Impinj Inc. | 1624 | 207 |
| <sup>\*</sup> | Veeco Instruments Inc. | 9869 | 196 |
| <sup>\*</sup> | TrueCar Inc. | 77143 | 192 |
| <sup>\*</sup> | Verint Systems Inc. | 4851 | 191 |
| <sup>\*</sup> | AXT Inc. | 35381 | 188 |
| <sup>\*</sup> | Upland Software Inc. | 24671 | 186 |
| <sup>\*</sup> | Matterport Inc. | 52629 | 166 |
| <sup>\*</sup> | ForgeRock Inc. Class A | 7166 | 156 |
| <sup>\*</sup> | Alpha & Omega Semiconductor Ltd. | 4265 | 150 |
| <sup>\*</sup> | Ouster Inc. | 122851 | 145 |
| <sup>\*</sup> | Groupon Inc. Class A | 17181 | 143 |
|  | Sapiens International Corp. NV | 7230 | 141 |
| <sup>\*</sup> | Porch Group Inc. | 68196 | 139 |
| <sup>\*</sup> | Vivid Seats Inc. Class A | 16791 | 131 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Aeva Technologies Inc. | 76449 | 128 |
| <sup>\*</sup> | 1stdibs.com Inc. | 20571 | 124 |
| <sup>\*</sup> | Blackbaud Inc. | 2078 | 123 |
| <sup>\*</sup> | EverCommerce Inc. | 17809 | 119 |
|  | American Software Inc. Class A | 7976 | 118 |
| <sup>\*</sup> | eGain Corp. | 12038 | 106 |
| <sup>\*</sup> | Planet Labs PBC | 16692 | 90 |
| <sup>\*</sup> | Benefitfocus Inc. | 8540 | 89 |
| <sup>\*,1</sup> | Cleanspark Inc. | 38667 | 87 |
| <sup>\*</sup> | N-Able Inc. | 7355 | 83 |
| <sup>\*</sup> | Avaya Holdings Corp. | 74623 | 72 |
| <sup>\*</sup> | KORE Group Holdings Inc. | 29744 | 71 |
| <sup>\*</sup> | Eventbrite Inc. Class A | 9567 | 70 |
| <sup>\*</sup> | SecureWorks Corp. Class A | 8951 | 64 |
| <sup>\*</sup> | Brightcove Inc. | 11205 | 62 |
| <sup>\*</sup> | Unisys Corp. | 14504 | 62 |
| <sup>\*,1</sup> | Vinco Ventures Inc. | 81463 | 55 |
|  | Hackett Group Inc. | 2304 | 53 |
| <sup>\*</sup> | PubMatic Inc. Class A | 3349 | 52 |
| <sup>\*</sup> | Beachbody Co. Inc. | 73678 | 52 |
| <sup>\*</sup> | LiveVox Holdings Inc. | 18907 | 43 |
| <sup>\*</sup> | Diebold Nixdorf Inc. | 15233 | 33 |
| <sup>\*</sup> | Arena Group Holdings Inc. | 2397 | 33 |
| <sup>\*</sup> | Digimarc Corp. | 1363 | 30 |
| <sup>\*</sup> | Loyalty Ventures Inc. | 11543 | 28 |
| <sup>\*</sup> | Mitek Systems Inc. | 2437 | 25 |
| <sup>\*</sup> | Cipher Mining Inc. | 31031 | 24 |
| <sup>\*</sup> | Innovid Corp. | 7666 | 23 |
| <sup>\*</sup> | Core Scientific Inc. | 159584 | 21 |
| <sup>\*</sup> | Edgio Inc. | 9285 | 13 |
| <sup>\*</sup> | Terawulf Inc. | 14159 | 12 |
| <sup>\*</sup> | Applied Digital Corp. | 5570 | 11 |
| <sup>\*</sup> | Greenidge Generation Holdings Inc. | 10818 | 7 |
| <sup>\*</sup> | WM Technology Inc. | 4312 | 5 |
| <sup>\*</sup> | Leafly Holdings Inc. | 7020 | 5 |
| <sup>\*</sup> | Cryptyde Inc. | 6545 | 2 |
|  |  |  | **50929** |
| **Telecommunications (1.1%)** | **Telecommunications (1.1%)** | **Telecommunications (1.1%)** | **Telecommunications (1.1%)** |
| <sup>\*</sup> | Liberty Latin America Ltd. Class C | 128929 | 1004 |
|  | Cogent Communications Holdings Inc. | 16848 | 978 |
|  | Telephone and Data Systems Inc. | 87126 | 918 |
| <sup>\*</sup> | Digi International Inc. | 19394 | 824 |
|  | Shenandoah Telecommunications Co. | 41788 | 814 |
|  | InterDigital Inc. | 16021 | 804 |
| <sup>\*</sup> | Calix Inc. | 10399 | 741 |
| <sup>\*</sup> | Gogo Inc. | 39462 | 619 |
| <sup>\*</sup> | EchoStar Corp. Class A | 29011 | 505 |
| <sup>\*</sup> | NETGEAR Inc. | 24169 | 477 |
|  | ATN International Inc. | 9420 | 456 |
| <sup>\*,1</sup> | fuboTV Inc. | 152431 | 425 |
| <sup>\*</sup> | Anterix Inc. | 11767 | 400 |
| <sup>\*</sup> | Aviat Networks Inc. | 9540 | 300 |
| <sup>\*</sup> | United States Cellular Corp. | 12840 | 273 |
| <sup>\*</sup> | Liberty Latin America Ltd. Class A | 34322 | 266 |
| <sup>\*</sup> | Consolidated Communications Holdings Inc. | 56899 | 263 |
|  | Comtech Telecommunications Corp. | 22388 | 261 |
| <sup>\*</sup> | WideOpenWest Inc. | 19552 | 203 |
| <sup>\*</sup> | Globalstar Inc. | 92659 | 176 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Ribbon Communications Inc. | 62526 | 158 |
|  | Adtran Holdings Inc. | 5553 | 113 |
| <sup>\*</sup> | IDT Corp. Class B | 3868 | 108 |
| <sup>\*</sup> | Inseego Corp. | 59519 | 76 |
| <sup>\*</sup> | Kaleyra Inc. | 24980 | 29 |
| <sup>\*</sup> | Akoustis Technologies Inc. | 6438 | 24 |
|  |  |  | **11215** |
| **Utilities (5.3%)** | **Utilities (5.3%)** | **Utilities (5.3%)** | **Utilities (5.3%)** |
|  | ONE Gas Inc. | 46504 | 4043 |
|  | Black Hills Corp. | 56238 | 4028 |
|  | New Jersey Resources Corp. | 76681 | 3815 |
|  | Portland General Electric Co. | 77234 | 3802 |
|  | South Jersey Industries Inc. | 106266 | 3687 |
|  | PNM Resources Inc. | 73856 | 3619 |
|  | Southwest Gas Holdings Inc. | 52690 | 3607 |
|  | ALLETE Inc. | 49559 | 3281 |
|  | Spire Inc. | 44196 | 3275 |
|  | NorthWestern Corp. | 48760 | 2848 |
|  | Avista Corp. | 62708 | 2589 |
|  | California Water Service Group | 34602 | 2247 |
| <sup>\*</sup> | Sunnova Energy International Inc. | 85994 | 1963 |
|  | SJW Group | 23286 | 1739 |
|  | Ormat Technologies Inc. (XNYS) | 18701 | 1691 |
|  | American States Water Co. | 16777 | 1644 |
|  | Northwest Natural Holding Co. | 29988 | 1503 |
|  | MGE Energy Inc. | 18066 | 1301 |
| <sup>\*</sup> | Archaea Energy Inc. Class A | 34683 | 900 |
|  | Chesapeake Utilities Corp. | 6578 | 788 |
|  | Unitil Corp. | 13687 | 750 |
| <sup>\*</sup> | Harsco Corp. | 67660 | 506 |
| <sup>\*,1</sup> | Li-Cycle Holdings Corp. | 72520 | 462 |
|  | Excelerate Energy Inc. Class A | 15925 | 452 |
| <sup>\*</sup> | Heritage-Crystal Clean Inc. | 13450 | 425 |
| <sup>\*,1</sup> | NuScale Power Corp. | 26675 | 291 |
| <sup>\*</sup> | Altus Power Inc. | 24277 | 173 |
|  | Artesian Resources Corp. Class A | 2370 | 129 |
| <sup>\*</sup> | Vertex Energy Inc. | 5266 | 44 |
|  | Via Renewables Inc. Class A | 1072 | 7 |
|  |  |  | **55609** |
| **Total Common Stocks (Cost $1,137,751)** | **Total Common Stocks (Cost $1,137,751)** | **Total Common Stocks (Cost $1,137,751)** | **1053157** |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Market<br> Value<br> ($000)** |
| **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** | **Temporary Cash Investments (0.8%)** |
| **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** | **Money Market Fund (0.8%)** |
| <sup>4,5</sup> | Vanguard Market Liquidity Fund, 3.877% **(Cost** $**8,404)** | 84079 | **8407** |
| **Total Investments (100.7%) (Cost $1,146,155)** | **Total Investments (100.7%) (Cost $1,146,155)** | **Total Investments (100.7%) (Cost $1,146,155)** | **1061564** |
| **Other Assets and Liabilities—Net (-0.7%)** | **Other Assets and Liabilities—Net (-0.7%)** | **Other Assets and Liabilities—Net (-0.7%)** | **(7027)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **1054537** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $7,690,000. |
| 2 | Security value determined using significant unobservable inputs. |
| 3 | "Other" represents securities that are not classified by the fund's benchmark index. |
| 4 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 5 | Collateral of $8,198,000 was received for securities on loan, of which $8,197,000 is held in Vanguard Market Liquidity Fund and $1,000 is held in cash. |

---

CVR—Contingent Value Rights. <br> REIT—Real Estate Investment Trust.

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini Russell 2000 Index | December 2022 | 16 | 1510 | &nbsp;&nbsp;84 |

---

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

------

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

C. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of November 30, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 1053070 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;1053157 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8407 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8407 |
| Total | 1061477 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;1061564 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD SCOTTSDALE FUNDS

- **b. Investment Company Act file number:** 811-07803

- **c. CIK number of Registrant:** 0001021882

- **d. LEI of Registrant:** 549300Y88GQ3VLJIBX57

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD RUSSELL 2000 VALUE INDEX FUND

- **b. EDGAR series identifier (if any):** S000030004

- **c. LEI of Series:** ZIALB0CJMIEHCHBPWY93

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

- **a. Date of fiscal year-end:** 2023-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1051339578.47

**Total Liabilities:** $61420.64

**Net Assets:** $1051278157.83

**Cash Not Reported:** $246315.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000092018 | -10.19%              | 12.59%               | 3.06%                |
| Class ID C000092017 | -10.21%              | 12.59%               | 3.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-867429.98              | $-105401590.36                             |
| Month 2  | $742960.76               | $111051458.66                              |
| Month 3  | $278208.90               | $28582193.22                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Surgery Partners Inc                                    | SURGERY PARTNERS                          | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      4992 | NS      | $141323.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                            | SFL CORP LTD                              | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | US        |     99028 | NS      | $969484.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                              | THERMON GROUP HO                          | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     28312 | NS      | $575016.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                      | VAREX IMAGIN                              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     33072 | NS      | $702449.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                              | FINANCIAL INST                            | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12973 | NS      | $328476.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                     | NEKTAR THERAPEUT                          | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    154734 | NS      | $433255.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                    | CAMDEN NATIONAL                           | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     12512 | NS      | $547775.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                            | AERSALE CORP                              | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13729 | NS      | $217604.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | CENTRAL GARDEN                            | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4575 | NS      | $187803.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                         | OSI SYSTEMS INC                           | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     12343 | NS      | $1092108.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                          | NOBLE CORP PLC                            | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |     52203 | NS      | $1938297.39   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                        | MOVADO GROUP                              | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     13197 | NS      | $424811.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                      | ORIGIN BANCORP I                          | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     19221 | NS      | $786523.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp                                           | RITE AID CORP                             | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |     24810 | NS      | $125786.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                         | VIVID SEATS IN-A                          | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16740 | NS      | $130572.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                 | NU SKIN ENTERP-A                          | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     25205 | NS      | $1051300.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                                         | ALTUS POWER INC                           | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |     24201 | NS      | $173037.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics Inc                                    | BIONANO GENOMICS                          | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |    248799 | NS      | $500085.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                           | BUSINESS FIRST B                          | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     18141 | NS      | $426676.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                        | ENSTAR GROUP LTD                          | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | US        |      9707 | NS      | $2116028.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                     | HINGHAM INST SVG                          | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |      1168 | NS      | $342784.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                            | EMBECTA CORP                              | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      6755 | NS      | $222374.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                   | FULTON FINANCIAL                          | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    139271 | NS      | $2589047.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc                                            | CHIMERIX INC                              | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     23785 | NS      | $51613.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleON Inc                                            | RUMBLEON INC-B                            | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |      8728 | NS      | $66594.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                             | MAGNITE INC                               | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |    112819 | NS      | $1253419.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                               | ISTAR INC                                 | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     58282 | NS      | $468004.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                          | ASTRONICS CORP                            | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     21261 | NS      | $178592.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                               | SORRENTO THERAPE                          | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |    276790 | NS      | $359827.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                 | MIRION TECHNOLOG                          | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    117376 | NS      | $748858.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                                   | ATN INTERNATIONA                          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      9391 | NS      | $454618.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                            | ICOSAVAX INC                              | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18747 | NS      | $62614.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                      | THRYV HOLDINGS I                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16385 | NS      | $314264.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                          | MGE ENERGY INC                            | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17863 | NS      | $1286314.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                              | NGM BIOPHARMACEU                          | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     13758 | NS      | $76081.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                | TPG RE FINANCE T                          | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60437 | NS      | $447838.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                                       | ATHIRA PHARMA IN                          | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28618 | NS      | $89001.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                         | HILLENBRAND INC                           | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     29691 | NS      | $1484550.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                           | TIDEWATER INC                             | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     36472 | NS      | $1108748.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                              | BRIDGEWATER BANC                          | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     13653 | NS      | $263093.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                      | GRAHAM HOLDING-B                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      3200 | NS      | $2059776.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                                | CHILDREN'S PLACE                          | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      3885 | NS      | $137917.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                             | CAP CITY BANK                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     11582 | NS      | $407686.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                            | INNOSPEC INC                              | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      3236 | NS      | $358840.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                     | BLOOMIN' BRANDS                           | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     20582 | NS      | $463506.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc                                         | COMPOSECURE INC                           | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1627 | NS      | $8151.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa Inc                                              | VACASA INC -CL A                          | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95994 | NS      | $150710.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                      | INGLES MARKETS-A                          | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     12288 | NS      | $1242316.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc                                   | DICE THERAPEUTI                           | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24392 | NS      | $849085.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                                    | BEAUTY HEALTH CO                          | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      9322 | NS      | $100211.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                               | BENCHMARK ELECTR                          | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     29856 | NS      | $861942.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                  | DINE BRANDS GLOB                          | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1575 | NS      | $117479.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                               | TEGNA INC                                 | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    192003 | NS      | $3790139.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                                     | RESERVOIR MEDIA                           | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |      1546 | NS      | $9770.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                                      | PRIME MEDICINE I                          | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $2269.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                        | WIDEOPENWEST INC                          | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     19491 | NS      | $202316.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc                                            | POSHMARK INC-A                            | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39526 | NS      | $704748.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                              | BUMBLE INC-A                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73837 | NS      | $1798669.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp                                      | CVENT HOLDING CO                          | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38252 | NS      | $214211.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                                | SANGAMO THERAPEU                          | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |    108448 | NS      | $396919.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                        | IES HOLDINGS INC                          | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      2401 | NS      | $81201.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                                     | HEALTH CATALYST                           | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     50541 | NS      | $529669.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                  | KEROS THERAPEUTI                          | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1038 | NS      | $51733.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                             | KINIKSA PHARMA-A                          | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2424 | NS      | $40795.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                                           | DIGIMARC CORP                             | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |      1361 | NS      | $30323.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                 | GOOSEHEAD INSU-A                          | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      1971 | NS      | $80042.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc                                               | WEBER INC - A                             | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22797 | NS      | $155019.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                                     | LUTHER BURBANK C                          | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |     12989 | NS      | $154049.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                 | REPUBLIC BNCRP-A                          | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7688 | NS      | $338810.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                         | FOUR CORNERS PRO                          | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     63855 | NS      | $1733024.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                                      | INVESTORS TITLE                           | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       959 | NS      | $147244.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                       | TUTOR PERINI COR                          | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     36311 | NS      | $259623.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                         | FIRST INTER/MT-A                          | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     78628 | NS      | $3429753.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                               | GOPRO INC-CL A                            | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    110256 | NS      | $604202.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                  | HEIDRICK & STRUG                          | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     16675 | NS      | $495247.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                       | RMR GROUP-A                               | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      4913 | NS      | $142034.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                               | PHIBRO ANIMAL-A                           | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       844 | NS      | $10389.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                            | REDWIRE CORP                              | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13745 | NS      | $29139.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                | ON24 INC                                  | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35686 | NS      | $272997.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                                      | VERINT SYSTEMS                            | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      4836 | NS      | $190199.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc                                        | CONTEXTLOGIC I-A                          | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |    519319 | NS      | $381024.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                | SOUTHSIDE BAN IN                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     26214 | NS      | $952616.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                            | NORTHWEST NATURA                          | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     29895 | NS      | $1498038.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc                              | SELECT ENERGY -A                          | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     61083 | NS      | $500269.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                                         | FUTUREFUEL CORP                           | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     22242 | NS      | $196619.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                             | CENTERSPACE                               | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     13176 | NS      | $849852.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                            | BREAD FINANCIAL                           | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     43313 | NS      | $1777132.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                      | KELLY SERVICES-A                          | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28907 | NS      | $491129.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                           | DECIPHERA PHARMA                          | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     27508 | NS      | $437652.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                               | CARPENTER TECH                            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     41168 | NS      | $1690358.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc                            | ASSOCIATED CAP-A                          | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |      1477 | NS      | $59744.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                            | PLYMOUTH INDUSTR                          | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32148 | NS      | $665463.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                             | MOELIS & CO-CL A                          | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     27251 | NS      | $1177788.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants Inc                         | ATLAS TECHNICAL                           | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4566 | NS      | $24702.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc                        | NEXPOINT REAL ES                          | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6944 | NS      | $131033.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                          | SCHNITZER STEEL                           | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     20223 | NS      | $694255.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                      | ENTERPRISE FINAN                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     30347 | NS      | $1588361.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                  | US SILICA HOLDIN                          | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     53877 | NS      | $705249.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                             | COMMUNI TRUST BA                          | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13449 | NS      | $644341.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                          | STITCH FIX INC-A                          | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     41247 | NS      | $166637.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                           | PAPA JOHN'S INTL                          | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      7820 | NS      | $651093.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                | CELLDEX THERAPEU                          | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     30882 | NS      | $1145413.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                     | CENTRUS ENERGY-A                          | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      9089 | NS      | $345382.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                             | PEDIATRIX MEDICA                          | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71606 | NS      | $1144263.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                               | BIG 5 SPORTING                            | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |     18481 | NS      | $229349.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BioCryst Pharmaceuticals Inc                            | BIOCRYST PHARM                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     48928 | NS      | $653678.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                      | LIGHT & WONDER I                          | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     81880 | NS      | $5303367.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                          | GLOBALSTAR INC                            | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     92365 | NS      | $175493.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc                                   | NEWPARK RESOURCE                          | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     75150 | NS      | $301351.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                           | FRONTDOOR INC                             | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     71276 | NS      | $1665720.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boxed Inc                                               | BOXED INC                                 | CUSIP: 103174108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48705 | NS      | $17894.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                               | SUPERIOR GROUP O                          | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      9882 | NS      | $98820.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                         | 1ST SOURCE CORP                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13820 | NS      | $789122.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                         | CBL & ASSOC PROP                          | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |     19060 | NS      | $581330.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                              | ONE LIBERTY PROP                          | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |     13912 | NS      | $331662.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                           | IMMUNOGEN INC                             | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     92904 | NS      | $482171.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                                   | SAGE THERAPEUTIC                          | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     44636 | NS      | $1831861.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Digital Manufacturing C                          | FATHOM DIGITAL M                          | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8560 | NS      | $20800.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                                            | PROTERRA INC                              | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102410 | NS      | $567351.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                       | SITE CENTERS COR                          | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    168084 | NS      | $2284261.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                             | CUSTOM TRUCK ONE                          | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35699 | NS      | $244181.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                                    | ORIGIN MATERIALS                          | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |     34748 | NS      | $193546.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                  | XPONENTIAL FIT-A                          | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10447 | NS      | $231296.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                            | ALTRA INDUSTRIAL                          | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     55964 | NS      | $3280609.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc                                | WHEELS UP EXPERI                          | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134262 | NS      | $171855.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc                                                | EQRX INC                                  | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171994 | NS      | $646697.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                             | AVISTA CORP                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     62258 | NS      | $2570010.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                             | BERKSHIRE HILLS                           | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     37909 | NS      | $1182002.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                                         | 1STDIBS.COM INC                           | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20507 | NS      | $123452.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax Inc                                             | CAREMAX INC                               | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51036 | NS      | $202102.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                           | O-I GLASS INC                             | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25193 | NS      | $413417.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                  | ARBUTUS BIOPHARM                          | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | US        |     48744 | NS      | $114548.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                                              | ABSCI CORP                                | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44388 | NS      | $110970.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                   | PACIFIC BIOSCIEN                          | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    195780 | NS      | $2104635.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                      | MATIV INC                                 | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     43425 | NS      | $901937.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                             | REX AMERICAN RES                          | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13541 | NS      | $399594.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                            | PARSONS CORP                              | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     28748 | NS      | $1423026.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                                         | SOLARWINDS CORP                           | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41176 | NS      | $359878.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                               | SJW GROUP                                 | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23213 | NS      | $1733778.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                      | EASTERLY GOVERNM                          | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     78625 | NS      | $1245420.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology Inc                              | NAUTILUS BIOTECH                          | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40107 | NS      | $72593.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                           | MOTORCAR PARTS                            | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     16091 | NS      | $181345.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                    | LXP INDUSTRIAL T                          | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    237336 | NS      | $2553735.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                                     | BRT APARTMENTS C                          | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10252 | NS      | $211498.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                       | PATTERSON COS                             | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     15827 | NS      | $450119.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Bancorp Inc                                     | TRIUMPH BANCORP                           | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     12569 | NS      | $751123.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                        | TIMKENSTEEL                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     39683 | NS      | $742072.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                          | CARDLYTICS INC                            | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     26997 | NS      | $121216.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                                 | OLO INC - CL A                            | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77288 | NS      | $549517.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gelesis Holdings Inc                                    | GELESIS HOLDINGS                          | CUSIP: 36850R204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12395 | NS      | $4586.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                               | IVANHOE ELECTRIC                          | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6340 | NS      | $66760.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                 | KB HOME                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     55569 | NS      | $1744310.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                  | ORMAT TECHNOLOGI                          | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     18643 | NS      | $1685886.49   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc                                    | LOYALTY VENTURES                          | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |     11506 | NS      | $27729.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                | AAR CORP                                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     29213 | NS      | $1360157.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                                 | COMPX INTL INC                            | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1216 | NS      | $24040.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                                | GEVO INC                                  | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |    168641 | NS      | $367637.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                        | PROVIDENT FINANC                          | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     62490 | NS      | $1407899.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                             | US CELLULAR CORP                          | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     12800 | NS      | $272128.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                               | XPERI INC                                 | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36042 | NS      | $386014.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                               | CALIX INC                                 | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     10366 | NS      | $739095.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                               | UNIVERSAL ELEC                            | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     10233 | NS      | $223795.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                                            | ACCOLADE INC                              | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |     55504 | NS      | $490100.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings Inc                          | CAPSTAR FINANCIA                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17825 | NS      | $319067.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                    | TTM TECHNOLOGIES                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     87483 | NS      | $1405851.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                                   | BIOLIFE SOLUTION                          | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     26808 | NS      | $567525.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                                 | STERLING BANCORP                          | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14440 | NS      | $92993.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                                | AMER SOFTWARE-A                           | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7950 | NS      | $117739.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                                 | BRIGHTSPIRE CAPI                          | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     80000 | NS      | $571200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                                    | LAKELAND BANCORP                          | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     53114 | NS      | $992169.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                              | TEREX CORP                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     28970 | NS      | $1330012.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                               | RIBBON COMMUNICA                          | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     62331 | NS      | $157697.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc                                  | INDUS REALTY TRU                          | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |      4525 | NS      | $289600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                           | BLACKSTONE MOR-A                          | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    145981 | NS      | $3688939.87   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                               | ALBANY INTL CORP                          | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     22093 | NS      | $2239567.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                              | INOGEN INC                                | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     18592 | NS      | $414973.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton Inc                                              | CEPTON INC                                | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7581 | NS      | $10310.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                       | CHORD ENERGY COR                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     14583 | NS      | $2224344.99   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                                     | AMPLIFY ENERGY C                          | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      6830 | NS      | $56552.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                        | BOISE CASCADE CO                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     26919 | NS      | $1993082.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                      | HOSTESS BRANDS                            | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117105 | NS      | $3091572.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                    | JELD-WEN HOLDING                          | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     45061 | NS      | $465930.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                | BROADSTONE NET                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |    143330 | NS      | $2432310.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                          | CUE HEALTH INC                            | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93902 | NS      | $300486.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc              | AMER AXLE & MFG                           | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91628 | NS      | $953847.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                                    | NACCO INDS-CL A                           | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3512 | NS      | $158953.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                      | LTC PROPERTIES                            | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     34408 | NS      | $1351890.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc                                               | ENETI INC                                 | CUSIP: Y2294C107<br>LEI: 549300MHZ4YKRPGBH616 | Long             | EC               | CORP              | US        |     20649 | NS      | $189144.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc                                   | CULLINAN ONCOLOG                          | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25878 | NS      | $321663.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                 | INSIGHT ENTERPRI                          | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      4225 | NS      | $439019.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                  | PRIMORIS SERVICE                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     42964 | NS      | $917281.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                           | TREDEGAR CORP                             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     23504 | NS      | $243031.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                              | ZUMIEZ INC                                | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     13395 | NS      | $311433.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                                        | FOSSIL GROUP INC                          | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     40443 | NS      | $192913.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                    | FIRST MERCHANTS                           | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     49222 | NS      | $2176104.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                         | SOUTHSTATE CORP                           | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     64375 | NS      | $5655343.75   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                                   | PRIMIS FINANCIAL                          | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     19117 | NS      | $236094.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                                | ATLANTICUS HOLDI                          | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $37440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA           | BANCO LATINOAM-E                          | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | US        |     23841 | NS      | $393138.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                             | TIPTREE INC                               | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20990 | NS      | $291131.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                       | WILLDAN GROUP IN                          | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      8863 | NS      | $155457.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                                    | ARROW FINL CORP                           | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |     12151 | NS      | $427350.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                  | PERMIAN RESOURCE                          | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    154374 | NS      | $1568439.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                    | MERCHANTS BANCOR                          | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     13457 | NS      | $344364.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                     | TERRENO REALTY C                          | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63764 | NS      | $3739120.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                         | SELECTQUOTE INC                           | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    112666 | NS      | $67610.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc                            | KALVISTA PHARMAC                          | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |     20630 | NS      | $111195.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                | SEER INC                                  | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44205 | NS      | $285564.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                                | MBIA INC                                  | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     40998 | NS      | $521084.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunlight Financial Holdings Inc                         | SUNLIGHT FINANCI                          | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20467 | NS      | $37045.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                           | LGI HOMES INC                             | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     16408 | NS      | $1629970.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                               | FIRST BANCORP PR                          | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147722 | NS      | $2271964.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                               | TAYLOR MORRISON                           | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     82651 | NS      | $2511763.89   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                              | XENCOR INC                                | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     49052 | NS      | $1457825.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                   | VEECO INSTRUMENT                          | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      9841 | NS      | $195639.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                               | BRINKER INTL                              | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      3802 | NS      | $127176.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaGen Therapeutics Inc                               | VISTAGEN THERAPE                          | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27337 | NS      | $3775.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                    | ORTHOFIX MEDICAL                          | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16625 | NS      | $299083.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                    | BJ'S RESTAURANTS                          | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     19359 | NS      | $621036.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc                               | REATA PHARMACE-A                          | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      3855 | NS      | $152580.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | CENTRAL GARDEN-A                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     23020 | NS      | $899391.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc                                    | PIEDMONT LITHIUM                          | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |     10738 | NS      | $619153.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                        | MIMEDX GROUP INC                          | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95111 | NS      | $309110.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                            | TRUEBLUE INC                              | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27606 | NS      | $595737.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                             | PACIFIC PREMIER                           | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     80550 | NS      | $2976322.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                 | KYMERA THERAPEUT                          | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32831 | NS      | $951442.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                             | STONECO LTD-A                             | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | US        |    113953 | NS      | $1330971.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                          | METROPOLITAN BAN                          | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8224 | NS      | $522552.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                             | TOOTSIE ROLL IND                          | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      1987 | NS      | $89315.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global Inc                                         | BIRD GLOBAL IN-A                          | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144494 | NS      | $33407.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tango Therapeutics Inc                                  | TANGO THERAPEUTI                          | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39342 | NS      | $295458.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                              | SEAWORLD ENTERTA                          | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     17830 | NS      | $1017379.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                     | RETAIL OPPORTUNI                          | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103029 | NS      | $1571192.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                              | LIGAND PHARM                              | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     11328 | NS      | $825811.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                           | URBAN ONE INC                             | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |     12606 | NS      | $55466.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH             | FARMERS & MER/OH                          | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7358 | NS      | $211027.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                   | TWIST BIOSCIENCE                          | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     14655 | NS      | $400814.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                   | BLUELINX HOLDING                          | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      7684 | NS      | $533269.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp                | MADISON SQUARE G                          | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22040 | NS      | $1060564.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                                         | BCB BANCORP INC                           | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     12403 | NS      | $233796.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                | INDEP BANK/MICH                           | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17245 | NS      | $423192.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                    | TRUSTCO BANK NY                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15996 | NS      | $621284.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                 | LAKELAND FINL                             | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1729 | NS      | $136521.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                     | STELLAR BANCORP                           | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     38817 | NS      | $1312402.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                         | 3D SYSTEMS CORP                           | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    108083 | NS      | $1095961.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                          | DMC GLOBAL INC                            | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     11827 | NS      | $217498.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                              | ENANTA PHARMACEU                          | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     15016 | NS      | $657550.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                  | AMER VANGUARD                             | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      3180 | NS      | $73140.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                          | CONSTELLIUM SE                            | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |     50359 | NS      | $626969.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                        | ADAPTHEALTH CORP                          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62523 | NS      | $1394888.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                                     | CHUY'S HOLDINGS                           | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16177 | NS      | $512649.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                      | UMB FINANCIAL                             | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     37988 | NS      | $3248733.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                 | MODINE MFG CO                             | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     42604 | NS      | $901926.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                   | DYNE THERAPEUTIC                          | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27141 | NS      | $317549.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                 | KITE REALTY GROU                          | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187300 | NS      | $4270440.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                           | COSTAMARE INC                             | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | US        |     46071 | NS      | $444124.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                        | RYMAN HOSPITALIT                          | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     46241 | NS      | $4232438.73   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                     | LADDER CAPITAL                            | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     97193 | NS      | $1078842.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                                      | DAILY JOURNAL                             | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |      1039 | NS      | $285725.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                            | ODP CORP/THE                              | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36626 | NS      | $1762809.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                                  | CIVISTA BANCSHAR                          | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     13040 | NS      | $298094.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                         | SOLID POWER INC                           | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68049 | NS      | $249739.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                  | WASH FED                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55655 | NS      | $1962951.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                 | AVIDITY BIOSCIEN                          | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43641 | NS      | $507981.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                            | PRECIGEN INC                              | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     14896 | NS      | $27110.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                             | NORDIC AMERICAN                           | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | US        |    169468 | NS      | $613474.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                                   | CNB FINL CORP/PA                          | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     13809 | NS      | $352819.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaleyra Inc                                             | KALEYRA INC                               | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               | CORP              | US        |     24903 | NS      | $29136.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                         | OPKO HEALTH                               | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    346381 | NS      | $519571.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                            | PHREESIA INC                              | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     21908 | NS      | $609480.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                     | ACADIA REALTY                             | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79864 | NS      | $1228308.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                  | HIMS & HERS HEAL                          | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |     19259 | NS      | $119213.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                           | B&G FOODS INC                             | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     61107 | NS      | $811500.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                                         | RING ENERGY INC                           | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |     43429 | NS      | $117258.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Andersons Inc/The                                       | ANDERSONS INC                             | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     27401 | NS      | $1054938.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp                                     | STERLING CHECK C                          | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1372 | NS      | $19948.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                            | NUVALENT INC-A                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14500 | NS      | $476760.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                              | AVISTA P-CLASS A                          | CUSIP: G07247102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55503 | NS      | $196480.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc                            | BROADMARK REALTY                          | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112983 | NS      | $459840.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                               | EPLUS INC                                 | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      5145 | NS      | $255500.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc                            | VIRGIN GALACTIC                           | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |    106001 | NS      | $539545.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                        | UNIFIRST CORP/MA                          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     12861 | NS      | $2491947.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                                 | CLEAN ENERGY FUE                          | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    147000 | NS      | $993720.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                             | RBB BANCORP                               | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     12610 | NS      | $283346.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                                             | NIKOLA CORP                               | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |     22898 | NS      | $59992.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lands' End Inc                                          | LANDS' END INC                            | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     12751 | NS      | $147401.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                           | AMERISAFE INC                             | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     16353 | NS      | $970877.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                             | SUNOPTA INC                               | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |      5549 | NS      | $51883.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                | GREEN BRICK PART                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     17014 | NS      | $411398.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                           | DHI GROUP INC                             | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      5649 | NS      | $31747.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leafly Holdings Inc                                     | LEAFLY HOLDINGS                           | CUSIP: 52178J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7020 | NS      | $4954.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                   | CUSTOMERS BANCOR                          | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     26101 | NS      | $842279.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                                        | SAFE BULKERS INC                          | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | US        |     63161 | NS      | $180008.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                 | TOMPKINS FINANCI                          | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     11863 | NS      | $991035.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                            | GENCO SHIPPING &                          | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |     31260 | NS      | $463585.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                              | BRADY CORP - A                            | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      8795 | NS      | $421280.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                   | HELMERICH & PAYN                          | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     88627 | NS      | $4527067.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                               | INTERNATIONAL SE                          | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     42380 | NS      | $1825730.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                          | NATL PRESTO INDS                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4414 | NS      | $305095.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| View Inc                                                | VIEW INC                                  | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93185 | NS      | $130459.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                   | CINEMARK HOLDING                          | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     19500 | NS      | $265395.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                   | INDUSTRIAL LOGIS                          | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     52428 | NS      | $213381.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                              | ROCKET PHARMACEU                          | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     37269 | NS      | $703638.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                   | BANK OF MARIN BA                          | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13387 | NS      | $480459.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                           | URBAN ONE INC                             | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      4745 | NS      | $23677.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                                      | GORMAN-RUPP CO                            | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     15910 | NS      | $440388.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc                                            | ESS TECH INC                              | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6833 | NS      | $22002.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                    | FIRST FOUNDATION                          | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     43832 | NS      | $614086.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                       | HBT FINANCIAL IN                          | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      9140 | NS      | $179601.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                           | ADAPTIVE BIOTECH                          | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     90181 | NS      | $791789.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                            | FIBROGEN INC                              | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      9211 | NS      | $132362.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                           | AMER EAGLE OUTF                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    133139 | NS      | $2106258.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                       | PNM RESOURCES                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     73626 | NS      | $3607674.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                    | APPLIED DIGITAL                           | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5570 | NS      | $10861.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                                      | CTI BIOPHARMA CO                          | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69253 | NS      | $416903.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                         | MARCUS CORP                               | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     20201 | NS      | $328064.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                           | HEALTHCARE SERVS                          | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     33155 | NS      | $462512.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                              | ARCOSA INC                                | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     41597 | NS      | $2541576.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc                              | SUMMIT FINL GRP                           | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9563 | NS      | $271206.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                                     | CALLON PETROLEUM                          | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      7131 | NS      | $298931.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                                    | ALTO INGREDIENTS                          | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     61591 | NS      | $214952.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                  | ANIKA THERAPEUTI                          | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     13120 | NS      | $413804.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                           | BIOVENTUS - A                             | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26649 | NS      | $51965.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                  | SANA BIOTECHNOLO                          | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75908 | NS      | $378780.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                      | READY CAPITAL CO                          | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     63198 | NS      | $846853.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                        | PEAPACK GLADSTON                          | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     14834 | NS      | $611457.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                                       | ALPHA TEKNOVA IN                          | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4864 | NS      | $22958.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                    | STURM RUGER & CO                          | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1505 | NS      | $82669.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                             | FRESH DEL MONTE                           | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     26092 | NS      | $722226.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                             | VIEWRAY INC                               | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |     14140 | NS      | $68154.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                          | COMMUNITY HEALTH                          | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      8308 | NS      | $292940.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                        | W&T OFFSHORE INC                          | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     13645 | NS      | $93741.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                 | AZZ INC                                   | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     21043 | NS      | $876020.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                                 | JOUNCE THERAPEUT                          | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     36340 | NS      | $31979.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                          | STONERIDGE INC                            | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     19259 | NS      | $456245.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                                   | AEVA TECHNOLOGIE                          | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76206 | NS      | $128026.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners Inc                                  | P3 HEALTH PARTNE                          | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8108 | NS      | $38756.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                           | RECURSION PHAR-A                          | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106162 | NS      | $997922.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                  | CONNECTONE BANCO                          | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     32120 | NS      | $842828.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                             | ONESPAN INC                               | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     23211 | NS      | $291762.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                             | PCB BANCORP                               | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     10355 | NS      | $192810.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                       | GEO GROUP INC/TH                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    102223 | NS      | $1208275.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN Inc                                               | JOANN INC                                 | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9282 | NS      | $46688.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp                        | INTEGRAL AD SCIE                          | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21796 | NS      | $216870.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                       | VISTA OUTDOOR                             | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     47848 | NS      | $1338308.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                   | VERIS RESIDENTIA                          | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73798 | NS      | $1185195.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Science 37 Holdings Inc                                 | SCIENCE 37 HOLDI                          | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4595 | NS      | $2739.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                                     | CANNAE HOLDINGS                           | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     61411 | NS      | $1422892.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                    | BRIDGEBIO PHARMA                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     33765 | NS      | $316378.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                       | TURTLE BEACH COR                          | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      2578 | NS      | $24619.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                               | PERELLA WEINBERG                          | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2418 | NS      | $23140.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                       | LINDBLAD EXPEDIT                          | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |     26221 | NS      | $238086.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                     | PEABODY ENERGY                            | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    101452 | NS      | $3240376.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                         | ALPHA & OMEGA SE                          | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |      4252 | NS      | $149160.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                  | PATRICK INDS INC                          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     16829 | NS      | $941245.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc                           | MARATHON DIGITAL                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     96151 | NS      | $607674.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage-Crystal Clean Inc                              | HERITAGE-CRYSTAL                          | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13408 | NS      | $423692.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                                | LL FLOORING HOLD                          | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24506 | NS      | $166885.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                           | MATERION CORP                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1063 | NS      | $85635.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                         | MILLERKNOLL INC                           | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     65809 | NS      | $1341845.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                        | QCR HOLDINGS INC                          | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     13717 | NS      | $721651.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                            | WINMARK CORP                              | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2418 | NS      | $580320.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                               | GLADSTONE COMMER                          | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      2653 | NS      | $50380.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                    | BANK NT BUTTERFI                          | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |     40490 | NS      | $1409052.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                  | NURIX THERAPEUTI                          | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39289 | NS      | $486790.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                            | DUCOMMUN INC                              | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      9500 | NS      | $477945.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                 | BRIGHTVIEW HOLDI                          | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     38094 | NS      | $262467.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp                                      | MACATAWA BANK                             | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23102 | NS      | $256663.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                           | OCEANEERING INTL                          | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      8874 | NS      | $134796.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc                                       | DESKTOP METAL-A                           | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |    225733 | NS      | $462752.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PowerSchool Holdings Inc                                | POWERSCHOOL HLDG                          | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25386 | NS      | $518128.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings Inc                                 | KORE GROUP HOLDI                          | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29650 | NS      | $70567.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                                 | GLOBAL MEDICAL R                          | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     52286 | NS      | $528088.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co              | AMER EQUITY INVT                          | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     62228 | NS      | $2520856.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                           | RENASANT CORP                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     47079 | NS      | $1919410.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                             | EHEALTH INC                               | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |     14468 | NS      | $51506.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                     | WSFS FINANCIAL                            | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     55328 | NS      | $2683961.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                              | BERRY CORP                                | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55505 | NS      | $500100.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                    | ASTEC INDUSTRIES                          | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     19585 | NS      | $866440.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                             | ONE GAS INC                               | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     46239 | NS      | $4020481.05   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                     | DIEBOLD NIXDORF                           | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     15185 | NS      | $32647.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                             | THREDUP- CLASS A                          | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |     42050 | NS      | $52562.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                                      | AVIAT NETWORKS I                          | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      9510 | NS      | $299184.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                            | RCI HOSPITALITY                           | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |       570 | NS      | $51881.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                              | CARDIOVASCULAR S                          | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     15316 | NS      | $214577.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                  | WERNER ENT                                | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     47803 | NS      | $2102375.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                               | GREIF INC-CL B                            | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3893 | NS      | $292520.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                              | EL POLLO LOCO HO                          | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     16965 | NS      | $184918.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                       | ANGIODYNAMICS IN                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     32071 | NS      | $415319.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                 | PMV PHARMACEUTIC                          | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31518 | NS      | $314549.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                                     | MISSION PRODUCE                           | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     31063 | NS      | $493591.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                              | AMYLYX PHARMACEU                          | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24497 | NS      | $939949.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                              | PURECYCLE TECHNO                          | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18636 | NS      | $129333.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                               | EDGEWISE THERAPE                          | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25488 | NS      | $228117.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc                           | DIAMOND OFFSHORE                          | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     86315 | NS      | $826034.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                                    | ERMENEGILDO ZEGN                          | CUSIP: N30577105<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | US        |     31397 | NS      | $345053.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                     | EQUITY COMMONWEA                          | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     91923 | NS      | $2490194.07   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                     | TITAN MACHINERY                           | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     17311 | NS      | $762203.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                                      | PROVENTION BIO I                          | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |      7390 | NS      | $66805.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                 | BRANDYWINE RLTY                           | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    144934 | NS      | $1001493.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                 | PHYSICIANS REALT                          | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    193821 | NS      | $2893747.53   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                        | COEUR MINING INC                          | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    238543 | NS      | $834900.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                        | SECUREWORKS CO-A                          | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8924 | NS      | $64074.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund       | Vanguard Market Liquidity Fund            | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     80692 | NS      | $8068394.38   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                    | HILLTOP HOLDINGS                          | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     42727 | NS      | $1273264.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                                             | AEMETIS INC                               | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |     25457 | NS      | $140268.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                                        | EVERCOMMERCE INC                          | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17752 | NS      | $118405.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                                 | CARIBOU BIOSCIEN                          | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47985 | NS      | $446740.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                      | PARK NATL CORP                            | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     12340 | NS      | $1867412.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                   | HEARTLAND EXPRES                          | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     40433 | NS      | $676848.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc                                     | DULUTH HLDGS - B                          | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      5825 | NS      | $51027.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                    | GLOBAL NET LEASE                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     89911 | NS      | $1216495.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc                                     | RIOT BLOCKCHAIN                           | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    115811 | NS      | $538521.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Hotel Properties Inc                             | SUMMIT HOTEL PRO                          | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     89821 | NS      | $767969.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc                         | SCULPTOR CAPITAL                          | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |     11464 | NS      | $115213.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                             | COLUMBIA BANKING                          | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67437 | NS      | $2296904.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The                                       | HONEST CO INC/TH                          | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54838 | NS      | $157933.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                  | DXP ENTERPRISES                           | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13059 | NS      | $337313.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                                | CENTURY THERAPEU                          | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16982 | NS      | $178311.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc                         | CONSUMER PORTFOL                          | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8089 | NS      | $69727.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc                        | ASSETMARK FINANC                          | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     18470 | NS      | $459164.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp                                   | LORDSTOWN MOTO-A                          | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141679 | NS      | $235187.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                           | DIME COMMUNITY B                          | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27890 | NS      | $994836.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc                                      | BAKKT HOLDINGS I                          | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53881 | NS      | $95369.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz Inc                                              | SKILLZ INC                                | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265681 | NS      | $260075.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                         | UNITI GROUP INC                           | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    206249 | NS      | $1571617.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                               | AMERICA'S CAR-MA                          | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5145 | NS      | $374350.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc                                          | MATTERPORT INC                            | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52465 | NS      | $165264.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                               | SPIRE INC                                 | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     43919 | NS      | $3254397.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                   | FARMLAND PARTNER                          | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |     42173 | NS      | $560057.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                               | ETHAN ALLEN                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19327 | NS      | $549853.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                                         | BENSON HILL INC                           | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73902 | NS      | $229835.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors Inc                   | TRANSCONTL REALT                          | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               | CORP              | US        |      1081 | NS      | $45780.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                       | DONNELLEY FINANC                          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     20583 | NS      | $785858.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                         | PORCH GROUP INC                           | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     67979 | NS      | $138677.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                            | CASS INFORMATION                          | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      9788 | NS      | $425582.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                    | MID PENN BANCORP                          | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12264 | NS      | $404712.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                              | MIDLAND STATES B                          | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     18454 | NS      | $496597.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AN2 Therapeutics Inc                                    | AN2 THERAPEUTICS                          | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3294 | NS      | $32841.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                | NATL HEALTHCARE                           | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10755 | NS      | $662938.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                | SANDY SPRING BAN                          | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37651 | NS      | $1311007.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                           | ACADEMY SPORTS &                          | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71569 | NS      | $3612803.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                  | CATHAY GENERAL B                          | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     61899 | NS      | $2876446.53   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc                                              | PEPGEN INC                                | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6600 | NS      | $98736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                            | ARCBEST CORP                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     14124 | NS      | $1169043.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenntro Electric Group Ltd                              | CENNTRO ELECTRIC                          | CUSIP: Q6519V120<br>LEI: 549300UDHPKCYMMCEM56 | Long             | EC               | CORP              | US        |    155166 | NS      | $96823.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                     | CAL-MAINE FOODS                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      2593 | NS      | $151120.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                | GIBRALTAR INDUST                          | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27209 | NS      | $1377047.49   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                     | MR COOPER GROUP                           | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     60453 | NS      | $2730057.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                           | AMERICAN PUBLIC                           | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     15991 | NS      | $205484.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                 | CHIMERA INV CORP                          | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |    204423 | NS      | $1400297.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                          | PROTO LABS INC                            | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     19795 | NS      | $524963.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                                 | EXPRO GROUP HOLD                          | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |     66332 | NS      | $1152186.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc                                             | TILLY'S INC-CL A                          | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19337 | NS      | $183701.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                             | NATIONAL-CL A                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23249 | NS      | $1081310.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                     | SUTRO BIOPHARMA                           | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     43637 | NS      | $326841.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc                                 | EAGLE BULK SHIPP                          | CUSIP: Y2187A150<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |     11514 | NS      | $592395.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                                | TRITON INTERNATI                          | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52876 | NS      | $3567543.72   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                | THERAVANCE B                              | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | US        |      5706 | NS      | $61396.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                             | TWO HARBORS INVE                          | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     74520 | NS      | $1222128.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                      | FORESTAR GROUP                            | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     12030 | NS      | $178404.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                            | ARCHROCK INC                              | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    115646 | NS      | $1007276.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                   | URBAN EDGE P                              | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97840 | NS      | $1539023.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                           | MODIVCARE INC                             | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      7474 | NS      | $575498.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                    | BLUE FOUNDRY BAN                          | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |     22691 | NS      | $296571.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                                     | COLONY BANKCORP                           | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14613 | NS      | $200344.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                  | AKERO THERAPEUTI                          | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     22344 | NS      | $1038996.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                       | CAMBRIDGE BNCRP                           | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5946 | NS      | $528658.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Party City Holdco Inc                                   | PARTY CITY HOLDC                          | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |     59124 | NS      | $41978.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                               | EMERGENT BIOSOLU                          | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     43759 | NS      | $538235.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc/TX                              | GUARANTY BANCSHR                          | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7241 | NS      | $257779.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                                | STEM INC                                  | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      6506 | NS      | $85033.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc                                | DESTINATION XL G                          | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23836 | NS      | $158747.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                 | KRATOS DEFENSE &                          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    109453 | NS      | $1041992.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                         | SIRIUSPOINT LTD                           | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | US        |     72286 | NS      | $471304.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | HANNON ARMSTRONG                          | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68730 | NS      | $2229601.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                  | NORTHFIELD BANCO                          | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36949 | NS      | $589336.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                             | PLEXUS CORP                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      3387 | NS      | $373315.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                                        | BLUEBIRD BIO INC                          | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66125 | NS      | $515113.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp                                  | SEASPINE HOLD                             | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     30747 | NS      | $230295.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                                        | 2SEVENTY BIO                              | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31855 | NS      | $499167.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                   | MEIRAGTX HOLDING                          | CUSIP: G59665102<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | US        |     25054 | NS      | $154332.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                     | BERKELEY LIGHTS                           | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     47055 | NS      | $138341.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                           | REV GROUP INC                             | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     28959 | NS      | $402240.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                                     | LIFETIME BRANDS                           | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |     11139 | NS      | $93678.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                  | HILLMAN SOLUTION                          | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115268 | NS      | $917533.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc                                              | AMYRIS INC                                | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |    148779 | NS      | $257387.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreCivic Inc                                           | CORECIVIC INC                             | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    100676 | NS      | $1336977.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                                | ORASURE TECH                              | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     61494 | NS      | $309929.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                   | CLEARWATER                                | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     14261 | NS      | $556606.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                              | ALLETE INC                                | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     49232 | NS      | $3259158.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                                        | WEST BANCORP                              | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |     11276 | NS      | $271075.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                            | PROTAGONIST THER                          | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38780 | NS      | $306749.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                                  | BLADE AIR MOBILI                          | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47347 | NS      | $232947.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                               | CROSSFIRST BANKS                          | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39712 | NS      | $550805.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                  | FIRST INTERNET B                          | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      7672 | NS      | $199165.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vintage Wine Estates Inc                                | VINTAGE WINE EST                          | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23767 | NS      | $78906.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                             | DELUXE CORP                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     37083 | NS      | $717185.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                                 | AXT INC                                   | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |     35272 | NS      | $187294.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                           | NATL HEALTH INV                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     36940 | NS      | $2078244.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                             | ARMOUR RESIDENTI                          | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    100778 | NS      | $592574.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                        | ACM RESEARCH-A                            | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     35551 | NS      | $322092.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                              | PREFORMED LINE                            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      2169 | NS      | $204623.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp                                  | SNAP ONE HOLDING                          | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |     15178 | NS      | $123093.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                                       | UNITY BANCORP                             | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      6296 | NS      | $179498.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                                   | RAPT THERAPEUTIC                          | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      6744 | NS      | $119233.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                   | OXFORD INDS INC                           | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      3979 | NS      | $449069.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                           | BARRETT BUS SVCS                          | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       583 | NS      | $57326.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                                | OPPENHEIMER HO-A                          | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6914 | NS      | $288037.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                | WORLD FUEL SVCS                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     52550 | NS      | $1495047.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                                | MILLER INDS/TENN                          | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      8961 | NS      | $247233.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp                         | COMTECH TELECOMM                          | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     22318 | NS      | $260451.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                                     | IGM BIOSCIENCES                           | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      1928 | NS      | $42435.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                             | STANDARD MOTOR                            | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     17215 | NS      | $661228.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                             | HEARTLAND FINL                            | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     35329 | NS      | $1723701.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                                    | PROFRAC HOLDIN-A                          | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7493 | NS      | $176684.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                   | PROPETRO HOLDING                          | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75865 | NS      | $832997.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                                       | CIPHER MINING IN                          | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30932 | NS      | $24176.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                      | CNX RESOURCES CO                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    152222 | NS      | $2644096.14   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                              | SABRE CORP                                | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    221741 | NS      | $1354837.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc                            | HYDROFARM HOLDIN                          | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |     36792 | NS      | $92347.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                              | ZIMVIE INC                                | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     17559 | NS      | $156977.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                                 | QUOTIENT TECHNOL                          | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |     69147 | NS      | $203983.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                                 | KIMBALL ELECTRON                          | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     20698 | NS      | $477916.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc                         | NATIONAL WESTE-A                          | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      1990 | NS      | $419492.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion Inc                                           | MONEYLION INC                             | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98331 | NS      | $73413.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                | HOMETRUST BANCSH                          | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10086 | NS      | $258201.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                                  | FIRST BANK/HAMIL                          | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |     13737 | NS      | $210725.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                       | STEWART INFO SVC                          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     22982 | NS      | $1017183.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                                      | MVB FINANCIAL CO                          | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      8783 | NS      | $209738.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                      | PENNYMAC MORTGAG                          | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     62687 | NS      | $957230.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp                                      | LANDSEA HOMES CO                          | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |      7773 | NS      | $42673.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                                | AVIDXCHANGE HLDG                          | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13375 | NS      | $115292.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                                  | NICOLET BANKSHAR                          | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9351 | NS      | $773514.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                 | ELLINGTON FINANC                          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     48681 | NS      | $664008.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                             | SIMMONS FIRST -A                          | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    105564 | NS      | $2450140.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                           | PREFERRED BANK                            | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     11396 | NS      | $861423.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                                  | TUPPERWARE BRAND                          | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     38002 | NS      | $175949.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                        | FIRST BUSEY CORP                          | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     44538 | NS      | $1161105.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                         | NEOGENOMICS INC                           | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109346 | NS      | $1225768.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                 | ADVANTAGE SOLUTI                          | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69597 | NS      | $172600.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                      | AXOS FINANCIAL I                          | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     44661 | NS      | $1791352.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                                        | ROCKY BRANDS INC                          | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      5628 | NS      | $159159.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                               | ACNB CORP                                 | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7131 | NS      | $280248.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                     | REPAY HOLDINGS C                          | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75261 | NS      | $666812.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                                         | CAESARSTONE LTD                           | CUSIP: M20598104<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | US        |     19460 | NS      | $122014.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                            | TEXAS CAPITAL BA                          | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     42980 | NS      | $2578370.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc                           | SINGULAR GENOMIC                          | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46963 | NS      | $95804.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                   | RIGETTI COMPUTIN                          | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27000 | NS      | $35100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | RUSH ENTER-CL B                           | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      4509 | NS      | $238931.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                                   | BUTTERFLY NETWOR                          | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113354 | NS      | $366133.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                            | ZENTALIS PHARMAC                          | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2043 | NS      | $45191.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | E-Mini Russ 2000  Dec22                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        16 | NC      | $84355.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc                                           | AFC GAMMA INC                             | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |     13955 | NS      | $243933.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                  | HORIZON BANCORP                           | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     34514 | NS      | $561197.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                             | AVIENT CORP                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     20713 | NS      | $716876.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                             | SOUTH JERSEY IND                          | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    105936 | NS      | $3675979.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                            | WASH TRUST BANC                           | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     14784 | NS      | $735651.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                              | INDEPENDENT BANK                          | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30777 | NS      | $2029435.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                                          | KRONOS BIO INC                            | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39560 | NS      | $75164.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                       | DYNEX CAPITAL                             | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     37456 | NS      | $490673.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian Inc                                             | ATERIAN INC                               | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51273 | NS      | $55374.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                               | ALICO INC                                 | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5430 | NS      | $167949.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                              | EGAIN CORP                                | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12005 | NS      | $105644.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                      | FED AGRI MTG-C                            | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      8150 | NS      | $1025677.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc                             | USCB FINANCIAL H                          | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9107 | NS      | $120940.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | LIONS GATE ENT-B                          | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |    100336 | NS      | $714392.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                  | DIGI INTL INC                             | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     19333 | NS      | $821072.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                            | VICTORY CAPITA-A                          | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     10002 | NS      | $290058.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                                               | LATCH INC                                 | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91924 | NS      | $82538.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                             | TRIMAS CORP                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     36115 | NS      | $987745.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                          | BRIGHTCOVE                                | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |     11170 | NS      | $61770.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                      | UFP INDUSTRIES I                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      6470 | NS      | $529634.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences Inc                              | ALPINE IMMUNE SC                          | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      7267 | NS      | $45636.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                 | PEBBLEBROOK HOTE                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    113431 | NS      | $1888626.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                               | COMMUNITY BANK S                          | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     45800 | NS      | $2983412.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                          | ESQUIRE FINANCIA                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $38741.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                     | PAR TECHNOLOGY                            | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     14214 | NS      | $346395.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                                       | TATTOOED CHEF IN                          | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |      2051 | NS      | $3097.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Immunovant Inc                                          | IMMUNOVANT INC                            | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34257 | NS      | $449109.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                | TOWNE BANK                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     57859 | NS      | $1868845.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                          | DAY ONE BIOPHARM                          | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23688 | NS      | $502896.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                        | ARES COMMERCIAL                           | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     43917 | NS      | $547205.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                            | HAIN CELESTIAL                            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     65537 | NS      | $1228163.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                 | CENTURY COMMUNIT                          | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     23022 | NS      | $1108739.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                  | RELAY THERAPEUTI                          | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60149 | NS      | $1117568.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                     | ADTRAN HOLDINGS                           | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      5535 | NS      | $112194.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics Inc                               | AEROVATE THERAPE                          | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7747 | NS      | $145953.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp                                         | GLATFELTER CORP                           | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     38299 | NS      | $132897.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                            | WESBANCO INC                              | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50213 | NS      | $2031115.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc                                              | PFSWEB INC                                | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14546 | NS      | $162478.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | LIONS GATE-A                              | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |     49953 | NS      | $381640.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                       | FIRST COMMON FIN                          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     79833 | NS      | $1175141.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                                    | GLOBAL INDUSTRIAL CO                      | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3001 | NS      | $73854.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences Inc                                | ENOCHIAN BIOSCIE                          | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |     16650 | NS      | $25058.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                            | COMMUNITY HEALTH                          | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107762 | NS      | $369623.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc                     | ALLSCRIPTS HEALT                          | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     94538 | NS      | $1790549.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                          | AMERIS BANCORP                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     57009 | NS      | $3014635.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                    | AMKOR TECH INC                            | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     70072 | NS      | $1963417.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                | WATERSTONE FINAN                          | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     16356 | NS      | $273963.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                                          | ADICET BIO INC                            | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |     24260 | NS      | $441046.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida Inc                                             | TRICIDA INC                               | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |     11593 | NS      | $2782.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ur-Energy Inc                                           | UR-ENERGY INC                             | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | US        |     17385 | NS      | $22948.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                     | ALLEGIANT TRAVEL                          | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      7789 | NS      | $643449.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                  | GROUP 1 AUTOMOTI                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     13165 | NS      | $2545321.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                            | DENNY'S CORP                              | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     13744 | NS      | $172349.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                               | ALLOGENE THERAPE                          | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70846 | NS      | $698541.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                          | NORTHEAST BANK                            | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      5684 | NS      | $240660.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                               | ATARA BIOTHERAPE                          | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     71455 | NS      | $323691.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                    | TRI POINTE HOMES                          | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79835 | NS      | $1472157.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp                                 | ARTESIAN RES-A                            | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2363 | NS      | $128925.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                              | ALIGHT INC-CL A                           | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    293274 | NS      | $2530954.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                    | QUAKER CHEMICAL                           | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      3932 | NS      | $773778.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                   | WORLD ACCEPTANCE                          | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1051 | NS      | $74526.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc                               | BLUE RIDGE BNKSH                          | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14733 | NS      | $191970.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                | DANA INC                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    113184 | NS      | $1993170.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling Inc                      | HYSTER-YALE                               | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9140 | NS      | $267619.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                              | ERASCA INC                                | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55354 | NS      | $417922.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                       | JOBY AVIATION IN                          | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19247 | NS      | $79297.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                           | STEELCASE INC-A                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     74351 | NS      | $589603.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings Inc                                    | LIVEVOX HOLDINGS                          | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |     18846 | NS      | $42591.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                          | ATLANTIC UNION B                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64355 | NS      | $2295542.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc                                | RELMADA THERAPEU                          | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |      6231 | NS      | $28974.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                   | RADIANT LOGISTIC                          | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     24052 | NS      | $128437.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                         | HECLA MINING CO                           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    477034 | NS      | $2599835.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                             | BANNER CORPORATI                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29374 | NS      | $2074391.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                    | SHORE BANCSHARES                          | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15309 | NS      | $304802.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                   | ESCO TECH INC                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     20309 | NS      | $1909249.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                                | NORTHERN OIL AND                          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      8695 | NS      | $316411.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar Inc                                      | VELODYNE LIDAR I                          | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |    162733 | NS      | $160210.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp                                | CURO GROUP HOLDI                          | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |      4232 | NS      | $15108.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                     | SIGNET JEWELERS                           | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     39504 | NS      | $2567760.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                                | RACKSPACE TECHNO                          | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48633 | NS      | $237329.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                 | FIRST FIN BANCRP                          | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     80090 | NS      | $2116778.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                       | UNIVERSAL CORP                            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     20682 | NS      | $1177012.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                         | AVEANNA HEALTHCA                          | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37559 | NS      | $25483.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp                                     | GROWGENERATION C                          | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48331 | NS      | $328167.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                               | BEACON ROOFING S                          | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     13130 | NS      | $766660.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                                       | PARKE BANCORP                             | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      9001 | NS      | $195771.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                            | HB FULLER CO                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      6225 | NS      | $499929.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                        | SAUL CENTERS INC                          | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1038 | NS      | $44737.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                             | NANOSTRING TECHN                          | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      4962 | NS      | $34684.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                            | LIVANOVA PLC                              | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | US        |     10831 | NS      | $599712.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sema4 Holdings Corp                                     | SEMA4 HOLDINGS C                          | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133195 | NS      | $55169.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                                    | BEAZER HOMES USA                          | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     25722 | NS      | $351105.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                      | ABM INDUSTRIES                            | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     57653 | NS      | $2720068.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                      | EVERI HOLDINGS I                          | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     33649 | NS      | $562611.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                            | SANMINA CORP                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     49054 | NS      | $3241978.86   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                            | ARTIVION INC                              | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      6089 | NS      | $77878.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                                     | TORRID HOLDINGS                           | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5044 | NS      | $20478.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                    | WABASH NATIONAL                           | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      5357 | NS      | $134299.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                              | OUSTER INC                                | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122467 | NS      | $144511.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp                               | PROFESSIONAL H-A                          | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |     10277 | NS      | $308001.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                     | TREEHOUSE FOODS                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     43714 | NS      | $2160783.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                        | RBC BEARINGS INC                          | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20974 | NS      | $4970208.78   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                 | OLD NATL BANCORP                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    251821 | NS      | $4812299.31   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                                       | PROS HOLDINGS IN                          | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     12432 | NS      | $296130.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                        | BGC PARTNERS-A                            | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    273377 | NS      | $1178254.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                 | ANI PHARMACEUTIC                          | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     10762 | NS      | $451465.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                           | SOUTHERN MISSOUR                          | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6706 | NS      | $347773.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                                  | THIRD HARMONIC B                          | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $7800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cara Therapeutics Inc                                   | CARA THERAPEUTIC                          | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     38164 | NS      | $450335.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                 | STOCK YARDS BANC                          | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      3863 | NS      | $285939.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                                     | CAPITAL BANCORP                           | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      7740 | NS      | $192106.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp                                       | SWK HOLDINGS                              | CUSIP: 78501P203<br>LEI: 549300DZ1K2KDX5Q7G55 | Long             | EC               | CORP              | US        |      3036 | NS      | $59050.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | RUSH ENTER-CL A                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     37730 | NS      | $1944226.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc                                      | VIA RENEWABLES I                          | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |      1068 | NS      | $6899.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                     | AMERANT BANCORP                           | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |     23807 | NS      | $701354.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                       | QURATE RETAIL-A                           | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |    299951 | NS      | $704884.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares Inc                           | FIRST GUARANTY B                          | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |      4609 | NS      | $115178.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc                         | EVOLV TECHNOLOGI                          | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70906 | NS      | $247461.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                 | KEZAR LIFE SCIEN                          | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     44571 | NS      | $348099.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                          | QUINSTREET INC                            | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     41696 | NS      | $593334.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                                   | PURPLE INNOVATIO                          | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43365 | NS      | $218993.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc                                       | CUMULUS MEDIA-A                           | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15564 | NS      | $113928.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                            | TERAWULF INC                              | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14121 | NS      | $11720.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                               | COWEN INC - A                             | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     22663 | NS      | $876151.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                              | XENIA HOTELS & R                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     99288 | NS      | $1531020.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                     | C4 THERAPEUTICS                           | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36053 | NS      | $308974.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                              | HORACE MANN EDUC                          | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     35417 | NS      | $1366742.03   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic Inc                                           | SOMALOGIC INC                             | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |    111998 | NS      | $313594.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                            | SYLVAMO CORP                              | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1867 | NS      | $100986.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                       | GCM GROSVENOR-A                           | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4859 | NS      | $42613.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                           | INDEPENDENCE REA                          | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    193900 | NS      | $3513468.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                          | MIDWESTONE FINAN                          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12110 | NS      | $422517.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                  | UCB SA - CVR 31/12/2023 (Zogenix Inc Acq) | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     43508 | NS      | $87016.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Navient Corp                                            | NAVIENT CORP                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     96104 | NS      | $1592443.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                             | ALLOVIR INC                               | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26176 | NS      | $196581.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                    | NETSCOUT SYSTEMS                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     58698 | NS      | $2188261.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                       | CONSOL ENERGY IN                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1683 | NS      | $130348.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                                | EVGO INC                                  | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51177 | NS      | $327532.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Intrepid Potash Inc                                     | INTREPID POTASH                           | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      9540 | NS      | $343917.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                     | EDITAS MEDICINE                           | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     61200 | NS      | $648720.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                   | CHATHAM LODGING                           | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40956 | NS      | $547581.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals Inc                            | EIGER BIOPHARMAC                          | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |      3549 | NS      | $16112.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                        | DOUGLAS ELLIMAN                           | CUSIP: 25961D105<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     60206 | NS      | $248048.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                            | GRIFFON CORP                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     19354 | NS      | $683389.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                              | NELNET INC-CL A                           | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     12489 | NS      | $1230666.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                               | VANDA PHARMACEUT                          | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     49844 | NS      | $543798.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                           | 4D MOLECULAR THE                          | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25615 | NS      | $619114.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                             | LIFESTANCE HEALT                          | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57542 | NS      | $292888.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                | SERVICE PROPERTI                          | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    141209 | NS      | $1108490.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                          | CLEANSPARK INC                            | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     38544 | NS      | $86724.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Talaris Therapeutics Inc                                | TALARIS THERAPEU                          | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18895 | NS      | $27586.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                 | ENOVA INTERNATIO                          | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     26827 | NS      | $1082201.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                     | GLACIER BANCORP                           | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     82987 | NS      | $4804947.30   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                                          | OMNIAB INC - 12.5                         | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4268 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PetIQ Inc                                               | PETIQ INC                                 | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      4801 | NS      | $56987.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                         | AEROJET ROCKETDY                          | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     16832 | NS      | $875264.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                          | ANAPTYSBIO INC                            | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |     17668 | NS      | $488166.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp                                            | INNOVID CORP                              | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7666 | NS      | $22691.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                      | NANO-X IMAGING L                          | CUSIP: M70700105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35665 | NS      | $379832.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Tarsus Pharmaceuticals Inc                              | TARSUS PHARMACEU                          | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15917 | NS      | $267564.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                                   | ALERUS FINANCIAL                          | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     12874 | NS      | $304598.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                   | FIRST BUSINESS F                          | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      6914 | NS      | $264944.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                             | BAYCOM CORP                               | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     10042 | NS      | $190396.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                        | GRANITE POINT MO                          | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     44739 | NS      | $286776.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                          | OFFICE PROPERTIE                          | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41222 | NS      | $630284.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                    | WARRIOR MET COAL                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     39649 | NS      | $1459876.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                            | INVESCO MORTGAGE                          | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     29807 | NS      | $391365.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp                                          | SKILLSOFT CORP                            | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68457 | NS      | $131437.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                        | REALREAL INC/THE                          | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     59928 | NS      | $89292.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc                                       | VERTEX ENERGY IN                          | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |      5249 | NS      | $43514.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                           | UNITED COMMUNITY                          | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     91414 | NS      | $3562403.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                                        | SOVOS BRANDS INC                          | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9929 | NS      | $142878.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc                        | AIR TRANSPORT SE                          | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     31715 | NS      | $889288.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                | HERSHA HOSPITA-A                          | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     25651 | NS      | $247019.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                  | ACUSHNET HOLDING                          | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     20717 | NS      | $941587.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                                             | EXPRESS INC                               | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54143 | NS      | $76883.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                | IDT CORP-CLASS B                          | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3856 | NS      | $107775.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspirato Inc                                           | INSPIRATO INC                             | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17398 | NS      | $32360.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                       | PROG HOLDINGS IN                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     35925 | NS      | $707363.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                      | CARETRUST REI                             | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     76716 | NS      | $1518976.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                            | COMPASS DIVERSIF                          | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     52986 | NS      | $1036406.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                              | RAMBUS INC                                | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     14984 | NS      | $575085.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                        | FIRST WATCH REST                          | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5549 | NS      | $87008.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                  | MUELLER INDS                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     30861 | NS      | $2122310.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                            | ARCONIC CORP                              | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     88425 | NS      | $2107167.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                       | BRIGHTSPHERE INV                          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      2106 | NS      | $42878.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                           | RILEY EXPLORATIO                          | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      3252 | NS      | $105722.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                               | SMITH & WESSON B                          | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     36222 | NS      | $426332.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                          | UTZ BRANDS INC                            | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7359 | NS      | $140262.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                     | REPLIMUNE GROUP                           | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     35638 | NS      | $729509.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                     | SCORPIO TANKERS                           | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | US        |     41902 | NS      | $2137840.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc                                      | CLIPPER REALTY I                          | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1240 | NS      | $9399.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                                   | CIVITAS RESOURCE                          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     63655 | NS      | $4287800.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus Inc                                            | MOMENTUS INC                              | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29570 | NS      | $31935.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                    | MANITOWOC CO                              | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     29806 | NS      | $292694.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                       | SLEEP NUMBER COR                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     10088 | NS      | $295074.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                               | MONRO INC                                 | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27636 | NS      | $1256608.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                  | EMPLOYERS HOLDIN                          | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23429 | NS      | $1088745.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                   | INDEP BANK/MA                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     39293 | NS      | $3556802.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                              | WORTHINGTON INDS                          | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     27095 | NS      | $1537370.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                | PATTERSON-UTI                             | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     59339 | NS      | $1065135.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                        | SHENANDOAH TELEC                          | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     41658 | NS      | $811081.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                       | KKR REAL ESTATE                           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     48823 | NS      | $808020.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                       | MFA FINANCIAL                             | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     88030 | NS      | $984175.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                  | NATURAL GROCERS                           | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       976 | NS      | $9838.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                            | VERACYTE INC                              | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     61412 | NS      | $1703568.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                          | CENTRAL PACIFIC                           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     23076 | NS      | $488980.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                  | STOKE THERAPEUTI                          | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     18927 | NS      | $142709.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                       | GETTY REALTY                              | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     36140 | NS      | $1193342.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                  | GENWORTH FINANCI                          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    431908 | NS      | $2172497.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                      | AVANOS MEDICAL I                          | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     40356 | NS      | $1085576.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                          | SIERRA BANCORP                            | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12111 | NS      | $262082.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                | ENCORE CAPITAL G                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     20386 | NS      | $1027454.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The                           | FIRST OF LONG IS                          | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19320 | NS      | $375774.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                      | NUSCALE POWER CO                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26591 | NS      | $289841.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co                               | EDGEWELL PERSONA                          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     44348 | NS      | $1916277.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc                        | DISTRIBUTION SOL                          | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $18256.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                           | CRINETICS PHARMA                          | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     38743 | NS      | $692337.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                                  | PREMIER FINANCIA                          | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30590 | NS      | $892616.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                              | N-ABLE INC                                | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7332 | NS      | $82338.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital Inc                                  | HOME POINT CAPIT                          | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Long             | EC               | CORP              | US        |      6657 | NS      | $10518.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                     | POTLATCHDELTIC C                          | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     61969 | NS      | $2961498.51   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                | GRANITE CONSTR                            | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     38293 | NS      | $1379313.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                       | GENERATION BIO C                          | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40921 | NS      | $218108.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                        | VECTOR GROUP LTD                          | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    105526 | NS      | $1171338.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc                                             | INVIVYD INC                               | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43296 | NS      | $97848.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                          | TRUSTMARK CORP                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     52904 | NS      | $1935228.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                      | BYLINE BANCORP I                          | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     21000 | NS      | $478590.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                   | NABORS INDS LTD                           | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      1148 | NS      | $181762.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                                            | ALLBIRDS INC-A                            | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61163 | NS      | $176149.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                 | ALEXANDER & BALD                          | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62024 | NS      | $1224974.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                           | SELECT INS GRP                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     51253 | NS      | $4926438.36   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines Inc                                        | VBI VACCINES INC                          | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | US        |    162378 | NS      | $84436.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                                | EBIX INC                                  | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     17785 | NS      | $337737.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                                | FIRST BANCSHARES                          | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     16802 | NS      | $574460.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                            | SAFEHOLD INC                              | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     11454 | NS      | $338136.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp                                             | TEEKAY CORP                               | CUSIP: Y8564W103<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | US        |     59770 | NS      | $265976.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                              | SOUTH PLAINS FIN                          | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      8545 | NS      | $264553.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                        | A10 NETWORKS INC                          | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     11447 | NS      | $214173.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                             | JOHN B SANFILIPP                          | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2966 | NS      | $251190.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                    | HANCOCK WHITNEY                           | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     74140 | NS      | $4065837.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc                                   | PROVIDENT BANCOR                          | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12316 | NS      | $85473.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                       | TRIUMPH GROUP                             | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     54888 | NS      | $628467.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                                             | TRUECAR INC                               | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     76901 | NS      | $191483.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                     | GRAY TELEVISION                           | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     39266 | NS      | $459412.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                            | CRYOPORT                                  | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      7344 | NS      | $145044.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc                         | ORRSTOWN FINL SV                          | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      8926 | NS      | $240198.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                            | BIOHAVEN LTD                              | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10148 | NS      | $160541.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc                                   | KINNATE BIOPHARM                          | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |     24638 | NS      | $195132.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                     | KRYSTAL BIOTECH                           | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     12098 | NS      | $940498.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                            | OIL STATES INTL                           | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     53248 | NS      | $359424.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio Inc                                          | INSTIL BIO INC                            | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58660 | NS      | $78017.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                              | INOVIO PHARMACEU                          | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |    223066 | NS      | $455054.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                         | BANCORP INC/THE                           | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19335 | NS      | $579469.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                                    | PACTIV EVERGREEN                          | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     37056 | NS      | $431331.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                   | WILEY JOHN&SON-A                          | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      2202 | NS      | $104396.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                  | PATHWARD FINANCI                          | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     17802 | NS      | $774921.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                | KEARNY FINANCIAL                          | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51573 | NS      | $498710.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                  | HOME BANCSHARES                           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163480 | NS      | $4160566.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                      | COGENT COMMUNICA                          | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16795 | NS      | $974949.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                                   | HARBORONE BANCOR                          | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     38172 | NS      | $558456.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                        | NUVATION BIO INC                          | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100281 | NS      | $191536.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                               | OPPFI INC                                 | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11398 | NS      | $28381.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                               | STEPAN CO                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     16553 | NS      | $1846818.21   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                       | NORTHWESTERN COR                          | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     48608 | NS      | $2839193.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                | UNITED NATURAL                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     46535 | NS      | $2218788.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                            | BALLY'S CORP                              | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |     31005 | NS      | $775125.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| NexPoint Residential Trust Inc                          | NEXPOINT RESI                             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      1145 | NS      | $55063.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                              | FUBOTV INC                                | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151952 | NS      | $423946.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Five Star Bancorp                                       | FIVE STAR BANCOR                          | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      7029 | NS      | $189783.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics Inc                                | BIOXCEL THERAPEU                          | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |     16111 | NS      | $266959.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                             | HIBBETT INC                               | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      2278 | NS      | $151851.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                             | MAXIMUS INC                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2928 | NS      | $205838.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                 | V2X INC                                   | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10304 | NS      | $416384.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                       | FB FINANCIAL COR                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     31121 | NS      | $1332290.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                               | CHESAPEAKE UTIL                           | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      6557 | NS      | $785069.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund       | Vanguard Market Liquidity Fund            | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |      4924 | NS      | $4923.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                       | INTERNATIONAL GA                          | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     65286 | NS      | $1602118.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                    | SONIC AUTOMOTI-A                          | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     17067 | NS      | $906940.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp                                 | AKA BRANDS HOLDI                          | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8296 | NS      | $14932.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                     | STAG INDUSTRIAL                           | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    154974 | NS      | $5100194.34   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                             | FIRST WESTERN FI                          | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      7034 | NS      | $213833.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                              | ADIENT PLC                                | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     82127 | NS      | $3198025.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                          | CALIF WATER SRVC                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     34494 | NS      | $2239695.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                        | LENDINGCLUB CORP                          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     83236 | NS      | $858163.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                        | BLUEGREEN VACATI                          | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      8693 | NS      | $187334.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                          | TACTILE SYSTEMS                           | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     10600 | NS      | $90736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                                    | 1LIFE HEALTHCARE                          | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154914 | NS      | $2631988.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc/dupe                      | FRANKLIN BSP REA                          | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71927 | NS      | $1050134.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                                | RESOURCES CONNEC                          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27530 | NS      | $531329.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                             | MAXCYTE INC                               | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     74169 | NS      | $444272.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                          | ZIFF DAVIS INC                            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     31993 | NS      | $2951674.18   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                               | ADEIA INC                                 | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89760 | NS      | $991848.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                              | FARMERS NATL BAN                          | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26883 | NS      | $408890.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc                               | KIMBALL INTL -B                           | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     30540 | NS      | $218666.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                        | RADIAN GROUP INC                          | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    139093 | NS      | $2722050.01   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                  | ABERCROMBIE & FI                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     42376 | NS      | $1016176.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                   | CARTER BANKSHARE                          | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20830 | NS      | $386188.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                         | MACERICH CO                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    185557 | NS      | $2356573.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                     | WALKER & DUNLOP                           | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8344 | NS      | $745202.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                                 | LIFECORE BIOMEDI                          | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |     22634 | NS      | $192615.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                       | OWENS & MINOR                             | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     56358 | NS      | $1161538.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                             | CERENCE INC                               | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     33482 | NS      | $686715.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                                   | VIVINT SMART HOM                          | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60445 | NS      | $560929.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                     | MYRIAD GENETICS                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     68086 | NS      | $1379422.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                               | ITRON INC                                 | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     36336 | NS      | $1932348.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                              | SABRA HEALTH CAR                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    199167 | NS      | $2571245.97   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co                                      | 23ANDME HOLDIN-A                          | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127095 | NS      | $387639.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                     | ADDUS HOMECARE                            | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      8018 | NS      | $884225.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc                                       | CINCOR PHARMA IN                          | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17096 | NS      | $201732.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                           | HUB GROUP-A                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28915 | NS      | $2433197.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                                      | AARON'S CO INC                            | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26038 | NS      | $317403.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                          | PRAXIS PRECISION                          | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28645 | NS      | $63305.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp                                  | LI-CYCLE HOLDING                          | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72293 | NS      | $460506.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Figs Inc                                                | FIGS INC-CLASS A                          | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16022 | NS      | $125452.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp                                | CITIZENS & NORTH                          | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12944 | NS      | $317645.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                            | STAGWELL INC                              | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     60450 | NS      | $450957.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                                 | POSTAL REALTY-A                           | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |      6518 | NS      | $100963.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed NV                                              | AFFIMED NV                                | CUSIP: N01045108<br>LEI: 5493004V4FSXT1D04610 | Long             | EC               | CORP              | US        |      5208 | NS      | $11145.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co                  | APARTMENT INVEST                          | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |    129400 | NS      | $1084372.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                           | CAPITOL FEDERAL                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111455 | NS      | $932878.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc                                            | HILLEVAX INC                              | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8794 | NS      | $175880.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc                                   | TUSIMPLE HOLD-A                           | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119850 | NS      | $269662.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                               | SALLY BEAUTY HOL                          | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      6449 | NS      | $75840.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                              | THIRD COAST BANC                          | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10142 | NS      | $199188.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                  | VERVE THERAPEUTI                          | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32978 | NS      | $766078.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                         | ALAMO GROUP                               | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1280 | NS      | $192640.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                            | SUNSTONE HOTEL                            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    182812 | NS      | $2009103.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                        | PIEDMONT OFFIC-A                          | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105825 | NS      | $1101638.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                               | GREENLIGHT CAP-A                          | CUSIP: G4095J109<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | US        |     21938 | NS      | $171774.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                           | ECHOSTAR CORP-A                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     28921 | NS      | $503225.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                                         | WEYCO GROUP                               | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      4968 | NS      | $127180.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                   | ARCUS BIOSCIENCE                          | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43983 | NS      | $1546882.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                          | API GROUP CORP                            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    178149 | NS      | $3424023.78   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                       | DONEGAL GRP-CL A                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13315 | NS      | $197994.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                 | METHODE ELEC                              | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     31003 | NS      | $1416217.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                             | STERLING INFRAST                          | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      3947 | NS      | $129264.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                       | SHOE CARNIVAL                             | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15100 | NS      | $398791.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure Inc                        | RADIUS GLOBAL-A                           | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |     65457 | NS      | $828685.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                          | VIRTUS INVEST                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      5498 | NS      | $1066282.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                           | MARINEMAX INC                             | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     16713 | NS      | $552030.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                          | BANKUNITED INC                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     66963 | NS      | $2458881.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                           | SAPIENS INTL                              | CUSIP: G7T16G103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7207 | NS      | $140248.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                              | DIODES INC                                | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     10330 | NS      | $952735.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                              | HURON CONSULTING                          | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      7062 | NS      | $549847.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                          | SUMO LOGIC                                | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |     33567 | NS      | $255109.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                                  | GOLDEN OCEAN GRO                          | CUSIP: G39637205<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | US        |    105116 | NS      | $887179.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                | AMER STATES WATE                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     16569 | NS      | $1623596.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                        | ATLAS AIR WORLDW                          | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     24044 | NS      | $2422913.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                        | KRISPY KREME INC                          | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45081 | NS      | $695149.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                   | ARTISAN PARTNE-A                          | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     17745 | NS      | $615574.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp                                     | TERRAN ORBITAL C                          | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20204 | NS      | $47681.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                               | VALHI INC                                 | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2013 | NS      | $44809.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                     | DESIGNER BRAND-A                          | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     13473 | NS      | $206136.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                              | EZCORP INC-A                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     43100 | NS      | $431862.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                              | CONN'S INC                                | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |     10957 | NS      | $109131.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                             | UNISYS CORP                               | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     14458 | NS      | $62169.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                                 | ABCELLERA BIOLOG                          | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | US        |    102851 | NS      | $1323692.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Pardes Biosciences Inc                                  | PARDES BIOSCIENC                          | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29145 | NS      | $26236.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                     | LUXFER HOLDINGS                           | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | US        |     14025 | NS      | $205606.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                               | VIAD CORP                                 | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     17465 | NS      | $517138.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago Biosciences Inc                                   | IMAGO BIOSCIENCE                          | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9281 | NS      | $331238.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                                             | PAYSAFE LTD                               | CUSIP: G6964L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288208 | NS      | $409255.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                       | RLJ LODGING TRUS                          | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138251 | NS      | $1675602.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                                | FULCRUM THERAPEU                          | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29444 | NS      | $201691.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                          | DORIAN LPG LTD                            | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     26272 | NS      | $511515.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                              | FASTLY INC -CL A                          | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     98040 | NS      | $947066.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc                           | ASHFORD HOSPITAL                          | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29028 | NS      | $188972.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                    | SUMMIT MATERIA-A                          | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    102055 | NS      | $3091245.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                        | UNIVERSAL LOGIST                          | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1646 | NS      | $62498.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                  | GREENBRIER COS                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     27252 | NS      | $1046204.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                                    | BIGLARI HOLDIN-B                          | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       613 | NS      | $88186.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                        | EASTMAN KODAK CO                          | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     48264 | NS      | $204156.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc                          | ALLIED MOTION TE                          | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      1162 | NS      | $41181.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                                    | TYRA BIOSCIENCES                          | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11072 | NS      | $77614.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                 | EUROPEAN WAX-A                            | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2687 | NS      | $38961.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                 | FLUSHING FINL                             | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24305 | NS      | $507002.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc                        | SUNNOVA ENERGY I                          | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     85727 | NS      | $1957147.41   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                                   | FIRST BANCORP/ME                          | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8543 | NS      | $268591.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                                       | NORTHWEST PIPE                            | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      6583 | NS      | $246599.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global Inc                              | POINT BIOPHARMA                           | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3816 | NS      | $25986.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                        | ELME COMMUNITIES                          | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     75159 | NS      | $1485141.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                       | CORP OFFICE PROP                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     85391 | NS      | $2371308.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                        | CYTOKINETICS INC                          | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      6735 | NS      | $286237.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                        | WEIS MARKETS INC                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14221 | NS      | $1240213.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                           | BANDWIDTH INC-A                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     15833 | NS      | $361942.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co Inc/The                                    | BEACHBODY CO INC                          | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73443 | NS      | $51410.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                       | OVERSTOCK.COM                             | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     36362 | NS      | $967956.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                         | MURPHY OIL CORP                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     71363 | NS      | $3368333.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc                                  | TILE SHOP HLDGS                           | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |     30681 | NS      | $128860.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                             | IOVANCE BIOTHERA                          | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |    129262 | NS      | $827276.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                             | GROUPON INC                               | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |     17128 | NS      | $142676.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                 | ENERSYS                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     31243 | NS      | $2361345.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc                                       | PDL BIOPHARMA IN                          | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |       270 | NS      | $340.20       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prestige Consumer Healthcare Inc                        | PRESTIGE CONSUME                          | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42753 | NS      | $2627599.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                                     | WORKHORSE GROUP                           | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |      8312 | NS      | $19117.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                | MOOG INC-CLASS A                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     20388 | NS      | $1774367.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                              | NLIGHT INC                                | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37851 | NS      | $411061.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                              | FLUOR CORP                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     10604 | NS      | $356400.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                                   | BED BATH &BEYOND                          | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     18776 | NS      | $63838.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                       | COMPUTER PROGRAM                          | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     12524 | NS      | $370710.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc                            | RESOLUTE FOREST                           | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39801 | NS      | $839801.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                                          | BLEND LABS INC-A                          | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158620 | NS      | $209378.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                               | JOHN MARSHALL BA                          | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9990 | NS      | $289310.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                      | UMH PROPERTIES I                          | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |      7515 | NS      | $132339.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corp                                 | MARKFORGED HOLDI                          | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80557 | NS      | $91834.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc                  | SILVERCREST AS-A                          | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $10451.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                              | KAMAN CORP                                | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     24087 | NS      | $490652.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                 | CNO FINANCIAL GR                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     98369 | NS      | $2309704.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                              | INSPIRED ENTERTA                          | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      5921 | NS      | $72473.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                              | APPLE HOSPITALIT                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    184711 | NS      | $3151169.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                             | ROOT INC/OH-A                             | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6519 | NS      | $47393.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc                                  | STRATUS PROP                              | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      4997 | NS      | $121427.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                            | PORTLAND GENERAL                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     76779 | NS      | $3779830.17   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                       | REDWOOD TRUST                             | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    101600 | NS      | $802640.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                             | MATTHEWS INTL-A                           | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     25488 | NS      | $806950.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group Inc                                         | ROVER GROUP INC                           | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3529 | NS      | $17009.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                              | RPT REALTY                                | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |     72117 | NS      | $807710.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                   | EQUITY BANCSHA-A                          | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     13230 | NS      | $483688.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                               | OCEANFIRST FINL                           | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49690 | NS      | $1160758.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                              | STANDEX INTL CO                           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     10294 | NS      | $1081384.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                   | LIVERAMP HOLDING                          | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     56773 | NS      | $1246735.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                               | CALIFORNIA RESOU                          | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     65223 | NS      | $2959819.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                     | XEROX HOLDINGS C                          | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    100091 | NS      | $1632484.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc                            | EYEPOINT PHARMAC                          | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |     11856 | NS      | $37939.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                        | NMI HOLDINGS I-A                          | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     66309 | NS      | $1427632.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                    | COMMERCIAL METAL                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     86771 | NS      | $4270868.62   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                             | ARCELLX INC                               | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25213 | NS      | $502747.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                      | SUNCOKE ENERGY I                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     71706 | NS      | $606632.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                           | ARMADA HOFFLER P                          | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     58350 | NS      | $708952.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                              | GREAT SOUTHN BAN                          | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      8150 | NS      | $510597.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc                              | E2OPEN PARENT HO                          | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170699 | NS      | $1005417.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                              | SENSIENT TECHNOL                          | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1953 | NS      | $145908.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                         | OTTER TAIL CORP                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19703 | NS      | $1174889.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                               | BUILD-A-BEAR WOR                          | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      3279 | NS      | $77876.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                | IONQ INC                                  | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88087 | NS      | $454528.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| iRobot Corp                                             | IROBOT CORP                               | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      2860 | NS      | $148977.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                                     | GLADSTONE LAND C                          | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |     12660 | NS      | $260036.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                            | BIG LOTS INC                              | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24355 | NS      | $474922.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                                      | SIGHT SCIENCES I                          | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16444 | NS      | $183679.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                  | LAUREATE EDUCATI                          | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    115665 | NS      | $1212169.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest Inc                                          | APPHARVEST INC                            | CUSIP: 03783T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63997 | NS      | $57712.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NETSTREIT Corp                                          | NETSTREIT CORP                            | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     52206 | NS      | $1019583.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Volta Inc                                               | VOLTA INC                                 | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102906 | NS      | $50660.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                                   | FARO TECH                                 | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     14520 | NS      | $434438.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                    | HANMI FINL CORP                           | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     25900 | NS      | $700595.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                                | FIRST MID BANCSH                          | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15922 | NS      | $551697.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                    | RED ROCK RESOR-A                          | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23646 | NS      | $1065488.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                | CHEFS WAREHOUSE                           | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      8533 | NS      | $331507.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                        | HOPE BANCORP INC                          | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     99219 | NS      | $1351362.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                                | KAR AUCTION SERV                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     98412 | NS      | $1352180.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                | BROOKFIELD- CL A                          | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2544 | NS      | $56425.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                      | ADMA BIOLOGICS INC                        | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87025 | NS      | $290663.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                                   | HYLIION HOLDINGS                          | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119067 | NS      | $359582.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                       | MICROSTRATEGY                             | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      3305 | NS      | $654687.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeStreet Inc                                          | HOMESTREET INC                            | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15322 | NS      | $418290.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                           | CONSENSUS CLOUD                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7146 | NS      | $405821.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                                          | OMNIAB INC - 15                           | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4268 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hycroft Mining Holding Corp                             | HYCROFT MINING H                          | CUSIP: 44862P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20775 | NS      | $14964.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                              | GERON CORP                                | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     93107 | NS      | $216008.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                 | STRATEGIC EDUCAT                          | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     19584 | NS      | $1601971.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                            | SUPERNUS PHARMAC                          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     42209 | NS      | $1549914.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                 | VALLEY NATL BANC                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    372656 | NS      | $4717824.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                              | INOTIV INC                                | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |     14932 | NS      | $90189.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                         | CHICO'S FAS INC                           | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     28741 | NS      | $168709.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp                  | NATIONAL ENERGY                           | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32321 | NS      | $206531.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                        | BLACK HILLS CORP                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     55917 | NS      | $4005334.71   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                  | BANC OF CALIFORN                          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     45167 | NS      | $766483.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                   | JACKSON FI-A                              | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     65810 | NS      | $2458003.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                          | SPARTANNASH CO                            | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     30805 | NS      | $1011944.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                            | LA-Z-BOY INC                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     37264 | NS      | $1014698.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                       | BOSTON OMAHA -A                           | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |     17764 | NS      | $508938.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                         | CITI TRENDS INC                           | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      6689 | NS      | $202141.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                           | CONCRETE PUMPING                          | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22678 | NS      | $160106.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                          | JAMES RIVER GROU                          | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31411 | NS      | $754492.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                             | CLARUS CORP                               | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      3885 | NS      | $32323.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                       | PC CONNECTION                             | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      9613 | NS      | $534002.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                     | MERITAGE HOMES C                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     29160 | NS      | $2519715.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc                        | AMER NATL BNKSHS                          | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      8947 | NS      | $345085.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                        | ESSENT GROUP LTD                          | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     90482 | NS      | $3627423.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                     | TRONOX HOLDING                            | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    101348 | NS      | $1432047.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                           | BLACKBAUD INC                             | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      2071 | NS      | $122748.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc                              | REPUBLIC FIRST                            | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42482 | NS      | $108329.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                             | ASBURY AUTO GRP                           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     13531 | NS      | $2538686.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                    | URBAN OUTFITTER                           | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     54698 | NS      | $1582960.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                           | QUANEX BUILDING                           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     28379 | NS      | $674568.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                  | LIQUIDITY SERVIC                          | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     10460 | NS      | $174577.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                             | NEW YORK MTGE                             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    327088 | NS      | $919117.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                         | RAYONIER ADV                              | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     53282 | NS      | $412402.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                       | KURA ONCOLOGY IN                          | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     54720 | NS      | $862934.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                       | BORR DRILLING LT                          | CUSIP: G1466R173<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | US        |     90701 | NS      | $423573.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                        | SEACOAST BANK/FL                          | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     52191 | NS      | $1794326.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                                     | CORE SCIENTIFIC                           | CUSIP: 21873J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158924 | NS      | $21184.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                                 | ENERGY FUELS INC                          | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |     23627 | NS      | $163971.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc                                        | BENEFITFOCUS INC                          | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |      8518 | NS      | $88331.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                    | FIRST ADVANTAGE                           | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     46435 | NS      | $617585.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                  | CASTLE BIOSCIENC                          | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21007 | NS      | $495555.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc                              | FINANCE OF AME-A                          | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32645 | NS      | $44723.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                                | RED RIVER BANCSH                          | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      3746 | NS      | $196665.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                         | NBT BANCORP INC                           | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36057 | NS      | $1664391.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                        | UNIVERSAL INSURA                          | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     18581 | NS      | $204205.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bancorp Inc                                    | FLAGSTAR BANCORP                          | CUSIP: 337930705<br>LEI: 549300Q22V2Y3J4R2715 | Long             | EC               | CORP              | US        |     44747 | NS      | $1679802.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                         | IMMUNITYBIO INC                           | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     15788 | NS      | $86991.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Second Bancorp Inc                                  | OLD SECOND BNCRP                          | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     36143 | NS      | $631056.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                       | MITEK SYSTEMS                             | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      2429 | NS      | $24848.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                        | OSCAR HEALTH -A                           | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100864 | NS      | $290488.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc                             | MONEYGRAM INTERN                          | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     81176 | NS      | $886441.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp                                     | PCSB FINANCIAL C                          | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10710 | NS      | $213985.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                            | BOWLERO CORP                              | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34685 | NS      | $484202.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| First Community Bankshares Inc                          | FIRST COMMUNI BK                          | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13884 | NS      | $513013.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                  | EASTERN BANKSHAR                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    106211 | NS      | $2082797.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                                  | WHOLE EARTH BRAN                          | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34654 | NS      | $150051.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                          | QUANTERIX CORP                            | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25359 | NS      | $337274.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                  | COGENT BIOSCIENC                          | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54579 | NS      | $686603.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                    | RYERSON HOLDING                           | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     15657 | NS      | $461724.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                     | JACK IN THE BOX                           | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     15853 | NS      | $1146171.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                           | LIQUIDIA CORP                             | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14701 | NS      | $73799.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                | COHU INC                                  | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     41311 | NS      | $1479760.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                        | DHT HOLDINGS INC                          | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | US        |    117462 | NS      | $1189890.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                        | AMC NETWORKS-A                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     25945 | NS      | $517862.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                   | INTEGER HOLDINGS                          | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     28601 | NS      | $2125626.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                          | THE BUCKLE INC                            | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1896 | NS      | $83329.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                                    | JOHNSON OUTDOO-A                          | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4490 | NS      | $253954.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                                | MERSANA THERAPEU                          | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     77119 | NS      | $513612.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                               | MINERALS TECH                             | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     27751 | NS      | $1673107.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                     | MORPHIC HOLDING                           | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      4179 | NS      | $115006.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc               | APOLLO COMMERCIA                          | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    120672 | NS      | $1491505.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                             | BROOKDALE SR                              | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    159291 | NS      | $501766.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The                           | CONTAINER STORE                           | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     28436 | NS      | $135071.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                          | TELEPHONE & DATA                          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86855 | NS      | $915451.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                               | CLAROS MORTGAGE                           | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     79320 | NS      | $1370649.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| German American Bancorp Inc                             | GERMAN AMER BNCP                          | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23897 | NS      | $952534.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                    | PTC THERAPEUTICS                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     14558 | NS      | $604011.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                              | VISHAY INTERTECH                          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    113826 | NS      | $2622551.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                             | HAWKINS INC                               | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      6361 | NS      | $264617.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                         | FOOT LOCKER INC                           | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     70297 | NS      | $2797820.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                         | MACROGENICS INC                           | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     50837 | NS      | $326881.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                       | INARI MEDICAL IN                          | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3683 | NS      | $270995.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                | ATEA PHARMACEUTI                          | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65285 | NS      | $306186.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc                | CHICAGO ATLANTIC                          | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4649 | NS      | $75313.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                           | GOODYEAR TIRE                             | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    241467 | NS      | $2709259.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Electric Inc                 | FARADAY FUTURE I                          | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38738 | NS      | $12438.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                            | ATRICURE INC                              | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13675 | NS      | $623033.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                      | SPORTSMAN'S WARE                          | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     37234 | NS      | $365637.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                         | PENNYMAC FINANCI                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     24038 | NS      | $1434107.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                          | PHOTRONICS INC                            | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     13753 | NS      | $258556.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc                                      | HF FOODS GROUP I                          | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |     30827 | NS      | $136871.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinco Ventures Inc                                      | VINCO VENTURES I                          | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81205 | NS      | $54456.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury General Corp                                    | MERCURY GEN CORP                          | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     23036 | NS      | $835746.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                                    | CITY OFFICE REIT                          | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |     35256 | NS      | $348681.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc                                | INSTRUCTURE HOLD                          | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12559 | NS      | $315356.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd                   | ARGO GROUP INTER                          | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | US        |     27100 | NS      | $736578.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                                  | UNIVEST FINANCIA                          | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     25014 | NS      | $705644.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                     | ARCHER AVIATIO-A                          | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122162 | NS      | $306626.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                          | KENNAMETAL INC                            | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     70968 | NS      | $1874974.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                     | UPLAND SOFTWARE                           | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     24593 | NS      | $185431.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                         | SCHOLASTIC CORP                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25818 | NS      | $1061636.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                       | EW SCRIPPS-A                              | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     50221 | NS      | $752310.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                                     | CENTURY CASINOS                           | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      4076 | NS      | $30447.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                                 | TENAYA THERAPEUT                          | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23547 | NS      | $62399.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                | UNITED BANKSHS                            | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    112131 | NS      | $4809298.59   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                          | GREEN DOT CORP-A                          | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36766 | NS      | $749291.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                               | AGIOS PHARMACEUT                          | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     47191 | NS      | $1422336.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc                                     | FUELCELL ENERGY                           | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     90663 | NS      | $313693.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                | CHINOOK THERAPEU                          | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     42467 | NS      | $961877.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                                | METROCITY BANKSH                          | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |     12200 | NS      | $274500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Realty Investors Inc                           | AMER REALTY INV                           | CUSIP: 029174109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1424 | NS      | $30089.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                            | FLEX LNG LTD                              | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | US        |     24326 | NS      | $915144.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Associated Banc-Corp                                    | ASSOC BANC-CORP                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    128096 | NS      | $3151161.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                      | CLEAR CHANNEL OU                          | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    313454 | NS      | $354203.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                            | KNOWLES CORP                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     78599 | NS      | $1226144.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                   | UNITED FIRE GROU                          | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18293 | NS      | $558851.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                             | GENESCO INC                               | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     11183 | NS      | $583752.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                   | VERA THERAPEUTIC                          | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1093 | NS      | $18253.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                | ADURO BIOTECH CVR                         | CUSIP: N/A<br>LEI: 549300X0O3003W5QYQ48       | Long             | EC               | CORP              | US        |       724 | NS      | $133.21       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NextDecade Corp                                         | NEXTDECADE CORP                           | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |      4348 | NS      | $23609.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                              | HERITAGE FINL                             | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29845 | NS      | $981900.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                              | IMPINJ INC                                | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      1619 | NS      | $206503.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                        | HELIX ENERGY SOL                          | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    123945 | NS      | $790769.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                                | BARK INC                                  | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100916 | NS      | $167520.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                                 | SILVERGATE CAP-A                          | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      5572 | NS      | $152839.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                        | GREEN PLAINS INC                          | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     45790 | NS      | $1582502.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                  | OPORTUN FINANCIA                          | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     23475 | NS      | $130051.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                      | PETMED EXPRESS                            | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      3122 | NS      | $61815.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                   | ICF INTERNATIONA                          | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      4747 | NS      | $514432.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                             | ECOVYST INC                               | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64885 | NS      | $602781.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                   | INNOVAGE HOLDING                          | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14243 | NS      | $92294.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                       | WM TECHNOLOGY IN                          | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |      4296 | NS      | $5026.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                      | CVB FINANCIAL                             | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116345 | NS      | $3336774.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                               | INTELLIA THERAPE                          | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     22296 | NS      | $1147352.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc                                | BLUEROCK HOM                              | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1986 | NS      | $48696.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                               | GATX CORP                                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     28800 | NS      | $3247200.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                  | AMER WOODMARK CO                          | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     13345 | NS      | $723299.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                          | MULTIPLAN CORP                            | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    323807 | NS      | $482472.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                      | SMARTFINANCIAL I                          | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13516 | NS      | $405209.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                       | NEWMARK GROUP-A                           | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113341 | NS      | $961131.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                           | INTL BANCSHARES                           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     46059 | NS      | $2426388.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp                         | FRANKLIN STREET                           | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     85194 | NS      | $248766.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                               | NEW JERSEY RES                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     76233 | NS      | $3792591.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                 | G III APPAREL                             | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     37233 | NS      | $805349.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp                                           | RALLYBIO CORP                             | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2932 | NS      | $16888.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                                  | 2U INC                                    | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     63837 | NS      | $512611.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                          | MARKETWISE INC                            | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11302 | NS      | $21473.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                    | ENPRO INDUSTRIES                          | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     18263 | NS      | $2169644.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc                                        | SPIRE GLOBAL INC                          | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |    105528 | NS      | $132965.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                         | SQUARESPACE IN-A                          | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |     20064 | NS      | $411111.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                                         | NI HOLDINGS INC                           | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |      7776 | NS      | $104976.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                    | SPX TECHNOLOGIES                          | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     37656 | NS      | $2519186.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                            | LEMONADE INC                              | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     40899 | NS      | $811845.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| American Assets Trust Inc                               | AMERICAN ASSETS                           | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42266 | NS      | $1237971.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc                                       | NL INDUSTRIES                             | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6915 | NS      | $47022.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                | GOGO INC                                  | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     39338 | NS      | $617213.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                            | CONDUENT INC                              | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    144803 | NS      | $585004.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                 | LIVE OAK BANCSHA                          | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5769 | NS      | $192396.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                 | NOW INC                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     94407 | NS      | $1178199.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                | NORTHWEST BANCSH                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104479 | NS      | $1597483.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Inc                                  | ANGEL OAK MORTGA                          | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |     10148 | NS      | $74080.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                       | PIPER SANDLER CO                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     14706 | NS      | $2112663.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                                  | IDEAYA BIOSCIENC                          | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |     30310 | NS      | $541942.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                                          | VALUE LINE INC                            | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $2464.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                       | BRISTOW GROUP IN                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     19964 | NS      | $519064.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                            | ADTALEM GLOBAL E                          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     38629 | NS      | $1606966.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                          | PBF ENERGY INC-A                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     64521 | NS      | $2566000.17   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                        | ENCORE WIRE                               | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15906 | NS      | $2324025.66   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                             | LEXICON PHARMACE                          | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44379 | NS      | $94971.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group Inc                                          | PLBY GROUP INC                            | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26241 | NS      | $94992.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Essential Properties Realty Trust Inc                   | ESSENTIAL PROPER                          | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    109552 | NS      | $2542701.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                    | MERCANTILE BANK                           | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     13165 | NS      | $458273.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                    | KOPPERS HOLDINGS                          | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17377 | NS      | $517660.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                           | CRAWFORD & CO-A                           | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |     13302 | NS      | $84201.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                              | BELDEN INC                                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     17260 | NS      | $1388394.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                               | C3.AI INC-A                               | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |     47619 | NS      | $619523.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                  | JANUX THERAPEUTI                          | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14474 | NS      | $197425.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                         | FIRST BANCORP/NC                          | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30199 | NS      | $1468577.37   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Physical Therapy Inc                                | ATI PHYSICAL THE                          | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63053 | NS      | $24975.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                        | PRIMO WATER CORP                          | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135461 | NS      | $2119964.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                                   | ARDMORE SHIPPING                          | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | US        |     29936 | NS      | $451434.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                  | ARBOR REALTY TRU                          | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    142046 | NS      | $2113644.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                                              | VAXART INC                                | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82882 | NS      | $97800.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                  | COLUMBIA FINANCI                          | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     19308 | NS      | $426320.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                   | BAR HARBOR BNKSH                          | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12658 | NS      | $383157.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                                     | AVID TECHNOLOGY                           | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     11449 | NS      | $321487.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc                                         | 908 DEVICES INC                           | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14536 | NS      | $155535.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                        | INTERDIGITAL INC                          | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15971 | NS      | $801265.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                                            | OUTBRAIN INC                              | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     33802 | NS      | $131151.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                        | HEALTHSTREAM INC                          | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     19211 | NS      | $487959.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                                | REGIONAL MANAGEM                          | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      6497 | NS      | $191271.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                       | AGREE REALTY                              | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67746 | NS      | $4738832.70   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                              | SAFETY INSURANCE                          | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     12251 | NS      | $1123906.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                                | VILLAGE SUPER -A                          | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      7365 | NS      | $166007.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc                               | TREAN INSURANCE                           | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19152 | NS      | $52859.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                          | PRICESMART INC                            | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      7962 | NS      | $565620.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                       | SENECA FOODS-A                            | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4656 | NS      | $299287.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp                                      | AMERICAN WELL -A                          | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    201170 | NS      | $734270.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                                | AMMO INC                                  | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     75130 | NS      | $160778.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                                     | RE/MAX HOLDINGS                           | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     15883 | NS      | $330366.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                               | VIRIDIAN THERAPE                          | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      6111 | NS      | $154424.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                    | VERITEX HOLDINGS                          | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     38549 | NS      | $1259010.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                                 | HERBALIFE NUTRIT                          | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |     28199 | NS      | $494046.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare Inc                                           | SHARECARE INC                             | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    251695 | NS      | $480737.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                                 | FIRST FIN COR/IN                          | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9715 | NS      | $467000.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                            | CARS.COM INC                              | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     49607 | NS      | $733191.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                  | MICROVAST HOLDIN                          | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |     58271 | NS      | $127613.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                               | GREIF INC-CL A                            | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     19099 | NS      | $1342850.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                      | TEEKAY TANK-CL A                          | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | US        |     19611 | NS      | $661675.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                          | GREAT LAKES DRED                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     42096 | NS      | $308142.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                             | HARSCO CORP                               | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     67449 | NS      | $504518.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                            | SELECT MEDICAL                            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13906 | NS      | $341809.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                             | ANTERIX INC                               | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |     11732 | NS      | $398888.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                  | PEOPLES BANC INC                          | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24157 | NS      | $724710.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                 | DIGITALBRIDGE GR                          | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     15832 | NS      | $228455.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                             | RXSIGHT INC                               | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1471 | NS      | $18784.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                                  | LYELL IMMUNOPHAR                          | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149595 | NS      | $629794.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                | RESIDEO TECHN                             | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    124433 | NS      | $2015814.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                | ULTRA CLEAN HOLD                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     25524 | NS      | $909420.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                                    | RANPAK HOLDINGS                           | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |     36650 | NS      | $198276.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                                | CIRCOR INTL                               | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     11117 | NS      | $306273.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                          | CANTALOUPE INC                            | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     19827 | NS      | $71972.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                           | GOLAR LNG LTD                             | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | US        |     81884 | NS      | $2052831.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                               | HAVERTY FURNITUR                          | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     14320 | NS      | $451509.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                             | TRAEGER INC                               | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26952 | NS      | $86246.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                     | WESTAMERICA BANC                          | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16853 | NS      | $1040672.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                  | FIRSTCASH HOLDIN                          | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16648 | NS      | $1562581.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                            | LIFE TIME GROUP                           | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36088 | NS      | $463009.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                            | ADVANSIX INC                              | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     15815 | NS      | $650945.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                                  | NOVAGOLD RES                              | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | US        |     10741 | NS      | $61975.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                      | HIPPO HOLDINGS I                          | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13431 | NS      | $200524.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                           | PRA GROUP INC                             | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     32982 | NS      | $1133921.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc                       | US LIME & MINERA                          | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       393 | NS      | $54619.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                                         | FVCBANKCORP INC                           | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |     10057 | NS      | $198826.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                            | COVENANT LOGISTI                          | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8697 | NS      | $333877.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                         | IHEARTMEDIA-CL A                          | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102858 | NS      | $826978.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                              | TENNANT CO                                | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      8808 | NS      | $559572.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                                | VSE CORP                                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      9068 | NS      | $444694.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                    | WW INTERNATIONAL                          | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     45728 | NS      | $188856.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics Inc                                   | PEAR THERAPEUTIC                          | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33438 | NS      | $61860.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                            | DIVERSIFIED HEAL                          | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205807 | NS      | $203748.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                            | CADENCE BANK                              | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    146704 | NS      | $4230943.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                              | SYNDAX PHARMACEU                          | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     34649 | NS      | $830190.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                               | ALX ONCOLOGY HOL                          | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18050 | NS      | $200355.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                         | S & T BANCORP                             | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33707 | NS      | $1261315.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                        | STONEX GROUP INC                          | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     13483 | NS      | $1368120.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                           | MANNKIND CORP                             | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |    190052 | NS      | $889443.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                           | DRIL-QUIP INC                             | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     29176 | NS      | $686803.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp                         | PEOPLES FIN SVCS                          | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6003 | NS      | $341810.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                      | ICHOR HOLDINGS L                          | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |     23909 | NS      | $712010.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                               | ARGAN INC                                 | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     11525 | NS      | $437373.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                | TRAVERE THERAPEU                          | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5258 | NS      | $105843.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                           | EMPIRE STATE REA                          | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    115819 | NS      | $892964.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                        | MDC HOLDINGS INC                          | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     36632 | NS      | $1187975.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                         | WHITESTONE REI                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39943 | NS      | $388645.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc                                     | FRANCHISE GROUP                           | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      1550 | NS      | $40377.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios Inc                                         | PLAYSTUDIOS INC                           | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33639 | NS      | $140611.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                              | AMALGAMATED FINA                          | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11904 | NS      | $317479.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                            | BRAEMAR HOTELS &                          | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     58844 | NS      | $217134.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                                           | CATO CORP-A                               | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |     15428 | NS      | $160451.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                              | VISHAY PRECI                              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10665 | NS      | $432679.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                             | OFG BANCORP                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |     40411 | NS      | $1170706.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                         | ENTRAVISION CO-A                          | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     13785 | NS      | $76644.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp                                            | INVITAE CORP                              | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |    202361 | NS      | $601012.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                            | CROSS COUNTRY HE                          | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     27425 | NS      | $981266.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                          | TEJON RANCH CO                            | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |     17536 | NS      | $343705.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                                | HAYNES INTL INC                           | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     10430 | NS      | $521082.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                            | PUBMATIC INC-A                            | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3338 | NS      | $52306.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                                  | ITEOS THERAPEUTI                          | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20122 | NS      | $405458.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Media Corp                                      | GANNETT CO INC                            | CUSIP: 36472T109<br>LEI: 549300S74UKH4O12NI89 | Long             | EC               | CORP              | US        |    123805 | NS      | $309512.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                               | UTAH MEDICAL PRO                          | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       232 | NS      | $20661.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                             | SKYWEST INC                               | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     42650 | NS      | $786892.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc                                 | BRIGHT HEALTH GR                          | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162741 | NS      | $160625.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                                   | HACKETT GROUP                             | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      2297 | NS      | $53060.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doma Holdings Inc                                       | DOMA HOLDINGS IN                          | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104542 | NS      | $41294.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA                               | ENTERPRISE BANCO                          | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8026 | NS      | $280749.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everarc Holdings Ltd                                    | PERIMETER SOLUTIONS SA                    | CUSIP: L7579L106<br>LEI: 213800HX5NY11VG7GW55 | Long             | EC               | CORP              | US        |    104130 | NS      | $1128769.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                       | PROASSURANCE COR                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     46180 | NS      | $923138.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                                        | HOME BANCORP INC                          | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6312 | NS      | $271289.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                  | HERITAGE COMMERC                          | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     50345 | NS      | $715402.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                               | UNIFI INC                                 | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |     12148 | NS      | $106416.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                                           | FORGEROCK INC-A                           | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7143 | NS      | $155360.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                      | ENACT HOLDINGS I                          | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25715 | NS      | $637732.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                                   | HAWAIIAN HOLDING                          | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     44841 | NS      | $623289.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                   | POWELL INDS INC                           | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      7831 | NS      | $206111.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                               | ENNIS INC                                 | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22170 | NS      | $515009.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                  | TRINITY INDUSTRI                          | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     59778 | NS      | $1831000.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                         | BANK FIRST CORP                           | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5474 | NS      | $520194.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                          | EVENTBRITE INC-A                          | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      9542 | NS      | $69561.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                              | DIAMONDROCK HOSP                          | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    180933 | NS      | $1702579.53   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                                              | CHASE CORP                                | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4872 | NS      | $462840.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                             | TRINSEO PLC                               | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |     29840 | NS      | $735556.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                             | UNITIL CORP                               | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13644 | NS      | $747964.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd                            | TEXTAINER GROUP                           | CUSIP: G8766E109<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | US        |     33382 | NS      | $1017483.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                                  | MAXAR TECHNOLOGI                          | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     63702 | NS      | $1541588.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                             | NEOGEN CORP                               | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      7398 | NS      | $122510.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                          | BANCFIRST CORP                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      6705 | NS      | $683507.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Archaea Energy Inc                                      | ARCHAEA ENERGY I                          | CUSIP: 03940F103<br>LEI: 549300ZBE567NNMH7V89 | Long             | EC               | CORP              | US        |     34574 | NS      | $896849.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                                   | ALPHATEC HOLDING                          | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |      7399 | NS      | $75913.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                    | MARTEN TRANSPORT                          | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12650 | NS      | $269571.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                        | TRICO BANCSHARES                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26869 | NS      | $1464360.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                          | INFORMATION SERV                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     16380 | NS      | $87796.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                                     | PARK AEROSPACE C                          | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     16471 | NS      | $217911.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                           | URSTADT BIDDLE-A                          | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     25464 | NS      | $487126.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                                  | PIONEER BANCORP                           | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9823 | NS      | $115420.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                   | EXCELERATE ENE-A                          | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15875 | NS      | $450215.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                   | VIR BIOTECHNOLOG                          | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62714 | NS      | $1769789.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc                                               | EDGIO INC                                 | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |      9256 | NS      | $13328.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                           | INTERFACE INC                             | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      9340 | NS      | $101152.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                              | NKARTA INC                                | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27729 | NS      | $235141.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                               | IMAX CORP                                 | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | US        |     15830 | NS      | $267368.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline Ltd/Bermuda                                   | FRONTLINE LTD                             | CUSIP: G3682E192<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | US        |    106859 | NS      | $1477859.97   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Bankwell Financial Group Inc                            | BANKWELL FINANCI                          | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      5100 | NS      | $150909.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                                   | CTO REALTY GROWT                          | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15174 | NS      | $318198.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                            | TOPGOLF CALLAWAY                          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    120666 | NS      | $2527952.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                              | INVENTRUST PROPE                          | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     58411 | NS      | $1501746.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                              | A-MARK PRECIOUS                           | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     15432 | NS      | $532404.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space Inc                                         | ASTRA SPACE INC                           | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134481 | NS      | $66447.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                               | MERIT MEDICAL                             | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      6678 | NS      | $480816.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                                       | QUAD GRAPHICS IN                          | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |     29345 | NS      | $108576.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The                            | ARENA GROUP HOLD                          | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2389 | NS      | $32777.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                                   | BROOKLINE BANCRP                          | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64319 | NS      | $914616.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                                  | FULL HOUSE RESRT                          | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |     20276 | NS      | $155111.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                       | OLYMPIC STEEL                             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      8308 | NS      | $291527.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp                                     | AVAYA HOLDINGS C                          | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |     74393 | NS      | $71863.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                        | ACV AUCTIONS-A                            | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50559 | NS      | $446941.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                     | KODIAK SCIENCES                           | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     28118 | NS      | $207510.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                                   | LANCASTER COLONY                          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      2595 | NS      | $537528.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                     | PARAMOUNT GROUP                           | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164458 | NS      | $1072266.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc                | CONSOLIDATED COM                          | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     56718 | NS      | $262037.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                          | SCANSOURCE INC                            | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     21608 | NS      | $645214.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                               | AMBAC FINANCIAL                           | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     37808 | NS      | $614758.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                              | MATSON INC                                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     33078 | NS      | $2109053.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                                  | VELOCITY FINANCI                          | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6586 | NS      | $66979.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                             | MONTE ROSA THERA                          | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24179 | NS      | $205037.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                      | ARCTURUS THERAPE                          | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3269 | NS      | $60280.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PolyMet Mining Corp                                     | POLYMET MINING                            | CUSIP: 731916409<br>LEI: 529900I1B64WM0PRZW40 | Long             | EC               | CORP              | US        |     25738 | NS      | $77214.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                           | REGENXBIO INC                             | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     34336 | NS      | $820630.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                                | ALTA EQUIPMENT G                          | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     14680 | NS      | $176747.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                             | KENNEDY-WILSON H                          | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    101000 | NS      | $1719020.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                            | INSEEGO CORP                              | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |     59335 | NS      | $75355.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                               | ORCHID ISLAND CA                          | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |     30011 | NS      | $325919.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                           | M/I HOMES INC                             | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     20158 | NS      | $910738.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                               | COLUMBUS MCKI/NY                          | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     24058 | NS      | $775389.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                 | PERDOCEO EDUCATI                          | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     57699 | NS      | $827980.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc                                  | DANIMER SCIENTIF                          | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |     78272 | NS      | $208203.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SpringWorks Therapeutics Inc                            | SPRINGWORKS THER                          | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24024 | NS      | $580900.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                          | QUANTUM-SI INC                            | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76962 | NS      | $183169.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                                        | FRP HOLDINGS INC                          | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5765 | NS      | $351088.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                            | TRAVELCENTERS OF                          | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     10786 | NS      | $551703.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                        | BARNES GROUP INC                          | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     41928 | NS      | $1785713.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                    | FULGENT GENETICS                          | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     18407 | NS      | $667621.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                                 | DESIGN THERAPEUT                          | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28879 | NS      | $404306.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                | WINNEBAGO INDS                            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     26584 | NS      | $1557556.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                       | EAGLE BANCRP INC                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     27145 | NS      | $1280158.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Inc                                              | AUDACY INC                                | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98869 | NS      | $28385.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | LIBERTY LATI-C                            | CUSIP: G9001E128<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |    128528 | NS      | $1001233.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Theseus Pharmaceuticals Inc                             | THESEUS PHARMACE                          | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14296 | NS      | $94210.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                        | ACCO BRANDS CORP                          | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     78782 | NS      | $438815.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                    | KINETIK HOLDINGS                          | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13702 | NS      | $466279.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Legacy Housing Corp                                     | LEGACY HOUSING C                          | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7424 | NS      | $130068.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                             | NETGEAR INC                               | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     24093 | NS      | $475354.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                         | PLANET LABS PBC                           | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16639 | NS      | $90016.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                      | CORSAIR GAMING I                          | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     15240 | NS      | $257098.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                                     | SPIRIT AIRLINES                           | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     94046 | NS      | $2041738.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                                  | NEXTGEN HEALTHCA                          | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25518 | NS      | $530774.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenidge Generation Holdings Inc                       | GREENIDGE GENERA                          | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10782 | NS      | $6897.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                                   | 1-800-FLOWERS-A                           | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22700 | NS      | $192042.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                | ANYWHERE REAL ES                          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     97665 | NS      | $737370.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | LIBERTY LATI-A                            | CUSIP: G9001E102<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     34219 | NS      | $264855.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                              | VUZIX CORP                                | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |      6405 | NS      | $26708.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| City Holding Co                                         | CITY HOLDING CO                           | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12693 | NS      | $1293670.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                                         | SOLO BRANDS IN-A                          | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18518 | NS      | $80553.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                                | EQUITRANS MIDSTR                          | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    269677 | NS      | $2262590.03   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                            | NATIONAL VISION                           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     63808 | NS      | $2581671.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryptyde Inc                                            | CRYPTYDE INC                              | CUSIP: 22890A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6523 | NS      | $1924.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT Inc/The                           | NECESSITY RETAIL                          | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |    114481 | NS      | $764733.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                                | REVOLUTION MEDIC                          | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     55563 | NS      | $1310731.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                                   | ORION OFFICE REI                          | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48769 | NS      | $453064.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                           | SOUTHERN FIRST                            | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6426 | NS      | $318087.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                          | NATURE'S SUNSHNE                          | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11612 | NS      | $103346.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc                               | AKOUSTIS TECHNOL                          | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |      6431 | NS      | $24437.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                     | ONEWATER MARINE                           | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8815 | NS      | $288162.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                              | SOUTHWEST GAS HO                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52375 | NS      | $3585592.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** VANGUARD SCOTTSDALE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer