# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048892
**Filing Date:** 2023-3
**Character Count:** 738418
**Document Hash:** 020ada2868266df72cfaa22fa3c48f6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048892.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048892

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690533

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/2000 Managed Volatility Portfolio (Series ID: S000025800)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000077121 | Class IB     |  |
| C000104218 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/2000 Managed Volatility Portfolio

- **b. EDGAR series identifier (if any):** S000025800

- **c. LEI of Series:** 549300KH60RI2KL55G52

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3330963358.07

**Total Liabilities:** $141116943.20

**Net Assets:** $3189846414.87

**Cash Not Reported:** $150426767.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000077121 | 10.20%               | 2.19%                | -6.53%               |
| Class ID C000104218 | 10.20%               | 2.22%                | -6.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12682637.20             | $302011179.00                              |
| Month 2  | $16696795.70             | $48477128.02                               |
| Month 3  | $1849252.50              | $-206590585.36                             |

**Designated Index Information**

- **Index Name:** Russell 2000 Index

- **Index Identifier:** RS2000

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                                        | Radian Group, Inc.                                                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    203611 | NS      | $3882861.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains, Inc.                                        | Green Plains, Inc.                                                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     53568 | NS      | $1633824.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                              | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     57797 | NS      | $4879800.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     17828 | NS      | $3215636.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares, Inc.                              | Third Coast Bancshares, Inc.                                        | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18188 | NS      | $335204.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sema4 Holdings Corp.                                      | Sema4 Holdings Corp.                                                | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199544 | NS      | $52639.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises, Inc.                                  | Werner Enterprises, Inc.                                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     78278 | NS      | $3151472.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                   | Acushnet Holdings Corp.                                             | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     43299 | NS      | $1838475.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                                        | Agree Realty Corp.                                                  | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110501 | NS      | $7837835.93   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp.                                            | MannKind Corp.                                                      | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |    319335 | NS      | $1682895.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                        | PJT Partners, Inc., Class A                                         | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     29134 | NS      | $2146884.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings, Inc.                              | Thermon Group Holdings, Inc.                                        | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     43407 | NS      | $871612.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                                            | Renasant Corp.                                                      | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     70240 | NS      | $2640321.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA, Inc.                                      | Rocket Lab USA, Inc.                                                | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276698 | NS      | $1043151.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Corporate Office Properties Trust                         | Corporate Office Properties Trust                                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    139483 | NS      | $3618189.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     76316 | NS      | $8274943.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                          | Schnitzer Steel Industries, Inc., Class A                           | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     33260 | NS      | $1019419.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                                  | Trinity Industries, Inc.                                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    102364 | NS      | $3026903.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                            | Lions Gate Entertainment Corp., Class B                             | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |    133561 | NS      | $725236.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy, Inc.                                      | Fluence Energy, Inc.                                                | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46098 | NS      | $790580.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoals Technologies Group, Inc.                           | Shoals Technologies Group, Inc., Class A                            | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172375 | NS      | $4252491.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                              | Guess?, Inc.                                                        | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     43686 | NS      | $903863.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Oncology Institute, Inc. (The)                            | Oncology Institute, Inc. (The)                                      | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22642 | NS      | $37359.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wolverine World Wide, Inc.                                | Wolverine World Wide, Inc.                                          | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    100261 | NS      | $1095852.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp.                                               | Sabre Corp.                                                         | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    399468 | NS      | $2468712.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                        | InterDigital, Inc.                                                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36408 | NS      | $1801467.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                 | RLI Corp.                                                           | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     49110 | NS      | $6446669.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                               | Sonos, Inc.                                                         | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    163763 | NS      | $2767594.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Realty Investors, Inc.                           | American Realty Investors, Inc.                                     | CUSIP: 029174109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1937 | NS      | $49684.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Chesapeake Utilities Corp.                                | Chesapeake Utilities Corp.                                          | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     22342 | NS      | $2640377.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                        | Helix Energy Solutions Group, Inc.                                  | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    170433 | NS      | $1257795.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health, Inc.                                          | Cue Health, Inc.                                                    | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139698 | NS      | $289174.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vaxart, Inc.                                              | Vaxart, Inc.                                                        | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162755 | NS      | $156391.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GMS, Inc.                                                 | GMS, Inc.                                                           | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     54173 | NS      | $2697815.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express, Inc.                         | International Money Express, Inc.                                   | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41078 | NS      | $1001070.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp.                                     | First Advantage Corp.                                               | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     75337 | NS      | $979381.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                | Anywhere Real Estate, Inc.                                          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    145261 | NS      | $928217.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                                 | Mirion Technologies, Inc.                                           | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    172921 | NS      | $1143007.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Gulfport Energy Corp.                                     | Gulfport Energy Corp.                                               | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     13572 | NS      | $999442.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                         | Merchants Bancorp                                                   | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     20185 | NS      | $490899.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class C                                 | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |    191332 | NS      | $1454123.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp, Inc.                                        | West BanCorp, Inc.                                                  | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |     20785 | NS      | $531056.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                            | WesBanco, Inc.                                                      | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72746 | NS      | $2690147.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley, Inc.                                              | Holley, Inc.                                                        | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |     69316 | NS      | $146949.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rapid7, Inc.                                              | Rapid7, Inc.                                                        | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     74549 | NS      | $2533175.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman, Inc.                                     | Douglas Elliman, Inc.                                               | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     96987 | NS      | $394737.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics, Inc.                                    | Douglas Dynamics, Inc.                                              | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     26568 | NS      | $960698.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                                  | FirstCash Holdings, Inc.                                            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48577 | NS      | $4221827.07   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                     | Hancock Whitney Corp.                                               | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    108924 | NS      | $5270832.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar, Inc.                                          | Globalstar, Inc.                                                    | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |    877809 | NS      | $1167485.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Foot Locker, Inc.                                         | Foot Locker, Inc.                                                   | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    101986 | NS      | $3854050.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                                   | ATN International, Inc.                                             | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     14178 | NS      | $642405.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owlet, Inc.                                               | Owlet, Inc.                                                         | CUSIP: 69120X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21348 | NS      | $11935.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brinker International, Inc.                               | Brinker International, Inc.                                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     52720 | NS      | $1682295.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                                        | Talos Energy, Inc.                                                  | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     80411 | NS      | $1518159.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                      | Addus HomeCare Corp.                                                | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     19017 | NS      | $1892001.33   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                                      | Xerox Holdings Corp.                                                | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    146726 | NS      | $2142199.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma, Inc.                                       | Athira Pharma, Inc.                                                 | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46677 | NS      | $147966.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight, Inc.                                             | RxSight, Inc.                                                       | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27756 | NS      | $351668.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Oxford Industries, Inc.                                   | Oxford Industries, Inc.                                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     18789 | NS      | $1750759.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares, Inc.                                   | Equity Bancshares, Inc., Class A                                    | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     19488 | NS      | $636672.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class B                                                | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      6915 | NS      | $540960.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares, Inc.                           | Southern First Bancshares, Inc.                                     | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9723 | NS      | $444827.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion Oil Corp.                                       | Battalion Oil Corp.                                                 | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      3251 | NS      | $31567.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp.                                               | Cerus Corp.                                                         | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    221419 | NS      | $808179.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings, Inc.                        | Universal Logistics Holdings, Inc.                                  | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9217 | NS      | $308216.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, Inc.                                                | CBIZ, Inc.                                                          | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     60762 | NS      | $2846699.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                                    | Koppers Holdings, Inc.                                              | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22843 | NS      | $644172.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                                   | Hawaiian Holdings, Inc.                                             | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     67244 | NS      | $689923.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nevro Corp.                                               | Nevro Corp.                                                         | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     42602 | NS      | $1687039.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics, Inc.                                  | Heron Therapeutics, Inc.                                            | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    132039 | NS      | $330097.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA, Inc.                                               | TEGNA, Inc.                                                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    281408 | NS      | $5963035.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                                        | Helen of Troy Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     29483 | NS      | $3269959.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group, Inc.                          | MidWestOne Financial Group, Inc.                                    | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19067 | NS      | $605377.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                | Resideo Technologies, Inc.                                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    185574 | NS      | $3052692.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade, Inc.                                            | Lemonade, Inc.                                                      | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     55092 | NS      | $753658.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TrueBlue, Inc.                                            | TrueBlue, Inc.                                                      | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41005 | NS      | $802877.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences, Inc.                              | Prometheus Biosciences, Inc.                                        | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43917 | NS      | $4830870.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street, Inc.                                       | Rimini Street, Inc.                                                 | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     62434 | NS      | $237873.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                        | Kosmos Energy Ltd.                                                  | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    566098 | NS      | $3600383.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                                             | Axonics, Inc.                                                       | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     61901 | NS      | $3870669.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                               | Ethan Allen Interiors, Inc.                                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27157 | NS      | $717487.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash, Inc.                                     | Intrepid Potash, Inc.                                               | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |     14694 | NS      | $424215.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights, Inc.                                     | Berkeley Lights, Inc.                                               | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     48074 | NS      | $128838.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                                    | Lakeland Bancorp, Inc.                                              | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     79850 | NS      | $1406158.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings, Inc.                             | Apollo Medical Holdings, Inc.                                       | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     49948 | NS      | $1477961.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                             | John B Sanfilippo & Son, Inc.                                       | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     11457 | NS      | $931683.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                                 | Meridian Bioscience, Inc.                                           | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     55158 | NS      | $1831797.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan, Inc.                                             | OneSpan, Inc.                                                       | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     50847 | NS      | $568977.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties, Inc.                           | Urstadt Biddle Properties, Inc., Class A                            | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     39400 | NS      | $746630.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                                  | Tango Therapeutics, Inc.                                            | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59834 | NS      | $433796.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cal-Maine Foods, Inc.                                     | Cal-Maine Foods, Inc.                                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     47168 | NS      | $2568297.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp.                         | Ares Commercial Real Estate Corp.                                   | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     60304 | NS      | $620528.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Heska Corp.                                               | Heska Corp.                                                         | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     12384 | NS      | $769789.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals, Inc.                            | Madrigal Pharmaceuticals, Inc.                                      | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |     16334 | NS      | $4740943.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Aviat Networks, Inc.                                      | Aviat Networks, Inc.                                                | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |     10493 | NS      | $327276.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                                          | Stoneridge, Inc.                                                    | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     31050 | NS      | $669438.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies, Inc.                                | Luminar Technologies, Inc.                                          | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |    308849 | NS      | $1528802.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Permian Resources Corp.                                   | Permian Resources Corp.                                             | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    263964 | NS      | $2481261.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Greene County Bancorp, Inc.                               | Greene County Bancorp, Inc.                                         | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4564 | NS      | $262064.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TriCo Bancshares                                          | TriCo Bancshares                                                    | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40028 | NS      | $2041027.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Offerpad Solutions, Inc.                                  | Offerpad Solutions, Inc.                                            | CUSIP: 67623L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84690 | NS      | $38999.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 4D Molecular Therapeutics, Inc.                           | 4D Molecular Therapeutics, Inc.                                     | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37442 | NS      | $831586.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Balchem Corp.                                             | Balchem Corp.                                                       | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     40130 | NS      | $4900274.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint, Inc.                                            | AvePoint, Inc.                                                      | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165256 | NS      | $679202.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TrueCar, Inc.                                             | TrueCar, Inc.                                                       | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |    125791 | NS      | $315735.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster, Inc.                                              | Ouster, Inc.                                                        | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169648 | NS      | $146406.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Two Harbors Investment Corp.                              | Two Harbors Investment Corp.                                        | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |    105208 | NS      | $1659130.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                              | Ligand Pharmaceuticals, Inc.                                        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     19403 | NS      | $1296120.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management, Inc.                   | Artisan Partners Asset Management, Inc., Class A                    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     75254 | NS      | $2235043.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health, Inc.                                        | Oscar Health, Inc., Class A                                         | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151580 | NS      | $372886.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                                | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     45440 | NS      | $4189568.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares, Inc.                        | American National Bankshares, Inc.                                  | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |     14008 | NS      | $517315.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TD PRIME SVCS                                             | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: 549300ZBQI1JB1844X09       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                       | Triumph Group, Inc.                                                 | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     82191 | NS      | $864649.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                           | SpartanNash Co.                                                     | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     45838 | NS      | $1386141.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                                  | Stoke Therapeutics, Inc.                                            | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     30255 | NS      | $279253.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp, Inc.                                   | HarborOne Bancorp, Inc.                                             | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     50914 | NS      | $707704.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                                  | Target Hospitality Corp.                                            | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36092 | NS      | $546432.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirit Airlines, Inc.                                     | Spirit Airlines, Inc.                                               | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |    135844 | NS      | $2646241.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                           | Great Lakes Dredge & Dock Corp.                                     | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     74225 | NS      | $441638.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Generation Bio Co.                                        | Generation Bio Co.                                                  | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66114 | NS      | $259828.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants, Inc.                         | Atlas Technical Consultants, Inc.                                   | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19486 | NS      | $100352.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices, Inc.                                         | 908 Devices, Inc.                                                   | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22294 | NS      | $169880.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloom Energy Corp.                                        | Bloom Energy Corp., Class A                                         | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |    227086 | NS      | $4341884.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                | New Jersey Resources Corp.                                          | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    121538 | NS      | $6030715.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                                         | Haemonetics Corp.                                                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     63892 | NS      | $5025105.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp.                                    | Hyliion Holdings Corp.                                              | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178886 | NS      | $418593.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi, Inc.                                               | Xperi, Inc.                                                         | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47706 | NS      | $410748.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp.                                            | Infinera Corp.                                                      | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |    242888 | NS      | $1637065.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| KAR Auction Services, Inc.                                | KAR Auction Services, Inc.                                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    147455 | NS      | $1924287.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd, Inc.                                             | Invivyd, Inc.                                                       | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65862 | NS      | $98793.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries, Inc.                             | Tootsie Roll Industries, Inc.                                       | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     19028 | NS      | $810021.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp.                                        | Boston Omaha Corp., Class A                                         | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |     28086 | NS      | $744279.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co., Inc. (The)                                 | Vita Coco Co., Inc. (The)                                           | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     35771 | NS      | $494355.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomin' Brands, Inc.                                     | Bloomin' Brands, Inc.                                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    110732 | NS      | $2227927.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd.                       | Credo Technology Group Holding Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    116076 | NS      | $1544971.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercantile Bank Corp.                                     | Mercantile Bank Corp.                                               | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     19756 | NS      | $661430.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd.                                         | Enstar Group Ltd.                                                   | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |     14421 | NS      | $3331827.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                                          | PriceSmart, Inc.                                                    | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     30332 | NS      | $1843578.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                                  | Full House Resorts, Inc.                                            | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |     42180 | NS      | $317193.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co.                                        | Northwest Pipe Co.                                                  | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |     12872 | NS      | $433786.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp.                                     | Camden National Corp.                                               | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     18461 | NS      | $769639.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                   | Brookline Bancorp, Inc.                                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96422 | NS      | $1364371.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings, Inc.                       | Cerevel Therapeutics Holdings, Inc.                                 | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |     72310 | NS      | $2280657.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest, Inc.                                        | WideOpenWest, Inc.                                                  | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     60645 | NS      | $552475.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings, Inc.                                        | FRP Holdings, Inc.                                                  | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8958 | NS      | $482477.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings, Inc. (The)                          | Arena Group Holdings, Inc. (The)                                    | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12712 | NS      | $134874.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PAR Technology Corp.                                      | PAR Technology Corp.                                                | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     34020 | NS      | $886901.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WM Technology, Inc.                                       | WM Technology, Inc.                                                 | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |     91105 | NS      | $92016.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kymera Therapeutics, Inc.                                 | Kymera Therapeutics, Inc.                                           | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48513 | NS      | $1210884.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett, Inc.                                             | Hibbett, Inc.                                                       | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     14999 | NS      | $1023231.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp.                                 | Citizens & Northern Corp.                                           | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20489 | NS      | $468378.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                                      | Ingles Markets, Inc., Class A                                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     17831 | NS      | $1719978.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                    | Integer Holdings Corp.                                              | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     41298 | NS      | $2827261.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                                | Axcelis Technologies, Inc.                                          | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     40697 | NS      | $3229713.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                                        | Franklin Covey Co.                                                  | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15604 | NS      | $729799.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp.                              | Masonite International Corp.                                        | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     27838 | NS      | $2244021.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunlight Financial Holdings, Inc.                         | Sunlight Financial Holdings, Inc.                                   | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42226 | NS      | $54471.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Crescent Energy Co.                                       | Crescent Energy Co., Class A                                        | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49440 | NS      | $592785.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sight Sciences, Inc.                                      | Sight Sciences, Inc.                                                | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29698 | NS      | $362612.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vuzix Corp.                                               | Vuzix Corp.                                                         | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |     78677 | NS      | $286384.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Glacier Bancorp, Inc.                                     | Glacier Bancorp, Inc.                                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    140380 | NS      | $6937579.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings, Inc.                                | Oppenheimer Holdings, Inc., Class A                                 | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10476 | NS      | $443449.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group, Inc.                                  | 22nd Century Group, Inc.                                            | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    218530 | NS      | $201156.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Natural Holding Co.                             | Northwest Natural Holding Co.                                       | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     42597 | NS      | $2027191.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                | Northwest Bancshares, Inc.                                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148805 | NS      | $2080293.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                               | Standex International Corp.                                         | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     14442 | NS      | $1479005.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                                 | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70760 | NS      | $2008168.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                                       | Varex Imaging Corp.                                                 | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     49561 | NS      | $1006088.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com, Inc.                                       | Overstock.com, Inc.                                                 | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     54650 | NS      | $1058024.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                             | Semtech Corp.                                                       | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     78061 | NS      | $2239570.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                                     | Jack in the Box, Inc.                                               | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     26127 | NS      | $1782645.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings, Inc.                              | E2open Parent Holdings, Inc.                                        | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    255630 | NS      | $1500548.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Quantum-Si, Inc.                                          | Quantum-Si, Inc.                                                    | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114173 | NS      | $208936.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| America's Car-Mart, Inc.                                  | America's Car-Mart, Inc.                                            | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8117 | NS      | $586534.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                                  | Option Care Health, Inc.                                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    196931 | NS      | $5925653.79   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                      | Universal Health Realty Income Trust                                | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     17205 | NS      | $821194.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics, Inc.                                    | Bionano Genomics, Inc.                                              | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |    374546 | NS      | $546837.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Financial Institutions, Inc.                              | Financial Institutions, Inc.                                        | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19381 | NS      | $472121.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xos, Inc.                                                 | Xos, Inc.                                                           | CUSIP: 98423B108<br>LEI: 254900ZQWJF169CBQB40 | Long             | EC               | CORP              | US        |     64088 | NS      | $28384.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                                | First Bank                                                          | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |     20896 | NS      | $287528.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares, Inc.                               | Blue Ridge Bankshares, Inc.                                         | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21840 | NS      | $272781.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co., Inc.                                         | Gannett Co., Inc.                                                   | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    187132 | NS      | $379877.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Solid Power, Inc.                                         | Solid Power, Inc.                                                   | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147997 | NS      | $375912.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenable Holdings, Inc.                                    | Tenable Holdings, Inc.                                              | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    141193 | NS      | $5386512.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp.                           | Clover Health Investments Corp.                                     | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |    517150 | NS      | $480690.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Bancorp, Inc.                                    | Sterling Bancorp, Inc.                                              | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23512 | NS      | $143188.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilltop Holdings, Inc.                                    | Hilltop Holdings, Inc.                                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     65308 | NS      | $1959893.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp.                                              | Atrion Corp.                                                        | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1765 | NS      | $987429.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products, Inc.                               | Utah Medical Products, Inc.                                         | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      4592 | NS      | $461633.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyxtera Technologies, Inc.                                | Cyxtera Technologies, Inc.                                          | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56188 | NS      | $107880.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Integral Ad Science Holding Corp.                         | Integral Ad Science Holding Corp.                                   | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51477 | NS      | $452482.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.              | American Axle & Manufacturing Holdings, Inc.                        | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145021 | NS      | $1134064.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery, Inc.                                     | Energy Recovery, Inc.                                               | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     70617 | NS      | $1446942.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                          | Proto Labs, Inc.                                                    | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     35324 | NS      | $901821.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies, Inc.                              | PureCycle Technologies, Inc.                                        | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136346 | NS      | $921698.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| REX American Resources Corp.                              | REX American Resources Corp.                                        | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21360 | NS      | $680529.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                | United Natural Foods, Inc.                                          | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     72620 | NS      | $2811120.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                                 | Regional Management Corp.                                           | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     10278 | NS      | $288606.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris, Inc.                                             | Arteris, Inc.                                                       | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25604 | NS      | $110097.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                                     | ADTRAN Holdings, Inc.                                               | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     96836 | NS      | $1819548.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp.                                   | Li-Cycle Holdings Corp.                                             | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    178875 | NS      | $851445.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Theseus Pharmaceuticals, Inc.                             | Theseus Pharmaceuticals, Inc.                                       | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24561 | NS      | $122313.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amylyx Pharmaceuticals, Inc.                              | Amylyx Pharmaceuticals, Inc.                                        | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63651 | NS      | $2351904.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Tilly's, Inc.                                             | Tilly's, Inc., Class A                                              | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30389 | NS      | $275020.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services, Inc.                         | PAM Transportation Services, Inc.                                   | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9222 | NS      | $238849.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                              | El Pollo Loco Holdings, Inc.                                        | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     25025 | NS      | $249249.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris, Inc.                                              | Amyris, Inc.                                                        | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |    252610 | NS      | $386493.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ShotSpotter, Inc.                                         | ShotSpotter, Inc.                                                   | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |     12279 | NS      | $415398.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                               | Kinsale Capital Group, Inc.                                         | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     27227 | NS      | $7120405.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                                | Winnebago Industries, Inc.                                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     38818 | NS      | $2045708.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals, Inc.                           | Intercept Pharmaceuticals, Inc.                                     | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |     33479 | NS      | $414135.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | RA               | CORP              | CA        |  62948614 | PA      | $62948614.00  | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                    | Medpace Holdings, Inc.                                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     31872 | NS      | $6769931.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                              | RadNet, Inc.                                                        | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     60314 | NS      | $1135712.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar, Inc.                                               | iStar, Inc.                                                         | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     89300 | NS      | $681359.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                           | Planet Labs PBC                                                     | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199503 | NS      | $867838.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Diversified Healthcare Trust                              | Diversified Healthcare Trust                                        | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    308709 | NS      | $199672.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                     | MeiraGTx Holdings plc                                               | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | KY        |     38771 | NS      | $252786.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                 | ATI, Inc.                                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    155783 | NS      | $4651680.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp.                                               | Absci Corp.                                                         | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73933 | NS      | $155259.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Liquidity Services, Inc.                                  | Liquidity Services, Inc.                                            | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     32010 | NS      | $450060.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                              | Insmed, Inc.                                                        | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    170628 | NS      | $3409147.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                             | Standard Motor Products, Inc.                                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     25877 | NS      | $900519.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels, Inc.                                      | Aspen Aerogels, Inc.                                                | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38752 | NS      | $456886.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dyne Therapeutics, Inc.                                   | Dyne Therapeutics, Inc.                                             | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40643 | NS      | $471052.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure, Inc.                     | Solaris Oilfield Infrastructure, Inc., Class A                      | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     41591 | NS      | $412998.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                                          | Lands' End, Inc.                                                    | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     20766 | NS      | $157613.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics, Inc.                                   | Vera Therapeutics, Inc.                                             | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18196 | NS      | $352092.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Scorpio Tankers, Inc.                                     | Scorpio Tankers, Inc.                                               | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     60880 | NS      | $3273517.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                               | DiamondRock Hospitality Co.                                         | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    258869 | NS      | $2120137.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos, Inc.                                     | Century Casinos, Inc.                                               | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |     36515 | NS      | $256700.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                                           | LHC Group, Inc.                                                     | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     37511 | NS      | $6065153.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo plc                                               | Trinseo plc                                                         | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |     45153 | NS      | $1025424.63   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                        | Piedmont Office Realty Trust, Inc., Class A                         | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157742 | NS      | $1446494.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                                    | Urban Outfitters, Inc.                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     78676 | NS      | $1876422.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                      | Old National Bancorp                                                | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    369850 | NS      | $6649903.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                                       | Hamilton Lane, Inc., Class A                                        | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     45371 | NS      | $2898299.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics, Inc.                               | Aerovate Therapeutics, Inc.                                         | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11795 | NS      | $345593.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustmark Corp.                                           | Trustmark Corp.                                                     | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     78676 | NS      | $2746579.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                             | Hawkins, Inc.                                                       | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     25763 | NS      | $994451.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital, Inc.                               | Orchid Island Capital, Inc.                                         | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |     47209 | NS      | $495694.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CryoPort, Inc.                                            | CryoPort, Inc.                                                      | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     56118 | NS      | $973647.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Centerspace                                               | Centerspace                                                         | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     19707 | NS      | $1156209.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                   | Abercrombie & Fitch Co., Class A                                    | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     63681 | NS      | $1458931.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                                             | Lindsay Corp.                                                       | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     13596 | NS      | $2214108.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                                   | Radiant Logistics, Inc.                                             | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     49616 | NS      | $252545.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                              | Grid Dynamics Holdings, Inc.                                        | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67699 | NS      | $759582.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                          | Clearfield, Inc.                                                    | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     14833 | NS      | $1396378.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                          | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | FR        |  20000000 | PA      | $20000000.00  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                                | Saia, Inc.                                                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     33371 | NS      | $6997231.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenon Medical, Inc.                                       | Tenon Medical, Inc.                                                 | CUSIP: 88066N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4182 | NS      | $6607.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PDF Solutions, Inc.                                       | PDF Solutions, Inc.                                                 | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     35835 | NS      | $1022014.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                                  | Banc of California, Inc.                                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     67622 | NS      | $1077218.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics, Inc.                                 | Design Therapeutics, Inc.                                           | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39341 | NS      | $403638.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PagerDuty, Inc.                                           | PagerDuty, Inc.                                                     | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |    109175 | NS      | $2899688.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos., Inc.                              | Superior Group of Cos., Inc.                                        | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |     16655 | NS      | $167549.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                    | Cracker Barrel Old Country Store, Inc.                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     28420 | NS      | $2692510.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                                       | Kura Oncology, Inc.                                                 | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     81406 | NS      | $1010248.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                  | Washington Federal, Inc.                                            | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79979 | NS      | $2683295.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                                  | Comstock Resources, Inc.                                            | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    112802 | NS      | $1546515.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares, Inc.                              | Bridgewater Bancshares, Inc.                                        | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     26101 | NS      | $463031.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoya Biosciences, Inc.                                   | Akoya Biosciences, Inc.                                             | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21257 | NS      | $203429.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Northfield Bancorp, Inc.                                  | Northfield Bancorp, Inc.                                            | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56677 | NS      | $891529.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                                    | World Acceptance Corp.                                              | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4895 | NS      | $322776.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co.                                       | 23andMe Holding Co.                                                 | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    306016 | NS      | $660994.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings, Inc.                                  | Employers Holdings, Inc.                                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32527 | NS      | $1402889.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru, Inc.                                                | Veru, Inc.                                                          | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |     83379 | NS      | $440241.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atkore, Inc.                                              | Atkore, Inc.                                                        | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     51745 | NS      | $5868917.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight, Inc.                                              | Alight, Inc., Class A                                               | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    426400 | NS      | $3564704.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                              | Cactus, Inc., Class A                                               | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     75641 | NS      | $3801716.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                                 | Titan International, Inc.                                           | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     61964 | NS      | $949288.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp, Inc.                                     | Pioneer Bancorp, Inc.                                               | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18430 | NS      | $210102.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals, Inc.                              | Tarsus Pharmaceuticals, Inc.                                        | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22902 | NS      | $335743.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellium SE                                            | Constellium SE                                                      | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |    162204 | NS      | $1918873.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                              | Vishay Intertechnology, Inc.                                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    165631 | NS      | $3572660.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp.                                          | Glatfelter Corp.                                                    | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     57584 | NS      | $160083.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | Apple Hospitality REIT, Inc.                                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    268731 | NS      | $4240575.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon, Inc.                                             | Groupon, Inc.                                                       | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |     31108 | NS      | $266906.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Electronics, Inc.                               | Universal Electronics, Inc.                                         | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     17079 | NS      | $355413.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage, Inc.                                  | Angel Oak Mortgage, Inc.                                            | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |     16079 | NS      | $76053.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmers & Merchants Bancorp, Inc.                         | Farmers & Merchants Bancorp, Inc.                                   | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16326 | NS      | $443740.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SiriusPoint Ltd.                                          | SiriusPoint Ltd.                                                    | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |    117478 | NS      | $693120.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                          | Elme Communities                                                    | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    107433 | NS      | $1912307.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics, Inc.                                  | Nurix Therapeutics, Inc.                                            | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61314 | NS      | $673227.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp.                                            | SunPower Corp.                                                      | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |    100504 | NS      | $1812087.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Media Corp.-Liberty Braves                        | Liberty Media Corp.-Liberty Braves, Class A                         | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13323 | NS      | $435262.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp.                                             | Navient Corp.                                                       | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    142981 | NS      | $2352037.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences, Inc.                                 | Caribou Biosciences, Inc.                                           | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71962 | NS      | $451921.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynex Capital, Inc.                                       | Dynex Capital, Inc.                                                 | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     57542 | NS      | $731934.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Comtech Telecommunications Corp.                          | Comtech Telecommunications Corp.                                    | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     34571 | NS      | $419691.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Root, Inc.                                                | Root, Inc., Class A                                                 | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9749 | NS      | $43771.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Phathom Pharmaceuticals, Inc.                             | Phathom Pharmaceuticals, Inc.                                       | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29312 | NS      | $328880.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TETRA Technologies, Inc.                                  | TETRA Technologies, Inc.                                            | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |    163202 | NS      | $564678.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                                      | Outfront Media, Inc.                                                | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    182679 | NS      | $3028817.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                            | Office Properties Income Trust                                      | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61499 | NS      | $821011.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics, Inc.                                | Century Therapeutics, Inc.                                          | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25837 | NS      | $132543.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GEO Group, Inc. (The)                                     | GEO Group, Inc. (The)                                               | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    146794 | NS      | $1607394.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CorVel Corp.                                              | CorVel Corp.                                                        | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11463 | NS      | $1665917.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                                        | QCR Holdings, Inc.                                                  | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     20529 | NS      | $1019059.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp.                                  | Chimera Investment Corp.                                            | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |    298389 | NS      | $1641139.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SOCIETE GENERALE NY BRANCH                                | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | US        |  17500000 | PA      | $17500000.00  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Warrior Met Coal, Inc.                                    | Warrior Met Coal, Inc.                                              | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     66077 | NS      | $2288907.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage, Inc.                  | Natural Grocers by Vitamin Cottage, Inc.                            | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     12264 | NS      | $112092.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                               | Merit Medical Systems, Inc.                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     70346 | NS      | $4967834.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings, Inc.                                     | Chuy's Holdings, Inc.                                               | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24190 | NS      | $684577.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares, Inc.                                 | Guaranty Bancshares, Inc.                                           | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10439 | NS      | $361606.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                                 | Hudson Technologies, Inc.                                           | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55342 | NS      | $560061.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                              | Kiniksa Pharmaceuticals Ltd., Class A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     41394 | NS      | $620082.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                             | Capital City Bank Group, Inc.                                       | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     17355 | NS      | $564037.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp.                                      | Terran Orbital Corp.                                                | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27570 | NS      | $43560.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Heliogen, Inc.                                            | Heliogen, Inc.                                                      | CUSIP: 42329E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120807 | NS      | $84347.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Teknova, Inc.                                       | Alpha Teknova, Inc.                                                 | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8508 | NS      | $47985.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp.                                        | Open Lending Corp., Class A                                         | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125795 | NS      | $849116.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic, Inc.                                     | Lightwave Logic, Inc.                                               | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143423 | NS      | $618153.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Missouri Bancorp, Inc.                           | Southern Missouri Bancorp, Inc.                                     | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10089 | NS      | $462378.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings, Inc.                              | Organogenesis Holdings, Inc.                                        | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     92358 | NS      | $248443.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group, Inc.                            | Associated Capital Group, Inc., Class A                             | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |      2176 | NS      | $91370.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp.                                | Gladstone Commercial Corp.                                          | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |     50263 | NS      | $929865.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.                                | Phibro Animal Health Corp., Class A                                 | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     27692 | NS      | $371349.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                                | Cohu, Inc.                                                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     61641 | NS      | $1975594.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace, Inc.                                         | Squarespace, Inc., Class A                                          | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |     40206 | NS      | $891367.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine, Inc.                                     | Editas Medicine, Inc.                                               | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     84125 | NS      | $746188.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma, Inc.                                           | AFC Gamma, Inc.                                                     | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |     15710 | NS      | $247118.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Valhi, Inc.                                               | Valhi, Inc.                                                         | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3234 | NS      | $71148.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe, Inc.                                          | Cantaloupe, Inc.                                                    | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     77491 | NS      | $337085.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources, Inc.                                    | Ramaco Resources, Inc.                                              | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     28665 | NS      | $251965.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                            | Ironwood Pharmaceuticals, Inc.                                      | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    175368 | NS      | $2172809.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy, Inc.                                   | Excelerate Energy, Inc., Class A                                    | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25007 | NS      | $626425.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer, Inc.                                                | Seer, Inc.                                                          | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56867 | NS      | $329828.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics, Inc.                               | Allogene Therapeutics, Inc.                                         | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102250 | NS      | $643152.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolv Technologies Holdings, Inc.                         | Evolv Technologies Holdings, Inc.                                   | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107851 | NS      | $279334.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Fuels, Inc.                                        | Energy Fuels, Inc.                                                  | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |    200203 | NS      | $1243260.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| National Energy Services Reunited Corp.                   | National Energy Services Reunited Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     53289 | NS      | $369825.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy, Inc.                                    | SandRidge Energy, Inc.                                              | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     27542 | NS      | $469040.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals, Inc.                            | Eiger BioPharmaceuticals, Inc.                                      | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |     56473 | NS      | $66638.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko, Inc.                                               | Funko, Inc., Class A                                                | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     41876 | NS      | $456867.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Public Education, Inc.                           | American Public Education, Inc.                                     | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     24740 | NS      | $304054.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                         | Rayonier Advanced Materials, Inc.                                   | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     82841 | NS      | $795273.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                                     | DXP Enterprises, Inc.                                               | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20526 | NS      | $565491.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group, Inc.                        | Montrose Environmental Group, Inc.                                  | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     35244 | NS      | $1564481.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                              | Inogen, Inc.                                                        | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     29495 | NS      | $581346.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                              | Nelnet, Inc., Class A                                               | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     18137 | NS      | $1645932.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                                | Haynes International, Inc.                                          | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     16316 | NS      | $745478.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp.                                          | NextDecade Corp.                                                    | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |     39617 | NS      | $195707.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chico's FAS, Inc.                                         | Chico's FAS, Inc.                                                   | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    161290 | NS      | $793546.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                             | SM Energy Co.                                                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    153426 | NS      | $5343827.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy, Inc.                                     | HighPeak Energy, Inc.                                               | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |      9418 | NS      | $215389.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Revolve Group, Inc.                                       | Revolve Group, Inc.                                                 | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52398 | NS      | $1166379.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewise Therapeutics, Inc.                               | Edgewise Therapeutics, Inc.                                         | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39896 | NS      | $356670.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Commonwealth                                       | Equity Commonwealth                                                 | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |    132085 | NS      | $3298162.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                   | Lantheus Holdings, Inc.                                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     85993 | NS      | $4382203.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors, Inc.                   | Transcontinental Realty Investors, Inc.                             | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               | CORP              | US        |      1627 | NS      | $71880.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise, Inc.                                          | MarketWise, Inc.                                                    | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22063 | NS      | $37065.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp, Inc. (The)                                 | First Bancorp, Inc. (The)                                           | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13769 | NS      | $412243.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences, Inc.                                    | Aura Biosciences, Inc.                                              | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23511 | NS      | $246865.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SpringWorks Therapeutics, Inc.                            | SpringWorks Therapeutics, Inc.                                      | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44544 | NS      | $1158589.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap, Inc.                                  | Marcus & Millichap, Inc.                                            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     30949 | NS      | $1066193.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      8485 | NS      | $1624368.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp.                                       | Vizio Holding Corp., Class A                                        | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87006 | NS      | $644714.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Aveanna Healthcare Holdings, Inc.                         | Aveanna Healthcare Holdings, Inc.                                   | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55852 | NS      | $43564.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.                           | National Health Investors, Inc.                                     | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     55160 | NS      | $2880455.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                                  | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     35078 | NS      | $3535862.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                                        | Weis Markets, Inc.                                                  | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21090 | NS      | $1735496.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd.                                        | Borr Drilling Ltd.                                                  | CUSIP: N/A<br>LEI: 213800J2JPCTXLHQ5R78       | Long             | EC               | CORP              | BM        |    254354 | NS      | $1264139.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics, Inc.                               | Viridian Therapeutics, Inc.                                         | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     47737 | NS      | $1394397.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Babylon Holdings Ltd.                                     | Babylon Holdings Ltd., Class A                                      | CUSIP: N/A<br>LEI: 549300613X6447C00597       | Long             | EC               | CORP              | JE        |      5140 | NS      | $34693.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Bancorp, Inc.                                    | Republic Bancorp, Inc., Class A                                     | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11164 | NS      | $456830.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta, Inc.                                             | Marqeta, Inc., Class A                                              | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    543290 | NS      | $3319501.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                                      | Allegiant Travel Co.                                                | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     18987 | NS      | $1290926.13   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares, Inc.                                    | Shore Bancshares, Inc.                                              | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23985 | NS      | $418058.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals, Inc.                           | Recursion Pharmaceuticals, Inc., Class A                            | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175337 | NS      | $1351848.27   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Second Bancorp, Inc.                                  | Old Second Bancorp, Inc.                                            | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     51905 | NS      | $832556.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies, Inc.                                | OraSure Technologies, Inc.                                          | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     91654 | NS      | $441772.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                                 | Strategic Education, Inc.                                           | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     29135 | NS      | $2281853.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics, Inc.                               | Esperion Therapeutics, Inc.                                         | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     86474 | NS      | $538733.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance, Inc.                        | Nexpoint Real Estate Finance, Inc.                                  | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10569 | NS      | $167941.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics, Inc.                                   | Pear Therapeutics, Inc.                                             | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86497 | NS      | $102066.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Digital Corp.                                     | Applied Digital Corp.                                               | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10455 | NS      | $19237.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontline Ltd.                                            | Frontline Ltd.                                                      | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | BM        |    160012 | NS      | $1942545.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Newpark Resources, Inc.                                   | Newpark Resources, Inc.                                             | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    110675 | NS      | $459301.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical, Inc.                                   | Silk Road Medical, Inc.                                             | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     47362 | NS      | $2503081.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.                    | Argo Group International Holdings Ltd.                              | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |     39184 | NS      | $1012906.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA             | Banco Latinoamericano de Comercio Exterior SA, Class E              | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |     35299 | NS      | $571843.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.                                | REVOLUTION Medicines, Inc.                                          | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     95159 | NS      | $2266687.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                            | Community Health Systems, Inc.                                      | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165406 | NS      | $714553.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                               | Berry Corp.                                                         | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100296 | NS      | $802368.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                              | Mueller Water Products, Inc., Class A                               | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    192220 | NS      | $2068287.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                              | Moelis & Co., Class A                                               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     79593 | NS      | $3053983.41   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp.                                              | Teekay Corp.                                                        | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | MH        |     89550 | NS      | $406557.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N, Inc.                                             | Model N, Inc.                                                       | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |     47043 | NS      | $1908064.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co. (The)                                          | St Joe Co. (The)                                                    | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     44217 | NS      | $1708987.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton, Inc.                                              | Cepton, Inc.                                                        | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10082 | NS      | $12804.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                                 | Blueprint Medicines Corp.                                           | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     74571 | NS      | $3266955.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging, Inc.                                     | Karat Packaging, Inc.                                               | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      6635 | NS      | $95344.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                                            | Innospec, Inc.                                                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     31771 | NS      | $3267965.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                               | Fluor Corp.                                                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    178797 | NS      | $6197104.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place, Inc. (The)                              | Children's Place, Inc. (The)                                        | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     16251 | NS      | $591861.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent, Inc.                                            | Conduent, Inc.                                                      | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    217837 | NS      | $882239.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                     | Industrial Logistics Properties Trust                               | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     66090 | NS      | $216114.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                               | Atara Biotherapeutics, Inc.                                         | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |    123729 | NS      | $405831.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp, Inc.                                    | Mid Penn Bancorp, Inc.                                              | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18390 | NS      | $551148.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                              | Midland States Bancorp, Inc.                                        | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     23212 | NS      | $617903.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics, Inc.                                         | MacroGenics, Inc.                                                   | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     80494 | NS      | $540114.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT, Inc. (The)                         | Necessity Retail REIT, Inc. (The)                                   | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |    171482 | NS      | $1016888.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands, Inc.                               | Smith & Wesson Brands, Inc.                                         | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     56247 | NS      | $488223.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                                     | Myriad Genetics, Inc.                                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    100380 | NS      | $1456513.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                      | Uranium Energy Corp.                                                | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |    445495 | NS      | $1728520.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LGI Homes, Inc.                                           | LGI Homes, Inc.                                                     | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     25697 | NS      | $2379542.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude, Inc.                                           | Amplitude, Inc., Class A                                            | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71747 | NS      | $866703.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Medifast, Inc.                                            | Medifast, Inc.                                                      | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     13423 | NS      | $1548343.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                                        | Saul Centers, Inc.                                                  | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15863 | NS      | $645306.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.                            | Intra-Cellular Therapies, Inc.                                      | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |    115474 | NS      | $6110884.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen, Inc.                                            | FibroGen, Inc.                                                      | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |    112208 | NS      | $1797572.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark, Inc.                                          | Cleanspark, Inc.                                                    | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     47382 | NS      | $96659.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Udemy, Inc.                                               | Udemy, Inc.                                                         | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     92587 | NS      | $976792.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Golden Ocean Group Ltd.                                   | Golden Ocean Group Ltd.                                             | CUSIP: N/A<br>LEI: 549300HQH91CZG0OJL61       | Long             | EC               | CORP              | BM        |    157524 | NS      | $1368883.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| McGrath RentCorp                                          | McGrath RentCorp                                                    | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     31090 | NS      | $3069826.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings, Inc.                                 | Senseonics Holdings, Inc.                                           | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |    587749 | NS      | $605381.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Skillz, Inc.                                              | Skillz, Inc.                                                        | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    395363 | NS      | $200251.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AN2 Therapeutics, Inc.                                    | AN2 Therapeutics, Inc.                                              | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6010 | NS      | $57275.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Southside Bancshares, Inc.                                | Southside Bancshares, Inc.                                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     39240 | NS      | $1412247.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                                | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    490084 | NS      | $514588.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure, Inc.                                         | CompoSecure, Inc.                                                   | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10074 | NS      | $49463.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Colony Bankcorp, Inc.                                     | Colony Bankcorp, Inc.                                               | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22063 | NS      | $279979.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences, Inc.                                     | Kodiak Sciences, Inc.                                               | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     45217 | NS      | $323753.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies, Inc.                               | Akoustis Technologies, Inc.                                         | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |     62915 | NS      | $177420.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nektar Therapeutics                                       | Nektar Therapeutics                                                 | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    232829 | NS      | $526193.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp.                                   | SeaSpine Holdings Corp.                                             | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     45981 | NS      | $383941.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting, Inc.                                         | UserTesting, Inc.                                                   | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59348 | NS      | $445703.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenlight Capital Re Ltd.                                | Greenlight Capital Re Ltd., Class A                                 | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |       130 | NS      | $1059.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                                            | Omnicell, Inc.                                                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     56032 | NS      | $2825133.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies, Inc.                              | AirSculpt Technologies, Inc.                                        | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18447 | NS      | $68253.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Genco Shipping & Trading Ltd.                             | Genco Shipping & Trading Ltd.                                       | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |     47045 | NS      | $722611.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings, Inc.                            | Virgin Galactic Holdings, Inc.                                      | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |    305921 | NS      | $1064605.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Reata Pharmaceuticals, Inc.                               | Reata Pharmaceuticals, Inc., Class A                                | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |     35474 | NS      | $1347657.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Forrester Research, Inc.                                  | Forrester Research, Inc.                                            | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     15131 | NS      | $541084.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp., Class A                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    132086 | NS      | $4008810.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp.                                      | Repay Holdings Corp.                                                | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112420 | NS      | $904981.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group, Inc.                                           | BRP Group, Inc., Class A                                            | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76731 | NS      | $1929017.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Country Airlines Holdings, Inc.                       | Sun Country Airlines Holdings, Inc.                                 | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     38801 | NS      | $615383.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group, Inc.                              | Summit Financial Group, Inc.                                        | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14280 | NS      | $355429.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                                  | Ormat Technologies, Inc.                                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     61693 | NS      | $5335210.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                                           | Universal Corp.                                                     | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     29422 | NS      | $1553775.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                               | Amalgamated Financial Corp.                                         | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22290 | NS      | $513561.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings, Inc.                          | Esquire Financial Holdings, Inc.                                    | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9333 | NS      | $403745.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                     | Walker & Dunlop, Inc.                                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38266 | NS      | $3003115.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp.                                   | National Research Corp.                                             | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |     18746 | NS      | $699225.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp, Inc.                                     | Amerant Bancorp, Inc.                                               | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |     35584 | NS      | $955074.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp. (The)                          | First of Long Island Corp. (The)                                    | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25304 | NS      | $455472.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                                  | Hims & Hers Health, Inc.                                            | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    155720 | NS      | $998165.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Theravance Biopharma, Inc.                                | Theravance Biopharma, Inc.                                          | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |     78897 | NS      | $885224.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                           | Consensus Cloud Solutions, Inc.                                     | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23727 | NS      | $1275563.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     69692 | NS      | $4111828.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24, Inc.                                                | ON24, Inc.                                                          | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53376 | NS      | $460634.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings, Inc.                                    | Biglari Holdings, Inc., Class B                                     | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |      1173 | NS      | $162812.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp.                                    | Innovage Holding Corp.                                              | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26530 | NS      | $190485.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Macatawa Bank Corp.                                       | Macatawa Bank Corp.                                                 | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33702 | NS      | $371733.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                            | Watts Water Technologies, Inc., Class A                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     34413 | NS      | $5032212.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                             | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     97944 | NS      | $3119516.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co., Class A                                   | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     50737 | NS      | $1816384.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke, Inc.                                              | Daseke, Inc.                                                        | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |     53839 | NS      | $306343.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                  | Hersha Hospitality Trust, Class A                                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     40301 | NS      | $343364.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                            | Cargurus, Inc.                                                      | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    124165 | NS      | $1739551.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                    | SPX Technologies, Inc.                                              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     54490 | NS      | $3577268.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                        | Steven Madden Ltd.                                                  | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     97299 | NS      | $3109676.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                                           | ModivCare, Inc.                                                     | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     16230 | NS      | $1456317.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                                   | Carter Bankshares, Inc.                                             | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26442 | NS      | $438672.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                             | Heartland Financial USA, Inc.                                       | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     52713 | NS      | $2457480.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals, Inc.                               | Rigel Pharmaceuticals, Inc.                                         | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |    237341 | NS      | $356011.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI Physical Therapy, Inc.                                | ATI Physical Therapy, Inc.                                          | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83784 | NS      | $25554.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillman Solutions Corp.                                   | Hillman Solutions Corp.                                             | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172694 | NS      | $1245123.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp.                                          | Bank First Corp.                                                    | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9758 | NS      | $905737.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| DZS, Inc.                                                 | DZS, Inc.                                                           | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |     17982 | NS      | $228011.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                                        | RBC Bearings, Inc.                                                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35932 | NS      | $7522364.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp.                                 | PROCEPT BioRobotics Corp.                                           | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32848 | NS      | $1364505.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Office REIT, Inc.                                   | Orion Office REIT, Inc.                                             | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73216 | NS      | $625264.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| iRadimed Corp.                                            | iRadimed Corp.                                                      | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      9057 | NS      | $256222.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                                     | Mercury General Corp.                                               | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     31856 | NS      | $1089475.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings, Inc.                                    | LiveVox Holdings, Inc.                                              | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |     28826 | NS      | $85613.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                                | Korn Ferry                                                          | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     68024 | NS      | $3443374.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio, Inc.                                        | Bluebird Bio, Inc.                                                  | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104800 | NS      | $725216.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.                     | Allscripts Healthcare Solutions, Inc.                               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    137255 | NS      | $2421178.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ooma, Inc.                                                | Ooma, Inc.                                                          | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29513 | NS      | $401967.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling, Inc.                      | Hyster-Yale Materials Handling, Inc.                                | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14461 | NS      | $366007.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                | OceanFirst Financial Corp.                                          | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70751 | NS      | $1503458.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                                        | TrustCo Bank Corp.                                                  | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24061 | NS      | $904452.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                                          | Scholastic Corp.                                                    | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37228 | NS      | $1469016.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                               | USANA Health Sciences, Inc.                                         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     15143 | NS      | $805607.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                              | ALLETE, Inc.                                                        | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     71949 | NS      | $4641429.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent, Inc.                                           | SmartRent, Inc.                                                     | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129267 | NS      | $314118.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CrossFirst Bankshares, Inc.                               | CrossFirst Bankshares, Inc.                                         | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58470 | NS      | $725612.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics, Inc.                                 | Kimball Electronics, Inc.                                           | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     30758 | NS      | $694823.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Contra Aduro Biotech I, CVR                               | Aduro Biotech, Inc., CVR                                            | CUSIP: 007CVR012<br>LEI: N/A                  | Long             |  | CORP              | US        |     23102 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barrett Business Services, Inc.                           | Barrett Business Services, Inc.                                     | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      8942 | NS      | $834109.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                  | Fabrinet                                                            | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     46447 | NS      | $5955434.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                                      | Kelly Services, Inc., Class A                                       | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43303 | NS      | $731820.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                         | ACCO Brands Corp.                                                   | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    123947 | NS      | $692863.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                              | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     92400 | NS      | $3768996.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                         | Aerojet Rocketdyne Holdings, Inc.                                   | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    101849 | NS      | $5696414.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                             | Magnite, Inc.                                                       | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |    167933 | NS      | $1778410.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                                     | Viavi Solutions, Inc.                                               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    283568 | NS      | $2980299.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                             | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    176000 | NS      | $4130720.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                             | New York Mortgage Trust, Inc.                                       | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    454622 | NS      | $1163832.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cassava Sciences, Inc.                                    | Cassava Sciences, Inc.                                              | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |     48937 | NS      | $1445598.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Turtle Beach Corp.                                        | Turtle Beach Corp.                                                  | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |     20447 | NS      | $146604.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                                   | Columbus McKinnon Corp.                                             | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     34554 | NS      | $1121968.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEye, Inc.                                                | AEye, Inc.                                                          | CUSIP: 008183105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55037 | NS      | $26450.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United Community Banks, Inc.                              | United Community Banks, Inc.                                        | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    134128 | NS      | $4533526.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics, Inc.                                          | Cardlytics, Inc.                                                    | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     43871 | NS      | $253574.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.                           | Business First Bancshares, Inc.                                     | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     24927 | NS      | $551883.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     49264 | NS      | $3382958.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors, Inc.                                        | Hyzon Motors, Inc.                                                  | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111011 | NS      | $172067.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp.                                        | Chord Energy Corp.                                                  | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     52343 | NS      | $7161045.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics, Inc.                                   | Sage Therapeutics, Inc.                                             | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     66835 | NS      | $2549086.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences, Inc.                                  | Ideaya Biosciences, Inc.                                            | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |     55906 | NS      | $1015812.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics, Inc.                                     | TG Therapeutics, Inc.                                               | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |    170901 | NS      | $2021758.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold, Inc.                                            | Safehold, Inc.                                                      | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     33185 | NS      | $949754.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Contra A/S                                                | Contra A/S                                                          | CUSIP: 532CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      7357 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Arlo Technologies, Inc.                                   | Arlo Technologies, Inc.                                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    113212 | NS      | $397374.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                                 | Ellington Financial, Inc.                                           | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     72941 | NS      | $902280.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Weave Communications, Inc.                                | Weave Communications, Inc.                                          | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21670 | NS      | $99248.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytek Biosciences, Inc.                                   | Cytek Biosciences, Inc.                                             | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    146504 | NS      | $1495805.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic, Inc.                                          | Sumo Logic, Inc.                                                    | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |    146619 | NS      | $1187613.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                           | Interface, Inc.                                                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     77936 | NS      | $769228.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                     | Gray Television, Inc.                                               | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    104799 | NS      | $1172700.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                                 | Box, Inc., Class A                                                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    174043 | NS      | $5417958.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                                         | Brink's Co. (The)                                                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     58158 | NS      | $3123666.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                                 | National HealthCare Corp.                                           | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15240 | NS      | $906780.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                         | Essent Group Ltd.                                                   | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    132918 | NS      | $5167851.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                                       | MVB Financial Corp.                                                 | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |     14241 | NS      | $313586.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp.                                       | Landsea Homes Corp.                                                 | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |     14399 | NS      | $75018.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp.                                    | Twist Bioscience Corp.                                              | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     72018 | NS      | $1714748.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpine Immune Sciences, Inc.                              | Alpine Immune Sciences, Inc.                                        | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |     23561 | NS      | $173173.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JELD-WEN Holding, Inc.                                    | JELD-WEN Holding, Inc.                                              | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    107361 | NS      | $1036033.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                        | Cytokinetics, Inc.                                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    102993 | NS      | $4719139.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                                         | LendingClub Corp.                                                   | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    131721 | NS      | $1159144.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson, Inc.                                          | LivePerson, Inc.                                                    | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     90259 | NS      | $915226.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                                          | 3D Systems Corp.                                                    | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    162581 | NS      | $1203099.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CommScope Holding Co., Inc.                               | CommScope Holding Co., Inc.                                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    253330 | NS      | $1861975.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                              | OmniAb, Inc.                                                        | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95075 | NS      | $342270.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings plc                                       | Luxfer Holdings plc                                                 | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |     36683 | NS      | $503290.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries, Inc.                                      | LSB Industries, Inc.                                                | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     93291 | NS      | $1240770.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp.                                               | eGain Corp.                                                         | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29588 | NS      | $267179.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology plc                         | International Game Technology plc                                   | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |    122233 | NS      | $2772244.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                             | Visteon Corp.                                                       | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     34779 | NS      | $4550136.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                                   | ICF International, Inc.                                             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     23679 | NS      | $2345404.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                                      | Patterson Cos., Inc.                                                | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    109298 | NS      | $3063622.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling, Inc.                           | Diamond Offshore Drilling, Inc.                                     | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |    129839 | NS      | $1350325.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Braves                        | Liberty Media Corp.-Liberty Braves, Class C                         | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48338 | NS      | $1557933.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp.                                    | Skyline Champion Corp.                                              | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66699 | NS      | $3435665.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                                      | EW Scripps Co. (The), Class A                                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     75040 | NS      | $989777.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar, Inc.                                           | FTC Solar, Inc.                                                     | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |     54425 | NS      | $145859.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GATX Corp.                                                | GATX Corp.                                                          | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     44573 | NS      | $4739892.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home, Inc.                                   | Vivint Smart Home, Inc.                                             | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122835 | NS      | $1461736.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                                     | Sutro Biopharma, Inc.                                               | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     58128 | NS      | $469674.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain, Inc.                                     | Riot Blockchain, Inc.                                               | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    200130 | NS      | $678440.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Metrocity Bankshares, Inc.                                | Metrocity Bankshares, Inc.                                          | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |     23954 | NS      | $518125.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE, Inc.                                             | SI-BONE, Inc.                                                       | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     43859 | NS      | $596482.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                            | Lions Gate Entertainment Corp., Class A                             | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     78083 | NS      | $445853.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's, Inc.                                          | Portillo's, Inc., Class A                                           | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35139 | NS      | $573468.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcturus Therapeutics Holdings, Inc.                      | Arcturus Therapeutics Holdings, Inc.                                | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27074 | NS      | $459175.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Multiplan Corp.                                           | Multiplan Corp.                                                     | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    435396 | NS      | $500705.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| City Office REIT, Inc.                                    | City Office REIT, Inc.                                              | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |     52288 | NS      | $438173.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp, Inc.                               | John Marshall Bancorp, Inc.                                         | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15360 | NS      | $442060.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MFA Financial, Inc.                                       | MFA Financial, Inc.                                                 | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |    131708 | NS      | $1297323.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Bar Harbor Bankshares                                     | Bar Harbor Bankshares                                               | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18959 | NS      | $607446.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                             | Parsons Corp.                                                       | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     43170 | NS      | $1996612.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Casella Waste Systems, Inc.                               | Casella Waste Systems, Inc., Class A                                | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     62968 | NS      | $4993992.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class A                                      | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     44684 | NS      | $1336945.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                           | Healthcare Services Group, Inc.                                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     95108 | NS      | $1141296.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                              | Safety Insurance Group, Inc.                                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     17220 | NS      | $1450957.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                               | Brady Corp., Class A                                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     58554 | NS      | $2757893.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co.                                      | Callon Petroleum Co.                                                | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     63152 | NS      | $2342307.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                             | ARMOUR Residential REIT, Inc.                                       | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    166064 | NS      | $934940.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Origin Materials, Inc.                                    | Origin Materials, Inc.                                              | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |    134796 | NS      | $621409.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Via Renewables, Inc.                                      | Via Renewables, Inc.                                                | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |     17159 | NS      | $87682.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp.                                            | Rite Aid Corp.                                                      | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |     74004 | NS      | $247173.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                                   | J & J Snack Foods Corp.                                             | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19507 | NS      | $2920392.97   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                             | Griffon Corp.                                                       | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     59105 | NS      | $2115367.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                           | Blue Bird Corp.                                                     | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     21187 | NS      | $226912.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                                  | Power Integrations, Inc.                                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     71546 | NS      | $5131279.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                                   | Cinemark Holdings, Inc.                                             | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    139843 | NS      | $1211040.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone, Inc.                                            | Veritone, Inc.                                                      | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |     38079 | NS      | $201818.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| California Water Service Group                            | California Water Service Group                                      | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     68063 | NS      | $4127340.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corp.                                  | Markforged Holding Corp.                                            | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135560 | NS      | $157249.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Terex Corp.                                               | Terex Corp.                                                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     83518 | NS      | $3567888.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp.                                           | Quanterix Corp.                                                     | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36653 | NS      | $507644.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group, Inc.                             | LifeStance Health Group, Inc.                                       | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95588 | NS      | $472204.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HealthEquity, Inc.                                        | HealthEquity, Inc.                                                  | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    104589 | NS      | $6446865.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                                       | Tronox Holdings plc                                                 | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |    150118 | NS      | $2058117.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                        | Prothena Corp. plc                                                  | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |     46281 | NS      | $2788430.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class A                                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     31850 | NS      | $2135861.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                   | United Bankshares, Inc.                                             | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    164172 | NS      | $6647324.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                                     | Designer Brands, Inc., Class A                                      | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     70859 | NS      | $693001.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                                            | Gentherm, Inc.                                                      | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     41227 | NS      | $2691710.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions, Inc.                                        | ACV Auctions, Inc., Class A                                         | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140835 | NS      | $1156255.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                                   | Fate Therapeutics, Inc.                                             | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    106651 | NS      | $1076108.59   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.                         | Shenandoah Telecommunications Co.                                   | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     62143 | NS      | $986830.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals, Inc.                          | Day One Biopharmaceuticals, Inc.                                    | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34107 | NS      | $733982.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancshares, Inc. (The)                              | First Bancshares, Inc. (The)                                        | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     25263 | NS      | $808668.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                                          | TechTarget, Inc.                                                    | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     35178 | NS      | $1549942.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms, Inc.                                         | Vital Farms, Inc.                                                   | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     40264 | NS      | $600738.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                                       | Middlesex Water Co.                                                 | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22280 | NS      | $1752767.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One, Inc.                                           | Urban One, Inc.                                                     | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |     15556 | NS      | $58490.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                   | National Beverage Corp.                                             | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     29759 | NS      | $1384686.27   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems, Inc.                                       | Mitek Systems, Inc.                                                 | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     55730 | NS      | $540023.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group, Inc.                                     | Replimune Group, Inc.                                               | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     51266 | NS      | $1394435.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.                                 | Coherus Biosciences, Inc.                                           | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     87011 | NS      | $689127.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                                 | Live Oak Bancshares, Inc.                                           | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42008 | NS      | $1268641.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                   | Premier Financial Corp.                                             | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45453 | NS      | $1225867.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass, Inc.                                             | Compass, Inc., Class A                                              | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    357374 | NS      | $832681.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Danimer Scientific, Inc.                                  | Danimer Scientific, Inc.                                            | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |    121418 | NS      | $217338.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Janux Therapeutics, Inc.                                  | Janux Therapeutics, Inc.                                            | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23604 | NS      | $310864.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                                     | Wabash National Corp.                                               | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     61062 | NS      | $1380001.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                              | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     27658 | NS      | $823655.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SecureWorks Corp.                                         | SecureWorks Corp., Class A                                          | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14823 | NS      | $94718.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond, Inc.                                   | Bed Bath & Beyond, Inc.                                             | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    107431 | NS      | $269651.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Investors Title Co.                                       | Investors Title Co.                                                 | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1741 | NS      | $256884.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                                            | La-Z-Boy, Inc.                                                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     55168 | NS      | $1258933.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                                           | REV Group, Inc.                                                     | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     43295 | NS      | $546382.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                  | Castle Biosciences, Inc.                                            | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27296 | NS      | $642547.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                              | Enanta Pharmaceuticals, Inc.                                        | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     24720 | NS      | $1149974.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                                 | Insight Enterprises, Inc.                                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     39673 | NS      | $3978011.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media, Inc.                                     | Reservoir Media, Inc.                                               | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |     31117 | NS      | $185768.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ForgeRock, Inc.                                           | ForgeRock, Inc., Class A                                            | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48092 | NS      | $1095054.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastern Bankshares, Inc.                                  | Eastern Bankshares, Inc.                                            | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    195521 | NS      | $3372737.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                                 | Amicus Therapeutics, Inc.                                           | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    345757 | NS      | $4221692.97   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group, Inc.                                     | Franchise Group, Inc.                                               | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |     35334 | NS      | $841655.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcBest Corp.                                             | ArcBest Corp.                                                       | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     31378 | NS      | $2197715.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                            | Victory Capital Holdings, Inc., Class A                             | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     22240 | NS      | $596699.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living, Inc.                             | Brookdale Senior Living, Inc.                                       | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    228330 | NS      | $623340.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health, Inc.                                        | Nutex Health, Inc.                                                  | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    316321 | NS      | $601009.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Krispy Kreme, Inc.                                        | Krispy Kreme, Inc.                                                  | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92160 | NS      | $951091.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Flushing Financial Corp.                                  | Flushing Financial Corp.                                            | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36480 | NS      | $706982.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology, Inc.                                   | Cullinan Oncology, Inc.                                             | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40195 | NS      | $424057.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                                  | Clean Energy Fuels Corp.                                            | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    217519 | NS      | $1131098.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| KnowBe4, Inc.                                             | KnowBe4, Inc., Class A                                              | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89963 | NS      | $2229283.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                                        | HealthStream, Inc.                                                  | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     31012 | NS      | $770338.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp.                                      | Verra Mobility Corp.                                                | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |    177348 | NS      | $2452722.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.                          | Alpha & Omega Semiconductor Ltd.                                    | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     25604 | NS      | $731506.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef, Inc.                                       | Tattooed Chef, Inc.                                                 | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |     63332 | NS      | $77898.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bluegreen Vacations Holding Corp.                         | Bluegreen Vacations Holding Corp.                                   | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      8536 | NS      | $213058.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp. NV                            | Sapiens International Corp. NV                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     36279 | NS      | $670435.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                                         | First Busey Corp.                                                   | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     66232 | NS      | $1637255.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment, Inc.                              | Inspired Entertainment, Inc.                                        | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |     27686 | NS      | $350781.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                                    | PTC Therapeutics, Inc.                                              | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     87694 | NS      | $3347279.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                                            | Agilysys, Inc.                                                      | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     25425 | NS      | $2012134.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                                        | NorthWestern Corp.                                                  | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     73242 | NS      | $4346180.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                              | Great Southern Bancorp, Inc.                                        | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     11478 | NS      | $682826.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group, Inc.                       | Diamond Hill Investment Group, Inc.                                 | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      3788 | NS      | $700855.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics, Inc.                                  | Seres Therapeutics, Inc.                                            | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     81221 | NS      | $454837.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings, Inc.                                | AvidXchange Holdings, Inc.                                          | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188098 | NS      | $1869694.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart, Inc.                                         | EngageSmart, Inc.                                                   | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45641 | NS      | $803281.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                 | Madison Square Garden Entertainment Corp.                           | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33040 | NS      | $1485808.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.               | Apollo Commercial Real Estate Finance, Inc.                         | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    180551 | NS      | $1942728.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                                            | Exponent, Inc.                                                      | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     63931 | NS      | $6334922.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum, Inc.                                    | Laredo Petroleum, Inc.                                              | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     21647 | NS      | $1113088.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings, Inc.                        | AssetMark Financial Holdings, Inc.                                  | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     29048 | NS      | $668104.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp.                                      | Luther Burbank Corp.                                                | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |     20719 | NS      | $230188.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express, Inc.                                      | PetMed Express, Inc.                                                | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     22927 | NS      | $405807.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wheels Up Experience, Inc.                                | Wheels Up Experience, Inc.                                          | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204226 | NS      | $210352.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                              | Qualys, Inc.                                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     48729 | NS      | $5468855.67   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co., Inc. (The)                                    | Honest Co., Inc. (The)                                              | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83424 | NS      | $251106.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OppFi, Inc.                                               | OppFi, Inc.                                                         | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17445 | NS      | $35762.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Northeast Bank                                            | Northeast Bank                                                      | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      9059 | NS      | $381383.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                                  | Ensign Group, Inc. (The)                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     67699 | NS      | $6405002.39   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials, Inc.                               | 5E Advanced Materials, Inc.                                         | CUSIP: 33830Q109<br>LEI: 254900H5C60Y146YOH74 | Long             | EC               | CORP              | US        |     37498 | NS      | $295484.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Marin Bancorp                                     | Bank of Marin Bancorp                                               | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21120 | NS      | $694425.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                    | Amkor Technology, Inc.                                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    130227 | NS      | $3122843.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                        | Hope Bancorp, Inc.                                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    146651 | NS      | $1878599.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                             | Arconic Corp.                                                       | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    127303 | NS      | $2693731.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp.                                       | American Well Corp., Class A                                        | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    294318 | NS      | $832919.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd.                                          | Caesarstone Ltd.                                                    | CUSIP: N/A<br>LEI: 254900MJ7IXAH75VFC61       | Long             | EC               | CORP              | IL        |     30869 | NS      | $176261.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                                | Waterstone Financial, Inc.                                          | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     24742 | NS      | $426552.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group, Inc.                               | Trean Insurance Group, Inc.                                         | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25536 | NS      | $153216.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                 | SJW Group                                                           | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33445 | NS      | $2715399.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                                     | TreeHouse Foods, Inc.                                               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     63425 | NS      | $3131926.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva, Inc.                                             | Workiva, Inc.                                                       | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     59893 | NS      | $5029215.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent, Inc.                                            | Nuvalent, Inc., Class A                                             | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25407 | NS      | $756620.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Beauty Health Co. (The)                                   | Beauty Health Co. (The)                                             | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |    127983 | NS      | $1164645.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CEVA, Inc.                                                | CEVA, Inc.                                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     30862 | NS      | $789449.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group, Inc.                               | Ambac Financial Group, Inc.                                         | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     50387 | NS      | $878749.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp. (The)                                          | Cato Corp. (The), Class A                                           | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |     23024 | NS      | $214813.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp.                           | Evoqua Water Technologies Corp.                                     | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |    148623 | NS      | $5885470.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp.                                             | Winmark Corp.                                                       | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3552 | NS      | $837668.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp.                                                 | HNI Corp.                                                           | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     52852 | NS      | $1502582.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                            | AtriCure, Inc.                                                      | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56280 | NS      | $2497706.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions, Inc.                          | NexTier Oilfield Solutions, Inc.                                    | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    216609 | NS      | $2001467.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                              | Livent Corp.                                                        | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    204011 | NS      | $4053698.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp.                                    | Independent Bank Corp.                                              | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27058 | NS      | $647227.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                              | Plexus Corp.                                                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     34404 | NS      | $3541203.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                             | Veritiv Corp.                                                       | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     16644 | NS      | $2025741.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana, Inc.                                               | Asana, Inc., Class A                                                | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89129 | NS      | $1227306.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Eventbrite, Inc.                                          | Eventbrite, Inc., Class A                                           | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     98917 | NS      | $579653.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                               | ePlus, Inc.                                                         | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     32205 | NS      | $1426037.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients, Inc.                                    | Alto Ingredients, Inc.                                              | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     95106 | NS      | $273905.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp.                                               | Telos Corp.                                                         | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69120 | NS      | $351820.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                                      | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     44375 | NS      | $1179043.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media, Inc.                                       | Cumulus Media, Inc., Class A                                        | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22425 | NS      | $139259.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                                 | Nu Skin Enterprises, Inc., Class A                                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     64076 | NS      | $2701444.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis, Inc.                                             | Codexis, Inc.                                                       | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80701 | NS      | $376066.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp.                                | Big 5 Sporting Goods Corp.                                          | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |     27195 | NS      | $240131.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Astronics Corp.                                           | Astronics Corp.                                                     | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     33173 | NS      | $341681.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                | Ultra Clean Holdings, Inc.                                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     57949 | NS      | $1921009.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                       | UMB Financial Corp.                                                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     55454 | NS      | $4631518.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp.                                    | Clearwater Paper Corp.                                              | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     19162 | NS      | $724515.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                                    | Red Rock Resorts, Inc., Class A                                     | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65086 | NS      | $2604090.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios, Inc.                                         | Playstudios, Inc.                                                   | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101675 | NS      | $394499.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Evertec, Inc.                                             | Evertec, Inc.                                                       | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     78383 | NS      | $2538041.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                               | Eagle Pharmaceuticals, Inc.                                         | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     13307 | NS      | $388963.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                         | Vector Group Ltd.                                                   | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    178086 | NS      | $2112099.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                                       | Bristow Group, Inc.                                                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     29974 | NS      | $813194.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                                    | Johnson Outdoors, Inc., Class A                                     | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7018 | NS      | $464030.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences, Inc.                                  | Ventyx Biosciences, Inc.                                            | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31475 | NS      | $1032065.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardiovascular Systems, Inc.                              | Cardiovascular Systems, Inc.                                        | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     52112 | NS      | $709765.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co. (The)                                     | Gorman-Rupp Co. (The)                                               | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     30450 | NS      | $780129.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                                   | ESCO Technologies, Inc.                                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     32072 | NS      | $2807582.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion, Inc.                                           | Moneylion, Inc.                                                     | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159882 | NS      | $99126.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MaxCyte, Inc.                                             | MaxCyte, Inc.                                                       | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |    111634 | NS      | $609521.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Duck Creek Technologies, Inc.                             | Duck Creek Technologies, Inc.                                       | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99101 | NS      | $1194167.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                               | Horace Mann Educators Corp.                                         | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     52198 | NS      | $1950639.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                                  | US Silica Holdings, Inc.                                            | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     91988 | NS      | $1149850.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp.                                       | Daily Journal Corp.                                                 | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |      1656 | NS      | $414844.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                               | Tennant Co.                                                         | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     23776 | NS      | $1463888.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                                 | Goosehead Insurance, Inc., Class A                                  | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     24443 | NS      | $839372.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco, Inc.                                            | CS Disco, Inc.                                                      | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29143 | NS      | $184183.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                                         | NBT Bancorp, Inc.                                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50393 | NS      | $2188064.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp.                                                 | VSE Corp.                                                           | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     12417 | NS      | $582108.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings, Inc.                                     | Duluth Holdings, Inc., Class B                                      | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |     17338 | NS      | $107148.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Resources Connection, Inc.                                | Resources Connection, Inc.                                          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36461 | NS      | $670153.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma, Inc.                                   | Kinnate Biopharma, Inc.                                             | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |     39389 | NS      | $240272.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FuelCell Energy, Inc.                                     | FuelCell Energy, Inc.                                               | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |    495712 | NS      | $1378079.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Sushi USA, Inc.                                      | Kura Sushi USA, Inc., Class A                                       | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5935 | NS      | $282980.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                                    | WW International, Inc.                                              | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     69984 | NS      | $270138.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp.                                       | CNB Financial Corp.                                                 | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     20668 | NS      | $491691.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                             | Berkshire Hills Bancorp, Inc.                                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     56512 | NS      | $1689708.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp.                                         | Dakota Gold Corp.                                                   | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65939 | NS      | $201113.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Monro, Inc.                                               | Monro, Inc.                                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39445 | NS      | $1782914.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                           | Blackstone Mortgage Trust, Inc., Class A                            | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    213525 | NS      | $4520324.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Consolidated Communications Holdings, Inc.                | Consolidated Communications Holdings, Inc.                          | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     97265 | NS      | $348208.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp.                                    | Alerus Financial Corp.                                              | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     21004 | NS      | $490443.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                                | Greenlight Capital Re Ltd., Class A                                 | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |     35104 | NS      | $286097.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co. (The)                                      | York Water Co. (The)                                                | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17159 | NS      | $771811.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                                           | Bandwidth, Inc., Class A                                            | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     31051 | NS      | $712620.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     74988 | NS      | $5942799.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                              | National Bank Holdings Corp., Class A                               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37500 | NS      | $1577625.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx, Inc.                                              | CareDx, Inc.                                                        | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     65328 | NS      | $745392.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line, Inc.                                          | Value Line, Inc.                                                    | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1697 | NS      | $86343.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics, Inc.                                           | Surmodics, Inc.                                                     | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     17986 | NS      | $613682.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings, Inc.                                  | Microvast Holdings, Inc.                                            | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |    217909 | NS      | $333400.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Seneca Foods Corp.                                        | Seneca Foods Corp., Class A                                         | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6282 | NS      | $382887.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                 | Manitowoc Co., Inc. (The)                                           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     46243 | NS      | $423585.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                                | Moog, Inc., Class A                                                 | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     35731 | NS      | $3135752.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology, Inc.                          | Tactile Systems Technology, Inc.                                    | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     25497 | NS      | $292705.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies, Inc.                          | Allied Motion Technologies, Inc.                                    | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     17473 | NS      | $608235.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp.                                              | Enovix Corp.                                                        | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |    139585 | NS      | $1736437.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Warby Parker, Inc.                                        | Warby Parker, Inc., Class A                                         | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100594 | NS      | $1357013.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Coastal Financial Corp.                                   | Coastal Financial Corp.                                             | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |     12192 | NS      | $579363.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.                           | Franklin BSP Realty Trust, Inc.                                     | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |    108026 | NS      | $1393535.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Insurance Holdings, Inc.                        | Universal Insurance Holdings, Inc.                                  | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     27620 | NS      | $292495.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows, Inc.                                              | Tucows, Inc., Class A                                               | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |     12713 | NS      | $431224.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mirum Pharmaceuticals, Inc.                               | Mirum Pharmaceuticals, Inc.                                         | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |     22630 | NS      | $441285.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                           | Simpson Manufacturing Co., Inc.                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     54511 | NS      | $4832945.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital, Inc.                            | Broadmark Realty Capital, Inc.                                      | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173100 | NS      | $616236.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment, Inc.                              | SeaWorld Entertainment, Inc.                                        | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     50174 | NS      | $2684810.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech, Inc.                                            | ESS Tech, Inc.                                                      | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101851 | NS      | $247497.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Bank System, Inc.                               | Community Bank System, Inc.                                         | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     67167 | NS      | $4228162.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                                      | Avanos Medical, Inc.                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     56455 | NS      | $1527672.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                                    | Chart Industries, Inc.                                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     53871 | NS      | $6207555.33   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                                            | Cars.com, Inc.                                                      | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     86489 | NS      | $1190953.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners, Inc.                                  | P3 Health Partners, Inc.                                            | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36194 | NS      | $66596.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Westamerica Bancorp                                       | Westamerica Bancorp                                                 | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32054 | NS      | $1891506.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.                        | First Commonwealth Financial Corp.                                  | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    119829 | NS      | $1674011.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                                | Ebix, Inc.                                                          | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     34843 | NS      | $695466.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PolyMet Mining Corp.                                      | PolyMet Mining Corp.                                                | CUSIP: 731916409<br>LEI: 529900I1B64WM0PRZW40 | Long             | EC               | CORP              | CA        |     41785 | NS      | $110730.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                              | Zumiez, Inc.                                                        | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     17218 | NS      | $374319.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals, Inc.                             | Lexicon Pharmaceuticals, Inc.                                       | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98251 | NS      | $187659.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                            | UniFirst Corp.                                                      | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     18740 | NS      | $3616632.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                         | OPKO Health, Inc.                                                   | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    537528 | NS      | $671910.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CinCor Pharma, Inc.                                       | CinCor Pharma, Inc.                                                 | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22145 | NS      | $272162.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                                           | Envestnet, Inc.                                                     | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     69585 | NS      | $4293394.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                  | Laureate Education, Inc., Class A                                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    167460 | NS      | $1610965.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                                  | Heritage Financial Corp.                                            | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44391 | NS      | $1360140.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                                      | Axos Financial, Inc.                                                | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     71336 | NS      | $2726461.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Volta, Inc.                                               | Volta, Inc.                                                         | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160320 | NS      | $56977.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Towne Bank                                                | Towne Bank                                                          | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     84602 | NS      | $2609125.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                                     | Ryerson Holding Corp.                                               | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     23132 | NS      | $699974.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                                 | ExlService Holdings, Inc.                                           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     40688 | NS      | $6893767.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings, Inc.                                      | Bakkt Holdings, Inc.                                                | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85349 | NS      | $101565.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Photronics, Inc.                                          | Photronics, Inc.                                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     76903 | NS      | $1294277.49   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                         | Uniti Group, Inc.                                                   | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    304517 | NS      | $1683979.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                            | Adtalem Global Education, Inc.                                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     55561 | NS      | $1972415.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                                      | Byline Bancorp, Inc.                                                | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     29312 | NS      | $673296.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                      | LXP Industrial Trust                                                | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    345911 | NS      | $3466028.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                              | Xenia Hotels & Resorts, Inc.                                        | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    146783 | NS      | $1934599.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                  | Herbalife Nutrition Ltd.                                            | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |    120225 | NS      | $1788948.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services, Inc.                   | First Business Financial Services, Inc.                             | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     10811 | NS      | $395142.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co.                   | Apartment Investment and Management Co., Class A                    | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |    180216 | NS      | $1283137.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida                         | Seacoast Banking Corp. of Florida                                   | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     72934 | NS      | $2274811.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies, Inc.                                   | Aeva Technologies, Inc.                                             | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124308 | NS      | $169058.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alignment Healthcare, Inc.                                | Alignment Healthcare, Inc.                                          | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124155 | NS      | $1460062.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.                           | Capitol Federal Financial, Inc.                                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161914 | NS      | $1400556.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences, Inc.                                  | Pacira BioSciences, Inc.                                            | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57644 | NS      | $2225634.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                                | AAON, Inc.                                                          | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56279 | NS      | $4238934.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail, Inc.                                       | Qurate Retail, Inc., Series A                                       | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |    449260 | NS      | $732293.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo, Inc.                                               | DocGo, Inc.                                                         | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103316 | NS      | $730444.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| First Internet Bancorp                                    | First Internet Bancorp                                              | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     11309 | NS      | $274582.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California, Inc.                   | Pacific Biosciences of California, Inc.                             | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    285123 | NS      | $2332306.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Avaya Holdings Corp.                                      | Avaya Holdings Corp.                                                | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |    111258 | NS      | $21806.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Priority Technology Holdings, Inc.                        | Priority Technology Holdings, Inc.                                  | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |     26978 | NS      | $141904.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| W&T Offshore, Inc.                                        | W&T Offshore, Inc.                                                  | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |    120419 | NS      | $671938.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater, Inc.                                           | Tidewater, Inc.                                                     | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     58789 | NS      | $2166374.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                                | XPEL, Inc.                                                          | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     27632 | NS      | $1659577.92   | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                               | InvenTrust Properties Corp.                                         | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     83483 | NS      | $1976042.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                              | John Bean Technologies Corp.                                        | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     39613 | NS      | $3617855.29   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                                  | Apogee Enterprises, Inc.                                            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     26604 | NS      | $1182813.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital, Inc.                                  | Home Point Capital, Inc.                                            | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Long             | EC               | CORP              | US        |     11260 | NS      | $15426.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Montauk Renewables, Inc.                                  | Montauk Renewables, Inc.                                            | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82632 | NS      | $911430.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                              | Stride, Inc.                                                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     52087 | NS      | $1629281.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                                          | NV5 Global, Inc.                                                    | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17353 | NS      | $2296148.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp.                                 | Brookfield Business Corp., Class A                                  | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     35016 | NS      | $657950.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage-Crystal Clean, Inc.                              | Heritage-Crystal Clean, Inc.                                        | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20200 | NS      | $656096.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Science 37 Holdings, Inc.                                 | Science 37 Holdings, Inc.                                           | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77735 | NS      | $32275.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| USCB Financial Holdings, Inc.                             | USCB Financial Holdings, Inc.                                       | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13831 | NS      | $168738.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Inhibrx, Inc.                                             | Inhibrx, Inc.                                                       | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |     41121 | NS      | $1013221.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                                    | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     95340 | NS      | $3316878.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                                 | Equitrans Midstream Corp.                                           | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    516570 | NS      | $3461019.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM, Inc.                                              | R1 RCM, Inc.                                                        | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    192820 | NS      | $2111379.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                                | Adient plc                                                          | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    119152 | NS      | $4133382.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products, Inc.                          | Nature's Sunshine Products, Inc.                                    | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20349 | NS      | $169303.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                      | Federal Signal Corp.                                                | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     74771 | NS      | $3474608.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                             | Fresh Del Monte Produce, Inc.                                       | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     36083 | NS      | $945013.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                               | Sensient Technologies Corp.                                         | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     53832 | NS      | $3925429.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                           | Insperity, Inc.                                                     | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     45682 | NS      | $5189475.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com, Inc.                                         | 1stdibs.com, Inc.                                                   | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26962 | NS      | $136966.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival, Inc.                                       | Shoe Carnival, Inc.                                                 | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22143 | NS      | $529439.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group, Inc.                                          | PLBY Group, Inc.                                                    | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38637 | NS      | $106251.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iHeartMedia, Inc.                                         | iHeartMedia, Inc., Class A                                          | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154682 | NS      | $948200.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.                            | National Vision Holdings, Inc.                                      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     98304 | NS      | $3810263.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation, Inc.                                   | Purple Innovation, Inc.                                             | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72687 | NS      | $348170.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust, Inc.                                       | Redwood Trust, Inc.                                                 | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    149725 | NS      | $1012141.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RealReal, Inc. (The)                                      | RealReal, Inc. (The)                                                | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |    120000 | NS      | $150000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DICE Therapeutics, Inc.                                   | DICE Therapeutics, Inc.                                             | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44673 | NS      | $1393797.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP Technologies, Inc.                                    | UFP Technologies, Inc.                                              | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      7992 | NS      | $942176.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Local Bounti Corp.                                        | Local Bounti Corp.                                                  | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81656 | NS      | $113501.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Herc Holdings, Inc.                                       | Herc Holdings, Inc.                                                 | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     32238 | NS      | $4241553.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One, Inc.                                           | Urban One, Inc., Class A                                            | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |     10622 | NS      | $48330.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group, Inc. (The)                                 | Pennant Group, Inc. (The)                                           | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     34087 | NS      | $374275.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY                       | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Enochian Biosciences, Inc.                                | Enochian Biosciences, Inc.                                          | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |     25611 | NS      | $26379.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mission Produce, Inc.                                     | Mission Produce, Inc.                                               | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     54030 | NS      | $627828.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp.                                                | Arko Corp.                                                          | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98516 | NS      | $853148.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands, Inc.                                        | Sovos Brands, Inc.                                                  | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48359 | NS      | $694918.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's, Inc.                                         | Alexander's, Inc.                                                   | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      2790 | NS      | $613967.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings, Inc.                          | Capstar Financial Holdings, Inc.                                    | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22790 | NS      | $402471.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp.                                              | Nikola Corp.                                                        | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |    424483 | NS      | $916883.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Latch, Inc.                                               | Latch, Inc.                                                         | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109663 | NS      | $77849.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Xencor, Inc.                                              | Xencor, Inc.                                                        | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     73654 | NS      | $1917950.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                        | PennyMac Mortgage Investment Trust                                  | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |    116260 | NS      | $1440461.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ's Restaurants, Inc.                                    | BJ's Restaurants, Inc.                                              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     29096 | NS      | $767552.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pardes Biosciences, Inc.                                  | Pardes Biosciences, Inc.                                            | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33053 | NS      | $55859.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp.                           | Brookfield Infrastructure Corp., Class A                            | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    123307 | NS      | $4796642.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcutis Biotherapeutics, Inc.                             | Arcutis Biotherapeutics, Inc.                                       | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52388 | NS      | $775342.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                                | RPT Realty                                                          | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |    111368 | NS      | $1118134.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare, Inc.                                    | 1Life Healthcare, Inc.                                              | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    226310 | NS      | $3781640.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir, Inc.                                             | Allovir, Inc.                                                       | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37671 | NS      | $193252.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 2U, Inc.                                                  | 2U, Inc.                                                            | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     95810 | NS      | $600728.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                              | Unisys Corp.                                                        | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     88429 | NS      | $451872.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co. (The)                               | Simply Good Foods Co. (The)                                         | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113282 | NS      | $4308114.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                 | CNO Financial Group, Inc.                                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    141653 | NS      | $3236771.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp.                                 | Atlanticus Holdings Corp.                                           | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6639 | NS      | $173941.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals, Inc.                           | Deciphera Pharmaceuticals, Inc.                                     | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     57799 | NS      | $947325.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus, Inc.                                           | Bioventus, Inc., Class A                                            | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40545 | NS      | $105822.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Telephone and Data Systems, Inc.                          | Telephone and Data Systems, Inc.                                    | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129394 | NS      | $1357343.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources, Inc.                              | Global Water Resources, Inc.                                        | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18972 | NS      | $251948.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                                  | Magnolia Oil & Gas Corp., Class A                                   | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220179 | NS      | $5163197.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote, Inc.                                         | Selectquote, Inc.                                                   | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    181470 | NS      | $121929.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp.                                   | American Woodmark Corp.                                             | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     22015 | NS      | $1075652.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                                     | Hanmi Financial Corp.                                               | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     38839 | NS      | $961265.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio, Inc.                                        | Nuvation Bio, Inc.                                                  | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158817 | NS      | $304928.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atea Pharmaceuticals, Inc.                                | Atea Pharmaceuticals, Inc.                                          | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97896 | NS      | $470879.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty, Inc.                                       | e.l.f. Beauty, Inc.                                                 | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     62122 | NS      | $3435346.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity, Inc.                                          | Celularity, Inc., Class A                                           | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20196 | NS      | $26052.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Collegium Pharmaceutical, Inc.                            | Collegium Pharmaceutical, Inc.                                      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     41426 | NS      | $961083.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.                           | MasterCraft Boat Holdings, Inc.                                     | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     22880 | NS      | $591905.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus, Inc.                                              | Evolus, Inc.                                                        | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |     46685 | NS      | $350604.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio, Inc. (The)                            | Duckhorn Portfolio, Inc. (The)                                      | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |     47403 | NS      | $785467.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners, Inc.                            | Focus Financial Partners, Inc., Class A                             | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     74441 | NS      | $2774416.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo, Inc.                                                | EVgo, Inc.                                                          | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87937 | NS      | $393078.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Conn's, Inc.                                              | Conn's, Inc.                                                        | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |     16744 | NS      | $115198.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                      | Peabody Energy Corp.                                                | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    147815 | NS      | $3905272.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase, Inc.                                           | Couchbase, Inc.                                                     | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |     35719 | NS      | $473633.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Technical Institute, Inc.                       | Universal Technical Institute, Inc.                                 | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     45157 | NS      | $303455.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group, Inc.                       | Brightsphere Investment Group, Inc.                                 | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     38337 | NS      | $788975.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics, Inc.                             | Iovance Biotherapeutics, Inc.                                       | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |    193454 | NS      | $1236171.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology, Inc.                                 | Quotient Technology, Inc.                                           | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |    104373 | NS      | $357999.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                             | Altra Industrial Motion Corp.                                       | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     81735 | NS      | $4883666.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics, Inc.                                | Sangamo Therapeutics, Inc.                                          | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |    167455 | NS      | $525808.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center, Inc.                                 | European Wax Center, Inc., Class A                                  | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26871 | NS      | $334543.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FB Financial Corp.                                        | FB Financial Corp.                                                  | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     45920 | NS      | $1659548.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.                       | KKR Real Estate Finance Trust, Inc.                                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     69751 | NS      | $973723.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group, Inc.                                 | Bright Health Group, Inc.                                           | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253992 | NS      | $165069.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWater Technology, Inc.                                 | SkyWater Technology, Inc.                                           | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11379 | NS      | $80904.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SP Plus Corp.                                             | SP Plus Corp.                                                       | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |     25402 | NS      | $881957.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global, Inc.                                          | DMC Global, Inc.                                                    | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     24910 | NS      | $484250.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28, Inc.                                          | Paragon 28, Inc.                                                    | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |     59160 | NS      | $1130547.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| IDT Corp.                                                 | IDT Corp., Class B                                                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     19287 | NS      | $543314.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                              | Neogen Corp.                                                        | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    273880 | NS      | $4171192.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                                 | AAR Corp.                                                           | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     43391 | NS      | $1948255.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wejo Group Ltd.                                           | Wejo Group Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     29725 | NS      | $14297.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Health Catalyst, Inc.                                     | Health Catalyst, Inc.                                               | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     69238 | NS      | $735999.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co.                                             | Noodles & Co., Class A                                              | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |     52475 | NS      | $288087.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                              | LivaNova plc                                                        | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     68886 | NS      | $3825928.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                              | Syndax Pharmaceuticals, Inc.                                        | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     65027 | NS      | $1654937.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge, Inc.                                          | Everbridge, Inc.                                                    | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     47604 | NS      | $1408126.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp.                                    | Lordstown Motors Corp.                                              | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208095 | NS      | $237228.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pactiv Evergreen, Inc.                                    | Pactiv Evergreen, Inc.                                              | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     56058 | NS      | $636818.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics, Inc.                             | Karyopharm Therapeutics, Inc.                                       | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     97753 | NS      | $332360.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mesa Laboratories, Inc.                                   | Mesa Laboratories, Inc.                                             | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      6160 | NS      | $1023853.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                                        | SPS Commerce, Inc.                                                  | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     45811 | NS      | $5883506.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings, Inc.                            | Life Time Group Holdings, Inc.                                      | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48313 | NS      | $577823.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ConnectOne Bancorp, Inc.                                  | ConnectOne Bancorp, Inc.                                            | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     47628 | NS      | $1153073.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                                     | Associated Banc-Corp.                                               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    187944 | NS      | $4339626.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.                         | Four Corners Property Trust, Inc.                                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    105627 | NS      | $2738908.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp.                                         | TimkenSteel Corp.                                                   | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     59526 | NS      | $1081587.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty, Inc.                                      | Clipper Realty, Inc.                                                | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16358 | NS      | $104691.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                           | Whitestone REIT                                                     | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63051 | NS      | $607811.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                                | Gogo, Inc.                                                          | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     62449 | NS      | $921747.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group, Inc.                           | Janus International Group, Inc.                                     | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104798 | NS      | $997676.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners, Inc.                                   | Farmland Partners, Inc.                                             | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |     61731 | NS      | $769168.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                                             | Vaxcyte, Inc.                                                       | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     90522 | NS      | $4340529.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                                | Super Micro Computer, Inc.                                          | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     58443 | NS      | $4798170.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                                        | Coeur Mining, Inc.                                                  | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    357478 | NS      | $1201126.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                                      | Signet Jewelers Ltd.                                                | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     57313 | NS      | $3897284.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp.                          | Entravision Communications Corp., Class A                           | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     83125 | NS      | $399000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                          | Murphy Oil Corp.                                                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    186770 | NS      | $8032977.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure, Inc.                                        | Clear Secure, Inc., Class A                                         | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79834 | NS      | $2189846.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Street Properties Corp.                          | Franklin Street Properties Corp.                                    | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |    134320 | NS      | $366693.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                                  | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     27361 | NS      | $710838.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                             | Genesco, Inc.                                                       | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     15665 | NS      | $720903.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd.                                              | Paysafe Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     37342 | NS      | $518680.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Domo, Inc.                                                | Domo, Inc., Class B                                                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     38982 | NS      | $555103.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics, Inc.                                  | Keros Therapeutics, Inc.                                            | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22648 | NS      | $1087556.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)                          | Hain Celestial Group, Inc. (The)                                    | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    113082 | NS      | $1829666.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                       | Ichor Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     33965 | NS      | $910941.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                             | SkyWest, Inc.                                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     64046 | NS      | $1057399.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                     | First Merchants Corp.                                               | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     71480 | NS      | $2938542.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                            | AdvanSix, Inc.                                                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     34923 | NS      | $1327772.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                                    | Federated Hermes, Inc., Class B                                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    107115 | NS      | $3889345.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat, Inc.                                            | Transcat, Inc.                                                      | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      9136 | NS      | $647468.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                              | Avista Corp.                                                        | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     91033 | NS      | $4036403.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp.                                           | Skillsoft Corp.                                                     | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115706 | NS      | $150417.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                             | First Bancorp                                                       | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40773 | NS      | $1746715.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries, Inc.                                    | NACCO Industries, Inc., Class A                                     | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4787 | NS      | $181906.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                      | Ladder Capital Corp.                                                | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    137771 | NS      | $1383220.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                            | Sunstone Hotel Investors, Inc.                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    272211 | NS      | $2629558.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics, Inc.                                   | Beam Therapeutics, Inc.                                             | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79273 | NS      | $3100367.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Cryptyde, Inc.                                            | Cryptyde, Inc.                                                      | CUSIP: 22890A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23592 | NS      | $4522.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Inspirato, Inc.                                           | Inspirato, Inc.                                                     | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13298 | NS      | $15824.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Russell 2000 E-Mini Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3476 | NC      | $-9166406.37  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian, Inc.                           | Riley Exploration Permian, Inc.                                     | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |     14071 | NS      | $414109.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gambling.com Group Ltd.                                   | Gambling.com Group Ltd.                                             | CUSIP: N/A<br>LEI: 254900PUNXQ3N26IMU63       | Long             | EC               | CORP              | JE        |     15149 | NS      | $138613.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha, Inc.                                          | MediaAlpha, Inc., Class A                                           | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29978 | NS      | $298281.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                               | Agios Pharmaceuticals, Inc.                                         | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     70020 | NS      | $1966161.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp.                                     | Kaiser Aluminum Corp.                                               | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20321 | NS      | $1543583.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                       | Teekay Tankers Ltd., Class A                                        | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | MH        |     28190 | NS      | $868533.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                          | SouthState Corp.                                                    | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     96218 | NS      | $7347206.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                              | Unitil Corp.                                                        | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20390 | NS      | $1047230.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio, Inc.                                               | Edgio, Inc.                                                         | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |    176183 | NS      | $199086.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                                         | Black Hills Corp.                                                   | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     81359 | NS      | $5722792.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties, Inc.                              | One Liberty Properties, Inc.                                        | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |     21598 | NS      | $479907.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO, Inc.                                                | AMMO, Inc.                                                          | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |    112111 | NS      | $193952.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Outbrain, Inc.                                            | Outbrain, Inc.                                                      | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     49597 | NS      | $179541.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PowerSchool Holdings, Inc.                                | PowerSchool Holdings, Inc., Class A                                 | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58514 | NS      | $1350503.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Automotive, Inc.                                   | Mullen Automotive, Inc.                                             | CUSIP: 62526P109<br>LEI: 549300HXMIP6GFG42241 | Long             | EC               | CORP              | US        |    227910 | NS      | $65182.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PFSweb, Inc.                                              | PFSweb, Inc.                                                        | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21111 | NS      | $129832.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings, Inc.                                  | Tile Shop Holdings, Inc.                                            | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |     40933 | NS      | $179286.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics, Inc.                                 | Axsome Therapeutics, Inc.                                           | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     40450 | NS      | $3119908.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| 2seventy bio, Inc.                                        | 2seventy bio, Inc.                                                  | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47968 | NS      | $449460.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                                  | Dine Brands Global, Inc.                                            | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     18978 | NS      | $1225978.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings, Inc.                               | ALX Oncology Holdings, Inc.                                         | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27522 | NS      | $310172.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ranger Oil Corp.                                          | Ranger Oil Corp.                                                    | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     25548 | NS      | $1032905.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings, Inc.                                   | TuSimple Holdings, Inc., Class A                                    | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179533 | NS      | $294434.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dave & Buster's Entertainment, Inc.                       | Dave & Buster's Entertainment, Inc.                                 | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     55104 | NS      | $1952885.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte, Inc.                                            | Humacyte, Inc.                                                      | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74197 | NS      | $156555.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IES Holdings, Inc.                                        | IES Holdings, Inc.                                                  | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |     11154 | NS      | $396747.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                                    | Extreme Networks, Inc.                                              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    162041 | NS      | $2966970.71   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd.                                            | Golar LNG Ltd.                                                      | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |    126106 | NS      | $2873955.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                                 | RPC, Inc.                                                           | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95396 | NS      | $848070.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                                 | WD-40 Co.                                                           | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     16991 | NS      | $2739119.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp.                                       | Park National Corp.                                                 | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     18413 | NS      | $2591629.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Express, Inc.                                             | Express, Inc.                                                       | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76472 | NS      | $78001.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| fuboTV, Inc.                                              | fuboTV, Inc.                                                        | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203858 | NS      | $354712.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Palomar Holdings, Inc.                                    | Palomar Holdings, Inc.                                              | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     31157 | NS      | $1407050.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                                      | ADMA Biologics, Inc.                                                | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238452 | NS      | $925193.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                               | International Seaways, Inc.                                         | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |     63226 | NS      | $2340626.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                             | Topgolf Callaway Brands Corp.                                       | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    174941 | NS      | $3455084.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                   | Pebblebrook Hotel Trust                                             | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    166681 | NS      | $2231858.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust, Inc.                                  | Indus Realty Trust, Inc.                                            | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |      6854 | NS      | $435160.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Calix, Inc.                                               | Calix, Inc.                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     72582 | NS      | $4966786.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                                           | API Group Corp.                                                     | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    265499 | NS      | $4994036.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics, Inc.                              | Oncternal Therapeutics, Inc., CVR                                   | CUSIP: N/A<br>LEI: 549300QZ85LIXQ8O7P72       | Long             |  | CORP              | US        |       987 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Amneal Pharmaceuticals, Inc.                              | Amneal Pharmaceuticals, Inc.                                        | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    147014 | NS      | $292557.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago Biosciences, Inc.                                   | Imago Biosciences, Inc.                                             | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33761 | NS      | $1213707.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                                            | Ducommun, Inc.                                                      | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |     13197 | NS      | $659322.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                          | Utz Brands, Inc.                                                    | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79026 | NS      | $1253352.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MRC Global, Inc.                                          | MRC Global, Inc.                                                    | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    109136 | NS      | $1263794.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                    | Veritex Holdings, Inc.                                              | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     63262 | NS      | $1776396.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                 | American States Water Co.                                           | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     46336 | NS      | $4288396.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                                    | Cavco Industries, Inc.                                              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11432 | NS      | $2586490.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                     | Urban Edge Properties                                               | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140784 | NS      | $1983646.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group, Inc. (The)                                 | Hackett Group, Inc. (The)                                           | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     34584 | NS      | $704476.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp.                                  | Artesian Resources Corp., Class A                                   | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10913 | NS      | $639283.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies, Inc.                                  | Array Technologies, Inc.                                            | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |    188999 | NS      | $3653350.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Anterix, Inc.                                             | Anterix, Inc.                                                       | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |     23235 | NS      | $747469.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class A                                 | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     42918 | NS      | $323172.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                              | Cadence Bank                                                        | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    227064 | NS      | $5599398.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp.                                             | AerSale Corp.                                                       | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26270 | NS      | $426099.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Crinetics Pharmaceuticals, Inc.                           | Crinetics Pharmaceuticals, Inc.                                     | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     64552 | NS      | $1181301.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                                | Dana, Inc.                                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    165659 | NS      | $2506420.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                                 | Alexander & Baldwin, Inc.                                           | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92948 | NS      | $1740916.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares, Inc.                                  | Civista Bancshares, Inc.                                            | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     19906 | NS      | $438131.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy, Inc.                                       | VAALCO Energy, Inc.                                                 | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    136347 | NS      | $621742.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Surgery Partners, Inc.                                    | Surgery Partners, Inc.                                              | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     63947 | NS      | $1781563.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera, Inc.                                             | Atomera, Inc.                                                       | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28326 | NS      | $176187.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BayCom Corp.                                              | BayCom Corp.                                                        | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     17323 | NS      | $328790.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings, Inc.                               | F45 Training Holdings, Inc.                                         | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |     42200 | NS      | $120270.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First BanCorp                                             | First Bancorp                                                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    232342 | NS      | $2955390.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund, IM Shares               | JPMorgan Prime Money Market Fund, IM Shares                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        | 123125722 | NS      | $123187284.57 | 3.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                         | Five Star Bancorp                                                   | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |     16708 | NS      | $455125.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                               | GoPro, Inc., Class A                                                | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    149106 | NS      | $742547.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                                     | BellRing Brands, Inc.                                               | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    165774 | NS      | $4250445.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ondas Holdings, Inc.                                      | Ondas Holdings, Inc.                                                | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Long             | EC               | CORP              | US        |     42115 | NS      | $66962.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic First Bancorp, Inc.                              | Republic First Bancorp, Inc.                                        | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |     72334 | NS      | $155518.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                     | Matador Resources Co.                                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    142504 | NS      | $8156928.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                                  | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     33744 | NS      | $1441881.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                                | Celldex Therapeutics, Inc.                                          | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     58798 | NS      | $2620626.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                                  | Insteel Industries, Inc.                                            | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     21665 | NS      | $596220.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp.                                             | Pulmonx Corp.                                                       | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |     44791 | NS      | $377588.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                          | Goodyear Tire & Rubber Co. (The)                                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    351370 | NS      | $3566405.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp.                                              | Rogers Corp.                                                        | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     24075 | NS      | $2873110.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings, Inc.                                         | NI Holdings, Inc.                                                   | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |     11494 | NS      | $152525.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector, Inc.                                             | Alector, Inc.                                                       | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     79789 | NS      | $736452.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter, Inc.                                        | ZipRecruiter, Inc., Class A                                         | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     92036 | NS      | $1511231.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises, Inc.                               | Hovnanian Enterprises, Inc., Class A                                | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      7407 | NS      | $311686.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd.                             | Textainer Group Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | BM        |     57949 | NS      | $1796998.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical, Inc.                                    | Orthofix Medical, Inc.                                              | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25383 | NS      | $521112.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                              | Coca-Cola Consolidated, Inc.                                        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      5842 | NS      | $2993207.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial, Inc.                             | First Western Financial, Inc.                                       | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |     10642 | NS      | $299572.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                                            | Materion Corp.                                                      | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     26201 | NS      | $2292849.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                                | Par Pacific Holdings, Inc.                                          | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     62745 | NS      | $1458821.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark, Inc.                                            | Poshmark, Inc., Class A                                             | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58970 | NS      | $1054383.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp.                                                | IMAX Corp.                                                          | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     60371 | NS      | $885038.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio, Inc.                                          | AnaptysBio, Inc.                                                    | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |     25999 | NS      | $805709.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Denny's Corp.                                             | Denny's Corp.                                                       | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     71928 | NS      | $662456.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix, Inc.                                            | Chimerix, Inc.                                                      | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |    123706 | NS      | $230093.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.                           | CSG Systems International, Inc.                                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     39115 | NS      | $2237378.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                                       | Newmark Group, Inc., Class A                                        | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175109 | NS      | $1395618.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co.                                     | Global Industrial Co.                                               | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16685 | NS      | $392598.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay, Inc.                                             | ViewRay, Inc.                                                       | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |    197185 | NS      | $883388.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial, Inc.                                  | Velocity Financial, Inc.                                            | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12412 | NS      | $119775.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                            | NuVasive, Inc.                                                      | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     65638 | NS      | $2706911.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                                       | Olympic Steel, Inc.                                                 | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     13564 | NS      | $455479.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcus Biosciences, Inc.                                   | Arcus Biosciences, Inc.                                             | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65896 | NS      | $1362729.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                 | Century Communities, Inc.                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     34797 | NS      | $1740197.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                             | Arvinas, Inc.                                                       | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60301 | NS      | $2062897.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenidge Generation Holdings, Inc.                       | Greenidge Generation Holdings, Inc.                                 | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13286 | NS      | $3840.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Worthington Industries, Inc.                              | Worthington Industries, Inc.                                        | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     39333 | NS      | $1955243.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                      | SmartFinancial, Inc.                                                | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18291 | NS      | $503002.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                                    | Global Net Lease, Inc.                                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    126835 | NS      | $1594315.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                              | ServisFirst Bancshares, Inc.                                        | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63214 | NS      | $4356076.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                                     | CSW Industrials, Inc.                                               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     18021 | NS      | $2089174.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                                | Silicon Laboratories, Inc.                                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     41693 | NS      | $5656489.31   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences, Inc.                                 | Kezar Life Sciences, Inc.                                           | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     70444 | NS      | $495925.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| OrthoPediatrics Corp.                                     | OrthoPediatrics Corp.                                               | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |     19494 | NS      | $774496.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group, Inc.                                       | Donegal Group, Inc., Class A                                        | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21080 | NS      | $299336.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                                       | CNX Resources Corp.                                                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    225175 | NS      | $3791947.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                                     | StepStone Group, Inc., Class A                                      | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68366 | NS      | $1721455.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                                           | Steelcase, Inc., Class A                                            | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    116599 | NS      | $824354.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy, Inc.                                         | Ring Energy, Inc.                                                   | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |    109479 | NS      | $269318.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Simulations Plus, Inc.                                    | Simulations Plus, Inc.                                              | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18921 | NS      | $691940.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     52569 | NS      | $2748307.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp.                                               | Geron Corp.                                                         | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |    460954 | NS      | $1115508.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals, Inc.                               | Vanda Pharmaceuticals, Inc.                                         | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     64110 | NS      | $473772.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                            | Catalyst Pharmaceuticals, Inc.                                      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    122933 | NS      | $2286553.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                       | Acadia Realty Trust                                                 | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119006 | NS      | $1707736.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                                    | Fulton Financial Corp.                                              | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    208172 | NS      | $3503534.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                                      | Light & Wonder, Inc.                                                | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |    118827 | NS      | $6963262.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                      | Mativ Holdings, Inc.                                                | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     69818 | NS      | $1459196.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.                            | Covenant Logistics Group, Inc.                                      | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12573 | NS      | $434648.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp.                                | Professional Holding Corp., Class A                                 | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |     17427 | NS      | $483424.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space, Inc.                                         | Astra Space, Inc.                                                   | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183542 | NS      | $79620.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NETSTREIT Corp.                                           | NETSTREIT Corp.                                                     | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     64880 | NS      | $1189250.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries, Inc.                                   | Miller Industries, Inc.                                             | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     14740 | NS      | $392968.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp.                                      | Sterling Check Corp.                                                | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31230 | NS      | $483128.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp.                                             | Bally's Corp.                                                       | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |     43026 | NS      | $833843.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NanoString Technologies, Inc.                             | NanoString Technologies, Inc.                                       | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     59591 | NS      | $474940.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp.                                             | Flywire Corp.                                                       | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     71750 | NS      | $1755722.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source, Inc.                             | Custom Truck One Source, Inc.                                       | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77903 | NS      | $492346.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA Pharmaceuticals, Inc.                              | ACADIA Pharmaceuticals, Inc.                                        | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    151754 | NS      | $2415923.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.                          | Information Services Group, Inc.                                    | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     45416 | NS      | $208913.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                              | Kadant, Inc.                                                        | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     14892 | NS      | $2645265.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp.                                          | 1st Source Corp.                                                    | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20691 | NS      | $1098485.19   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp. (The)                                        | Marcus Corp. (The)                                                  | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     26010 | NS      | $374283.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shutterstock, Inc.                                        | Shutterstock, Inc.                                                  | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     31117 | NS      | $1640488.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                                          | MGE Energy, Inc.                                                    | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46715 | NS      | $3288736.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group, Inc.                              | Vishay Precision Group, Inc.                                        | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16664 | NS      | $644063.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                          | Perficient, Inc.                                                    | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     43844 | NS      | $3061626.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                           | James River Group Holdings Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     48091 | NS      | $1005582.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma, Inc.                                  | Lyell Immunopharma, Inc.                                            | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    221994 | NS      | $770319.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nicolet Bankshares, Inc.                                  | Nicolet Bankshares, Inc.                                            | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15770 | NS      | $1258288.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                             | Sanmina Corp.                                                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     71326 | NS      | $4086266.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences, Inc.                                  | Cogent Biosciences, Inc.                                            | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77935 | NS      | $900928.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Adicet Bio, Inc.                                          | Adicet Bio, Inc.                                                    | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |     31902 | NS      | $285203.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp, Inc.                                     | Horizon Bancorp, Inc.                                               | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     46142 | NS      | $695821.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                        | Safe Bulkers, Inc.                                                  | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |    102832 | NS      | $299241.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy, Inc.                                           | Ur-Energy, Inc.                                                     | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | CA        |    261890 | NS      | $301173.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group, Inc.                                           | Hub Group, Inc., Class A                                            | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40747 | NS      | $3238979.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce, Inc.                                        | EverCommerce, Inc.                                                  | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32122 | NS      | $238987.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Deluxe Corp.                                              | Deluxe Corp.                                                        | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     50949 | NS      | $865114.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global, Inc.                                         | Bird Global, Inc., Class A                                          | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276218 | NS      | $49774.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Peoples Financial Services Corp.                          | Peoples Financial Services Corp.                                    | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8977 | NS      | $465367.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera, Inc.                                            | Coursera, Inc.                                                      | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |    146417 | NS      | $1732113.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                           | HCI Group, Inc.                                                     | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      8281 | NS      | $327844.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Beyond Meat, Inc.                                         | Beyond Meat, Inc.                                                   | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |     78782 | NS      | $969806.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp.                                  | Enerpac Tool Group Corp.                                            | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     75751 | NS      | $1927862.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                                           | REGENXBIO, Inc.                                                     | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     51530 | NS      | $1168700.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                    | Primis Financial Corp.                                              | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     30488 | NS      | $361282.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightning eMotors, Inc.                                   | Lightning eMotors, Inc.                                             | CUSIP: 53228T101<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | EC               | CORP              | US        |     48072 | NS      | $17618.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hydrofarm Holdings Group, Inc.                            | Hydrofarm Holdings Group, Inc.                                      | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |     53882 | NS      | $83517.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ruth's Hospitality Group, Inc.                            | Ruth's Hospitality Group, Inc.                                      | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     41246 | NS      | $638488.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                            | BioCryst Pharmaceuticals, Inc.                                      | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    230653 | NS      | $2647896.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| RumbleON, Inc.                                            | RumbleON, Inc., Class B                                             | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |     12627 | NS      | $81696.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameris Bancorp                                            | Ameris Bancorp                                                      | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     83243 | NS      | $3924075.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings, Inc.                                    | Kinetik Holdings, Inc.                                              | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23171 | NS      | $766496.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Revance Therapeutics, Inc.                                | Revance Therapeutics, Inc.                                          | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |    101909 | NS      | $1881240.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings, Inc.                                      | Cadre Holdings, Inc.                                                | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23467 | NS      | $472625.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp, Inc.                                       | Eagle Bancorp, Inc.                                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     40682 | NS      | $1792855.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.                    | Innovative Industrial Properties, Inc.                              | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     35637 | NS      | $3611809.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                             | Pacific Premier Bancorp, Inc.                                       | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    120156 | NS      | $3792123.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp.                              | United States Cellular Corp.                                        | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     20384 | NS      | $425006.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                             | AMN Healthcare Services, Inc.                                       | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     54320 | NS      | $5585182.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet, Inc.                                          | Red Violet, Inc.                                                    | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |     13440 | NS      | $309388.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabra Health Care REIT, Inc.                              | Sabra Health Care REIT, Inc.                                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    289142 | NS      | $3594035.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group, Inc.                                        | Latham Group, Inc.                                                  | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56960 | NS      | $183411.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                                     | Cannae Holdings, Inc.                                               | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     91513 | NS      | $1889743.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global, Inc.                                        | Spire Global, Inc.                                                  | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |    146113 | NS      | $140268.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| aka Brands Holding Corp.                                  | aka Brands Holding Corp.                                            | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12787 | NS      | $16239.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Big Lots, Inc.                                            | Big Lots, Inc.                                                      | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36405 | NS      | $535153.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy, Inc.                                 | US Physical Therapy, Inc.                                           | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     16492 | NS      | $1336346.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                                      | Amplify Energy Corp.                                                | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     45043 | NS      | $395927.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                          | CVR Energy, Inc.                                                    | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     37945 | NS      | $1189196.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                                           | Synaptics, Inc.                                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     49930 | NS      | $4751338.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility, Inc.                                  | Blade Air Mobility, Inc.                                            | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69831 | NS      | $249994.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WSFS Financial Corp.                                      | WSFS Financial Corp.                                                | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     80338 | NS      | $3642524.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                                            | Tredegar Corp.                                                      | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     35136 | NS      | $359089.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                           | Dillard's, Inc., Class A                                            | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      5255 | NS      | $1698416.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| International Bancshares Corp.                            | International Bancshares Corp.                                      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     67103 | NS      | $3070633.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp.                                              | Harsco Corp.                                                        | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    104983 | NS      | $660343.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                                      | Cohen & Steers, Inc.                                                | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     31497 | NS      | $2033446.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                               | Sally Beauty Holdings, Inc.                                         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    137430 | NS      | $1720623.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global, Inc.                              | Point Biopharma Global, Inc.                                        | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95015 | NS      | $692659.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Zuora, Inc.                                               | Zuora, Inc., Class A                                                | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |    149468 | NS      | $950616.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti, Inc.                                             | Agiliti, Inc.                                                       | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31161 | NS      | $508235.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Computer Programs and Systems, Inc.                       | Computer Programs and Systems, Inc.                                 | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     18748 | NS      | $510320.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa, Inc.                                              | Vacasa, Inc., Class A                                               | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116045 | NS      | $146216.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Capital Group, Inc.                                | Encore Capital Group, Inc.                                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     30475 | NS      | $1460971.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Appfolio, Inc.                                            | Appfolio, Inc., Class A                                             | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |     23687 | NS      | $2496136.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals, Inc.                            | Zentalis Pharmaceuticals, Inc.                                      | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58429 | NS      | $1176760.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines, Inc.                          | Praxis Precision Medicines, Inc.                                    | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45485 | NS      | $108254.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PNM Resources, Inc.                                       | PNM Resources, Inc.                                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    109664 | NS      | $5350506.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp.                                 | World Fuel Services Corp.                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     78685 | NS      | $2150461.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                                             | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    281220 | NS      | $4069253.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                               | RBB Bancorp                                                         | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     18763 | NS      | $391208.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.                         | Orrstown Financial Services, Inc.                                   | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     14497 | NS      | $335750.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                              | Matthews International Corp., Class A                               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     38338 | NS      | $1167008.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                     | Sitio Royalties Corp.                                               | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89571 | NS      | $2584117.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings, Inc.                            | Xeris Biopharma Holdings, Inc.                                      | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164558 | NS      | $218862.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ocugen, Inc.                                              | Ocugen, Inc.                                                        | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |    288526 | NS      | $375083.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| A10 Networks, Inc.                                        | A10 Networks, Inc.                                                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     84570 | NS      | $1406399.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                                     | MGP Ingredients, Inc.                                               | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     18012 | NS      | $1916116.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                           | Independence Realty Trust, Inc.                                     | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    283535 | NS      | $4780400.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                     | First Financial Corp.                                               | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12619 | NS      | $581483.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp.                                             | Bowlero Corp.                                                       | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37279 | NS      | $502520.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UMH Properties, Inc.                                      | UMH Properties, Inc.                                                | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |     63544 | NS      | $1023058.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation, Inc.                                     | Archer Aviation, Inc., Class A                                      | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158488 | NS      | $296372.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Transport Services Group, Inc.                        | Air Transport Services Group, Inc.                                  | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     73627 | NS      | $1912829.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp.                                                | ACNB Corp.                                                          | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11388 | NS      | $453356.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands, Inc.                                | Turning Point Brands, Inc.                                          | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     19287 | NS      | $417177.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments, Inc.                                        | Evo Payments, Inc., Class A                                         | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     60681 | NS      | $2053445.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                            | Wingstop, Inc.                                                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     38466 | NS      | $5293690.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group, Inc. (The)                         | Container Store Group, Inc. (The)                                   | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     42623 | NS      | $183705.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                      | BRT Apartments Corp.                                                | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16207 | NS      | $318305.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class B                                     | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      8411 | NS      | $473286.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                  | Patrick Industries, Inc.                                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     28174 | NS      | $1707344.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                           | Arrowhead Pharmaceuticals, Inc.                                     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    129241 | NS      | $5242014.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                              | Banner Corp.                                                        | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42664 | NS      | $2696364.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                                   | John Wiley & Sons, Inc., Class A                                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     55116 | NS      | $2207946.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Avid Technology, Inc.                                     | Avid Technology, Inc.                                               | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     45944 | NS      | $1221650.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                                        | DHT Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |    166709 | NS      | $1480375.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp.                                             | Innovid Corp.                                                       | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62666 | NS      | $107158.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Origin Bancorp, Inc.                                      | Origin Bancorp, Inc.                                                | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     28823 | NS      | $1057804.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                                         | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    102737 | NS      | $2147203.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites, Inc.                                      | TPI Composites, Inc.                                                | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |     39541 | NS      | $400945.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings, Inc.                                     | RE/MAX Holdings, Inc., Class A                                      | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     24819 | NS      | $462626.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.                         | Installed Building Products, Inc.                                   | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     30540 | NS      | $2614224.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences, Inc.                                 | Avidity Biosciences, Inc.                                           | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66040 | NS      | $1465427.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                                   | Sturm Ruger & Co., Inc.                                             | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     22123 | NS      | $1119866.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd.                                             | FLEX LNG Ltd.                                                       | CUSIP: N/A<br>LEI: 21380084THHU3MPC3647       | Long             | EC               | CORP              | BM        |     36586 | NS      | $1195996.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Stem, Inc.                                                | Stem, Inc.                                                          | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |    177555 | NS      | $1587341.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenbrier Cos., Inc. (The)                               | Greenbrier Cos., Inc. (The)                                         | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     40856 | NS      | $1369901.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta, Inc.                                             | SunOpta, Inc.                                                       | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |    117069 | NS      | $988062.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                                    | Myers Industries, Inc.                                              | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     48587 | NS      | $1080089.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                               | Itron, Inc.                                                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     57893 | NS      | $2932280.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust, Inc.                                 | Postal Realty Trust, Inc., Class A                                  | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |     22303 | NS      | $324062.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp.                                     | Arrow Financial Corp.                                               | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |     18183 | NS      | $616403.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                                      | Houlihan Lokey, Inc.                                                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     62890 | NS      | $5481492.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                               | Beacon Roofing Supply, Inc.                                         | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     64352 | NS      | $3397142.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                          | Ziff Davis, Inc.                                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     57566 | NS      | $4553470.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America, Inc.                           | Motorcar Parts of America, Inc.                                     | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     25166 | NS      | $298468.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                                              | CONMED Corp.                                                        | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     37352 | NS      | $3310881.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    149934 | NS      | $7241812.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                                     | PGT Innovations, Inc.                                               | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     70654 | NS      | $1268945.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co.                                         | Eastman Kodak Co.                                                   | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     77903 | NS      | $237604.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions, Inc.                                   | BioLife Solutions, Inc.                                             | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     43246 | NS      | $787077.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote, Inc.                                           | EverQuote, Inc., Class A                                            | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27356 | NS      | $403227.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doma Holdings, Inc.                                       | Doma Holdings, Inc.                                                 | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168144 | NS      | $76152.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DigitalBridge Group, Inc.                                 | DigitalBridge Group, Inc.                                           | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    199284 | NS      | $2180166.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                             | Community Trust Bancorp, Inc.                                       | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18571 | NS      | $852966.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                           | Frontdoor, Inc.                                                     | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    102468 | NS      | $2131334.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv, Inc.                                             | Identiv, Inc.                                                       | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |     29902 | NS      | $216490.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                                            | Ameresco, Inc., Class A                                             | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     40809 | NS      | $2331826.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| View, Inc.                                                | View, Inc.                                                          | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88822 | NS      | $85704.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OptimizeRx Corp.                                          | OptimizeRx Corp.                                                    | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22839 | NS      | $383695.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo, Inc.                                                | Gevo, Inc.                                                          | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |    256338 | NS      | $487042.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| M/I Homes, Inc.                                           | M/I Homes, Inc.                                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     32427 | NS      | $1497478.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant, Inc.                                          | Immunovant, Inc.                                                    | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56108 | NS      | $995917.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group, Inc.                            | Bankwell Financial Group, Inc.                                      | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      4748 | NS      | $139733.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical, Inc.                                 | Lifecore Biomedical, Inc.                                           | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |     34777 | NS      | $225354.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings, Inc.                             | Frontier Group Holdings, Inc.                                       | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |     47871 | NS      | $491635.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Karuna Therapeutics, Inc.                                 | Karuna Therapeutics, Inc.                                           | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38156 | NS      | $7497654.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                           | MYR Group, Inc.                                                     | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     21003 | NS      | $1933746.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance of America Cos., Inc.                             | Finance of America Cos., Inc., Class A                              | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59046 | NS      | $74988.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphastar Pharmaceuticals, Inc.                           | Amphastar Pharmaceuticals, Inc.                                     | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     46091 | NS      | $1291469.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group, Inc. (The)                                     | RMR Group, Inc. (The), Class A                                      | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     19637 | NS      | $554745.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                              | Compass Diversified Holdings                                        | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     81671 | NS      | $1488862.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp.                                             | Inseego Corp.                                                       | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |    120649 | NS      | $101646.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aris Water Solution, Inc.                                 | Aris Water Solution, Inc., Class A                                  | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29755 | NS      | $428769.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Faraday Future Intelligent Electric, Inc.                 | Faraday Future Intelligent Electric, Inc.                           | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138146 | NS      | $40103.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Easterly Government Properties, Inc.                      | Easterly Government Properties, Inc.                                | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |    116994 | NS      | $1669504.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                                 | Fox Factory Holding Corp.                                           | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     53338 | NS      | $4866025.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp, Inc.                                     | Capital Bancorp, Inc.                                               | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |     11538 | NS      | $271604.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp.                                          | SolarWinds Corp.                                                    | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65095 | NS      | $609289.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen, Inc.                                          | Sweetgreen, Inc., Class A                                           | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110608 | NS      | $947910.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tejon Ranch Co.                                           | Tejon Ranch Co.                                                     | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |     26978 | NS      | $508265.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                    | Nabors Industries Ltd.                                              | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |     11629 | NS      | $1800983.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.                          | NexPoint Residential Trust, Inc.                                    | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     29043 | NS      | $1263951.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outlook Therapeutics, Inc.                                | Outlook Therapeutics, Inc.                                          | CUSIP: 69012T206<br>LEI: 5493007AWUJ6HPMCBH11 | Long             | EC               | CORP              | US        |    151981 | NS      | $164139.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QuinStreet, Inc.                                          | QuinStreet, Inc.                                                    | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     66579 | NS      | $955408.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs, Inc.                                                | Figs, Inc., Class A                                                 | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163640 | NS      | $1101297.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group, Inc.                                     | Workhorse Group, Inc.                                               | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |    205080 | NS      | $311721.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tanger Factory Outlet Centers, Inc.                       | Tanger Factory Outlet Centers, Inc.                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    130123 | NS      | $2334406.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     27841 | NS      | $4990499.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth, Inc.                                   | CTO Realty Growth, Inc.                                             | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22683 | NS      | $414645.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic, Inc.                                           | SomaLogic, Inc.                                                     | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |    169743 | NS      | $426054.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hycroft Mining Holding Corp.                              | Hycroft Mining Holding Corp.                                        | CUSIP: 44862P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185675 | NS      | $98797.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Shockwave Medical, Inc.                                   | Shockwave Medical, Inc.                                             | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     44781 | NS      | $9207421.41   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Market, Inc. (The)                                  | Fresh Market, Inc. (The)                                            | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |     62407 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Appian Corp.                                              | Appian Corp., Class A                                               | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     51369 | NS      | $1672574.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                                      | LTC Properties, Inc.                                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     49430 | NS      | $1756247.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra, Inc.                                            | Proterra, Inc.                                                      | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283699 | NS      | $1069545.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Primoris Services Corp.                                   | Primoris Services Corp.                                             | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     68065 | NS      | $1493346.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                                           | Trupanion, Inc.                                                     | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     48217 | NS      | $2291754.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Porch Group, Inc.                                         | Porch Group, Inc.                                                   | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |    106904 | NS      | $200979.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Schrodinger, Inc.                                         | Schrodinger, Inc.                                                   | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69244 | NS      | $1294170.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners, Inc.                               | Construction Partners, Inc., Class A                                | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     51180 | NS      | $1365994.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd.                                        | IBEX Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      8546 | NS      | $212368.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.                         | CBL & Associates Properties, Inc.                                   | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |     34165 | NS      | $788528.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GrafTech International Ltd.                               | GrafTech International Ltd.                                         | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    248674 | NS      | $1183688.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics, Inc.                                | Relmada Therapeutics, Inc.                                          | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |     36919 | NS      | $128847.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Presto Industries, Inc.                          | National Presto Industries, Inc.                                    | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6577 | NS      | $450261.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                                       | Vista Outdoor, Inc.                                                 | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     68311 | NS      | $1664739.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                                    | First Foundation, Inc.                                              | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     65629 | NS      | $940463.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies, Inc.                                 | Helios Technologies, Inc.                                           | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     41752 | NS      | $2272978.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA, Inc.                                    | Beazer Homes USA, Inc.                                              | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     37827 | NS      | $482672.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                   | Triumph Financial, Inc.                                             | CUSIP: 89679E300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29961 | NS      | $1464194.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties, Inc.                                  | Stratus Properties, Inc.                                            | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      7948 | NS      | $153316.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                                   | Vir Biotechnology, Inc.                                             | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89726 | NS      | $2270965.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                      | Retail Opportunity Investments Corp.                                | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154752 | NS      | $2325922.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop, Inc.                               | Build-A-Bear Workshop, Inc.                                         | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |     18197 | NS      | $433816.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charge Enterprises, Inc.                                  | Charge Enterprises, Inc.                                            | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149102 | NS      | $184886.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Diversey Holdings Ltd.                                    | Diversey Holdings Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    100272 | NS      | $427158.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine, Inc.                                      | Prime Medicine, Inc.                                                | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13101 | NS      | $243416.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Duolingo, Inc.                                            | Duolingo, Inc.                                                      | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30207 | NS      | $2148623.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio, Inc.                                  | Third Harmonic Bio, Inc.                                            | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15953 | NS      | $68597.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Akero Therapeutics, Inc.                                  | Akero Therapeutics, Inc.                                            | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     44003 | NS      | $2411364.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings, Inc.                            | RCI Hospitality Holdings, Inc.                                      | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |     11043 | NS      | $1029097.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                | California Resources Corp.                                          | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     95594 | NS      | $4159294.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                                            | Artivion, Inc.                                                      | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     49967 | NS      | $605600.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                                       | Ready Capital Corp.                                                 | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     95041 | NS      | $1058756.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Corsair Gaming, Inc.                                      | Corsair Gaming, Inc.                                                | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     49161 | NS      | $667114.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                   | Brandywine Realty Trust                                             | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    217805 | NS      | $1339500.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust, Inc.                               | Claros Mortgage Trust, Inc.                                         | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |    118036 | NS      | $1736309.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Gelesis Holdings, Inc.                                    | Gelesis Holdings, Inc.                                              | CUSIP: 36850R204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12779 | NS      | $3711.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intellia Therapeutics, Inc.                               | Intellia Therapeutics, Inc.                                         | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |    107274 | NS      | $3742789.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                         | AdaptHealth Corp.                                                   | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89679 | NS      | $1723630.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                                        | STAAR Surgical Co.                                                  | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     61530 | NS      | $2986666.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                            | Supernus Pharmaceuticals, Inc.                                      | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     62613 | NS      | $2233405.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust, Inc.                        | Granite Point Mortgage Trust, Inc.                                  | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     66624 | NS      | $357104.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen, Inc.                                           | ImmunoGen, Inc.                                                     | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |    259388 | NS      | $1286564.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                  | Arbor Realty Trust, Inc.                                            | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    203356 | NS      | $2682265.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield plc                                   | Cushman & Wakefield plc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    199200 | NS      | $2482032.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp, Inc.                             | German American Bancorp, Inc.                                       | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35526 | NS      | $1325119.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                             | South Jersey Industries, Inc.                                       | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    154214 | NS      | $5479223.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                       | AeroVironment, Inc.                                                 | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     31319 | NS      | $2682785.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                 | MACOM Technology Solutions Holdings, Inc.                           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63555 | NS      | $4002693.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust, Inc.                                | Bluerock Homes Trust, Inc.                                          | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4891 | NS      | $104227.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo, Inc.                                               | Canoo, Inc.                                                         | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |    145638 | NS      | $179134.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HireRight Holdings Corp.                                  | HireRight Holdings Corp.                                            | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27206 | NS      | $322663.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                           | B&G Foods, Inc.                                                     | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     91688 | NS      | $1022321.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nano-X Imaging Ltd.                                       | Nano-X Imaging Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     58796 | NS      | $433914.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products, Inc.                                     | Dorman Products, Inc.                                               | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32743 | NS      | $2647926.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                                    | Kearny Financial Corp.                                              | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77547 | NS      | $787102.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Universal, Inc.                                     | Focus Universal, Inc.                                               | CUSIP: 34417J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22712 | NS      | $145583.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Impinj, Inc.                                              | Impinj, Inc.                                                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     26138 | NS      | $2853746.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                                | HomeTrust Bancshares, Inc.                                          | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18249 | NS      | $441078.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                                     | Marten Transport Ltd.                                               | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74222 | NS      | $1468111.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                               | Spire, Inc.                                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     63335 | NS      | $4361248.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                               | Orion Engineered Carbons SA                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     77619 | NS      | $1382394.39   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai, Inc.                                               | C3.ai, Inc., Class A                                                | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |     73926 | NS      | $827231.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mersana Therapeutics, Inc.                                | Mersana Therapeutics, Inc.                                          | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |    118128 | NS      | $692230.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                                  | Boot Barn Holdings, Inc.                                            | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     36232 | NS      | $2265224.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp. Ltd.                                            | SFL Corp. Ltd.                                                      | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |    138904 | NS      | $1280694.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                              | Diodes, Inc.                                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     55939 | NS      | $4259195.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                             | DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD | CUSIP: 261908107<br>LEI: 54930067A504FBYASH16 | Long             | STIV             | RF                | US        |   8000000 | PA      | $8000000.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings, Inc.                                       | Paya Holdings, Inc.                                                 | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112273 | NS      | $883588.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group, Inc.                            | Sinclair Broadcast Group, Inc., Class A                             | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     50420 | NS      | $782014.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group, Inc.                                | Destination XL Group, Inc.                                          | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74702 | NS      | $504238.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax, Inc.                                            | HilleVax, Inc.                                                      | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15973 | NS      | $267228.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Precigen, Inc.                                            | Precigen, Inc.                                                      | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |    137273 | NS      | $208654.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EyePoint Pharmaceuticals, Inc.                            | EyePoint Pharmaceuticals, Inc.                                      | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |     38512 | NS      | $134792.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonder Holdings, Inc.                                     | Sonder Holdings, Inc.                                               | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197180 | NS      | $244503.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PCSB Financial Corp.                                      | PCSB Financial Corp.                                                | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10839 | NS      | $206374.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                    | Sonic Automotive, Inc., Class A                                     | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     22682 | NS      | $1117542.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent the Runway, Inc.                                     | Rent the Runway, Inc., Class A                                      | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66735 | NS      | $203541.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HB Fuller Co.                                             | HB Fuller Co.                                                       | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     66404 | NS      | $4755854.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals, Inc.                             | Aurinia Pharmaceuticals, Inc.                                       | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |    172112 | NS      | $743523.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health, Inc.                                         | Cano Health, Inc.                                                   | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    192474 | NS      | $263689.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BRC, Inc.                                                 | BRC, Inc., Class A                                                  | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32550 | NS      | $198880.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FutureFuel Corp.                                          | FutureFuel Corp.                                                    | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     34370 | NS      | $279428.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                                  | Digi International, Inc.                                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     43847 | NS      | $1602607.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                                           | ODP Corp. (The)                                                     | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53234 | NS      | $2424276.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                           | Papa John's International, Inc.                                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     40744 | NS      | $3353638.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                             | Monarch Casino & Resort, Inc.                                       | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     17077 | NS      | $1313050.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends, Inc.                                         | Citi Trends, Inc.                                                   | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |     11516 | NS      | $304943.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries, Inc.                                       | NL Industries, Inc.                                                 | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13377 | NS      | $91097.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals, Inc.                              | A-Mark Precious Metals, Inc.                                        | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     23846 | NS      | $828171.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                                  | Tompkins Financial Corp.                                            | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     17809 | NS      | $1381622.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                                 | ANI Pharmaceuticals, Inc.                                           | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     16991 | NS      | $683547.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co., Inc. (The)                                 | Beachbody Co., Inc. (The)                                           | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122978 | NS      | $64686.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Novanta, Inc.                                             | Novanta, Inc.                                                       | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     44950 | NS      | $6107356.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp, Inc.                                              | Intapp, Inc.                                                        | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18399 | NS      | $458871.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                                      | Calavo Growers, Inc.                                                | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22950 | NS      | $674730.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leafly Holdings, Inc.                                     | Leafly Holdings, Inc.                                               | CUSIP: 52178J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5655 | NS      | $3686.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Maxar Technologies, Inc.                                  | Maxar Technologies, Inc.                                            | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     94378 | NS      | $4883117.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio, Inc.                                      | Provention Bio, Inc.                                                | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |     73306 | NS      | $774844.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Costamare, Inc.                                           | Costamare, Inc.                                                     | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |     67785 | NS      | $629044.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp., Class A                                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     42153 | NS      | $703112.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                            | Protagonist Therapeutics, Inc.                                      | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59834 | NS      | $652788.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                                   | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     35993 | NS      | $2039363.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                       | ACI Worldwide, Inc.                                                 | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    146966 | NS      | $3380218.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence, Inc.                                             | Cerence, Inc.                                                       | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     47499 | NS      | $880156.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                    | Perimeter Solutions SA                                              | CUSIP: N/A<br>LEI: 2221003U8GJZ9U4MR505       | Long             | EC               | CORP              | LU        |    156342 | NS      | $1428965.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Axogen, Inc.                                              | Axogen, Inc.                                                        | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51831 | NS      | $517273.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                                 | PMV Pharmaceuticals, Inc.                                           | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40075 | NS      | $348652.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmers National Banc Corp.                               | Farmers National Banc Corp.                                         | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40387 | NS      | $570264.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group, Inc.                              | Huron Consulting Group, Inc.                                        | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     25527 | NS      | $1853260.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio, Inc.                                         | ImmunityBio, Inc.                                                   | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     90563 | NS      | $459154.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rockley Photonics Holdings Ltd.                           | Rockley Photonics Holdings Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    148872 | NS      | $20856.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hingham Institution For Savings (The)                     | Hingham Institution For Savings (The)                               | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |      1873 | NS      | $516873.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                     | Onto Innovation, Inc.                                               | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     62464 | NS      | $4253173.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                                     | Digital Turbine, Inc.                                               | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    120484 | NS      | $1836176.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                                           | ChampionX Corp.                                                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    252825 | NS      | $7329396.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp, Inc.                                       | Parke Bancorp, Inc.                                                 | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |     13624 | NS      | $282561.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex, Inc.                                          | Omega Flex, Inc.                                                    | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4127 | NS      | $385131.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PBF Energy, Inc.                                          | PBF Energy, Inc., Class A                                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    121801 | NS      | $4967044.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                 | Perella Weinberg Partners                                           | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52631 | NS      | $515783.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                              | Belden, Inc.                                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     54262 | NS      | $3901437.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove, Inc.                                          | Brightcove, Inc.                                                    | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |     52795 | NS      | $276117.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                                | Travere Therapeutics, Inc.                                          | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78137 | NS      | $1643221.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America, Inc.                            | TravelCenters of America, Inc.                                      | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     15053 | NS      | $674073.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class C                                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    102221 | NS      | $3257783.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav, Inc.                                             | NextNav, Inc.                                                       | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62531 | NS      | $183215.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sorrento Therapeutics, Inc.                               | Sorrento Therapeutics, Inc.                                         | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |    487816 | NS      | $432204.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ABM Industries, Inc.                                      | ABM Industries, Inc.                                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     84042 | NS      | $3733145.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                                   | Delek US Holdings, Inc.                                             | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     90446 | NS      | $2442042.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings, Inc.                                 | KORE Group Holdings, Inc.                                           | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41394 | NS      | $52156.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Instructure Holdings, Inc.                                | Instructure Holdings, Inc.                                          | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22202 | NS      | $520414.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Corcept Therapeutics, Inc.                                | Corcept Therapeutics, Inc.                                          | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    105899 | NS      | $2150808.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma, Inc.                                    | Bridgebio Pharma, Inc.                                              | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |    134222 | NS      | $1022771.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker, Inc.                                              | Fisker, Inc.                                                        | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |    208583 | NS      | $1516398.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| I3 Verticals, Inc.                                        | I3 Verticals, Inc., Class A                                         | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     29880 | NS      | $727279.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                                 | Dream Finders Homes, Inc., Class A                                  | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28248 | NS      | $244627.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Legalzoom.com, Inc.                                       | Legalzoom.com, Inc.                                                 | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |    123087 | NS      | $952693.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackline, Inc.                                           | Blackline, Inc.                                                     | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     69295 | NS      | $4661474.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.                         | Peapack-Gladstone Financial Corp.                                   | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     22309 | NS      | $830340.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                                        | BGC Partners, Inc., Class A                                         | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    387390 | NS      | $1460460.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems, Inc.                                      | Verint Systems, Inc.                                                | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     81645 | NS      | $2962080.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                          | Advanced Energy Industries, Inc.                                    | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     47167 | NS      | $4045985.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella, Inc.                                           | Ambarella, Inc.                                                     | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |     45135 | NS      | $3711451.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines, Inc.                                        | VBI Vaccines, Inc.                                                  | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | CA        |    269493 | NS      | $105398.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Provident Bancorp, Inc.                                   | Provident Bancorp, Inc.                                             | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20588 | NS      | $149880.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                    | ProPetro Holding Corp.                                              | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112079 | NS      | $1162259.23   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf, Inc.                                            | Terawulf, Inc.                                                      | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27706 | NS      | $18441.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings, Inc.                                       | PROG Holdings, Inc.                                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     60556 | NS      | $1022790.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                  | Service Properties Trust                                            | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    210770 | NS      | $1536513.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems, Inc.                           | Singular Genomics Systems, Inc.                                     | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76759 | NS      | $154285.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Velo3D, Inc.                                              | Velo3D, Inc.                                                        | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42350 | NS      | $75806.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IonQ, Inc.                                                | IonQ, Inc.                                                          | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152460 | NS      | $525987.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AMHERST PIERPONT                                          | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaman Corp.                                               | Kaman Corp.                                                         | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     32855 | NS      | $732666.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares, Inc.                                | Red River Bancshares, Inc.                                          | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      6076 | NS      | $310240.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp.                                          | Pure Cycle Corp.                                                    | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25805 | NS      | $270436.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products, Inc.                            | Resolute Forest Products, Inc.                                      | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58962 | NS      | $1272989.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                             | Kennedy-Wilson Holdings, Inc.                                       | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    151544 | NS      | $2383787.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts, Inc.                            | Braemar Hotels & Resorts, Inc.                                      | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     87832 | NS      | $360989.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                                      | Hostess Brands, Inc.                                                | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174641 | NS      | $3918944.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                               | Adeia, Inc.                                                         | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133722 | NS      | $1267684.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor, Inc.                                 | indie Semiconductor, Inc., Class A                                  | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |    124165 | NS      | $723881.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NuScale Power Corp.                                       | NuScale Power Corp.                                                 | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41675 | NS      | $427585.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aaron's Co., Inc. (The)                                   | Aaron's Co., Inc. (The)                                             | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41381 | NS      | $494502.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Group Hospitality, Inc. (The)                         | ONE Group Hospitality, Inc. (The)                                   | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |     28283 | NS      | $178182.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.                          | First Financial Bankshares, Inc.                                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    164040 | NS      | $5642976.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                                      | Terreno Realty Corp.                                                | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92845 | NS      | $5280095.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp.                                      | Legacy Housing Corp.                                                | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10782 | NS      | $204426.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                                        | TriNet Group, Inc.                                                  | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     46756 | NS      | $3170056.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarcos Technology and Robotics Corp.                      | Sarcos Technology and Robotics Corp.                                | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112346 | NS      | $63059.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Payoneer Global, Inc.                                     | Payoneer Global, Inc.                                               | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265148 | NS      | $1450359.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                            | Washington Trust Bancorp, Inc.                                      | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     21930 | NS      | $1034657.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc. (The)                                   | Shyft Group, Inc. (The)                                             | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     42393 | NS      | $1053889.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics, Inc.                                       | Quad/Graphics, Inc.                                                 | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |     42226 | NS      | $172282.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                             | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    273776 | NS      | $5762984.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology, Inc.                                    | Viant Technology, Inc., Class A                                     | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16523 | NS      | $66422.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank                                            | Preferred Bank                                                      | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     13351 | NS      | $996251.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                   | Progress Software Corp.                                             | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     56096 | NS      | $2830043.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Vivid Seats, Inc.                                         | Vivid Seats, Inc., Class A                                          | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29832 | NS      | $217773.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Univest Financial Corp.                                   | Univest Financial Corp.                                             | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     35970 | NS      | $939896.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp.                          | Zurn Elkay Water Solutions Corp.                                    | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |    155445 | NS      | $3287661.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group, Inc.                        | Distribution Solutions Group, Inc.                                  | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7013 | NS      | $258499.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices, Inc.                                    | Avid Bioservices, Inc.                                              | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     78364 | NS      | $1079072.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Benson Hill, Inc.                                         | Benson Hill, Inc.                                                   | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219670 | NS      | $560158.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecovyst, Inc.                                             | Ecovyst, Inc.                                                       | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86267 | NS      | $764325.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares, Inc.                          | First Community Bankshares, Inc.                                    | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20471 | NS      | $693966.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                         | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     59790 | NS      | $1647812.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social, Inc.                                       | Sprout Social, Inc., Class A                                        | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57371 | NS      | $3239166.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems, Inc.                            | Cass Information Systems, Inc.                                      | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     17251 | NS      | $790440.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources, Inc.                                  | Novagold Resources, Inc.                                            | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |    317462 | NS      | $1898422.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics, Inc.                                   | RAPT Therapeutics, Inc.                                             | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |     29529 | NS      | $584674.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Adaptive Biotechnologies Corp.                            | Adaptive Biotechnologies Corp.                                      | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    143044 | NS      | $1092856.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.                              | Rocket Pharmaceuticals, Inc.                                        | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     67824 | NS      | $1327315.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade, Inc.                                            | Accolade, Inc.                                                      | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |     78718 | NS      | $613213.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                               | Franklin Electric Co., Inc.                                         | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     58006 | NS      | $4625978.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp.                                             | Redwire Corp.                                                       | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24827 | NS      | $49157.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cenntro Electric Group Ltd.                               | Cenntro Electric Group Ltd.                                         | CUSIP: N/A<br>LEI: 549300UDHPKCYMMCEM56       | Long             | EC               | CORP              | AU        |    234560 | NS      | $103206.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Co. (The)                                        | Macerich Co. (The)                                                  | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    268957 | NS      | $3028455.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx, Inc.                                             | Arcellx, Inc.                                                       | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37327 | NS      | $1156390.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| City Holding Co.                                          | City Holding Co.                                                    | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17185 | NS      | $1599751.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                                | Edgewell Personal Care Co.                                          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     63938 | NS      | $2464170.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group, Inc.                                     | Paramount Group, Inc.                                               | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    232723 | NS      | $1382374.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                                        | M.D.C. Holdings, Inc.                                               | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     70513 | NS      | $2228210.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp.                                         | Primo Water Corp.                                                   | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    195739 | NS      | $3041784.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion, Inc.                                            | Enfusion, Inc., Class A                                             | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34754 | NS      | $336071.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Software, Inc.                                   | American Software, Inc., Class A                                    | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42539 | NS      | $624472.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                                       | PC Connection, Inc.                                                 | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     13094 | NS      | $614108.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                 | Comfort Systems USA, Inc.                                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     44271 | NS      | $5094706.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                               | PCB Bancorp                                                         | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     15686 | NS      | $277485.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                      | Forestar Group, Inc.                                                | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     25290 | NS      | $389718.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                             | Columbia Banking System, Inc.                                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98543 | NS      | $2969100.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| nLight, Inc.                                              | nLight, Inc.                                                        | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56762 | NS      | $575566.68    | 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        |    194483 | NS      | $3222583.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     48144 | NS      | $3009481.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group, Inc.                                           | DHI Group, Inc.                                                     | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |     59977 | NS      | $317278.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide, Inc.                                    | Kronos Worldwide, Inc.                                              | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     20568 | NS      | $193339.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power, Inc.                                         | Altus Power, Inc.                                                   | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |     52332 | NS      | $341204.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Modine Manufacturing Co.                                  | Modine Manufacturing Co.                                            | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     63849 | NS      | $1268041.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                                   | LeMaitre Vascular, Inc.                                             | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     24097 | NS      | $1108943.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                                       | CONSOL Energy, Inc.                                                 | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     42602 | NS      | $2769130.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                               | Benchmark Electronics, Inc.                                         | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     44814 | NS      | $1196085.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure, Inc.                        | Radius Global Infrastructure, Inc.                                  | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |    100685 | NS      | $1190096.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry, Inc.                                             | Xometry, Inc., Class A                                              | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     43351 | NS      | $1397202.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Diebold Nixdorf, Inc.                                     | Diebold Nixdorf, Inc.                                               | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     96480 | NS      | $137001.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                                       | Rent-A-Center, Inc.                                                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     63908 | NS      | $1441125.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics, Inc.                                     | C4 Therapeutics, Inc.                                               | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53968 | NS      | $318411.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Butterfly Network, Inc.                                   | Butterfly Network, Inc.                                             | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170534 | NS      | $419513.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Triton International Ltd.                                 | Triton International Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     73580 | NS      | $5060832.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd.                              | Nordic American Tankers Ltd.                                        | CUSIP: N/A<br>LEI: 213800W4T8AMPKIPIU94       | Long             | EC               | CORP              | BM        |    232922 | NS      | $712741.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp.                                              | Redfin Corp.                                                        | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |    136373 | NS      | $578221.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cara Therapeutics, Inc.                                   | Cara Therapeutics, Inc.                                             | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     60255 | NS      | $647138.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group, Inc.                         | National Western Life Group, Inc., Class A                          | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      2912 | NS      | $818272.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext, Inc.                                                | Yext, Inc.                                                          | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    146112 | NS      | $954111.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                           | CoreCivic, Inc.                                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    152153 | NS      | $1758888.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                          | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53548 | NS      | $1886496.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex, Inc.                                               | Zynex, Inc.                                                         | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28364 | NS      | $394543.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Affimed NV                                                | Affimed NV                                                          | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | NL        |    191691 | NS      | $237696.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                           | Selective Insurance Group, Inc.                                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     75402 | NS      | $6681371.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                               | Halozyme Therapeutics, Inc.                                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    170017 | NS      | $9673967.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                                        | Badger Meter, Inc.                                                  | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     36754 | NS      | $4007288.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                        | Ryman Hospitality Properties, Inc.                                  | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     67651 | NS      | $5532498.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                                | Zeta Global Holdings Corp., Class A                                 | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127731 | NS      | $1043562.27   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems, Inc.                                     | Varonis Systems, Inc.                                               | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |    134955 | NS      | $3230822.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                          | Otter Tail Corp.                                                    | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52779 | NS      | $3098655.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                             | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     11549 | NS      | $821249.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group, Inc.                                         | Weyco Group, Inc.                                                   | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      7955 | NS      | $168327.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com, Inc.                                        | CarParts.com, Inc.                                                  | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |     68578 | NS      | $429298.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                                         | NeoGenomics, Inc.                                                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151648 | NS      | $1401227.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax, Inc.                                             | CareMax, Inc.                                                       | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76514 | NS      | $279276.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy USA, Inc.                                          | Murphy USA, Inc.                                                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     26406 | NS      | $7381533.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley Financial, Inc.                                  | B Riley Financial, Inc.                                             | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25072 | NS      | $857462.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Consumer Portfolio Services, Inc.                         | Consumer Portfolio Services, Inc.                                   | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11897 | NS      | $105288.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cimpress plc                                              | Cimpress plc                                                        | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |     22630 | NS      | $624814.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                   | Bank of NT Butterfield & Son Ltd. (The)                             | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |     60992 | NS      | $1818171.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust, Inc.                           | Empire State Realty Trust, Inc., Class A                            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    169705 | NS      | $1143811.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co.                                            | Crawford & Co., Class A                                             | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |     21826 | NS      | $121352.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                              | Hilton Grand Vacations, Inc.                                        | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |    110603 | NS      | $4262639.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corp.                                    | Empire Petroleum Corp.                                              | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               | CORP              | US        |      9254 | NS      | $113824.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROS Holdings, Inc.                                       | PROS Holdings, Inc.                                                 | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     52549 | NS      | $1274838.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global, Inc.                                      | Remitly Global, Inc.                                                | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120705 | NS      | $1382072.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Inspire Medical Systems, Inc.                             | Inspire Medical Systems, Inc.                                       | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     35733 | NS      | $9000428.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                           | Dril-Quip, Inc.                                                     | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     43756 | NS      | $1188850.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                               | Minerals Technologies, Inc.                                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     40533 | NS      | $2461163.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp.                                            | Digimarc Corp.                                                      | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |     17542 | NS      | $324351.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| H&E Equipment Services, Inc.                              | H&E Equipment Services, Inc.                                        | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     38768 | NS      | $1760067.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.                  | Heidrick & Struggles International, Inc.                            | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     25476 | NS      | $712563.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                               | DigitalOcean Holdings, Inc.                                         | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     86276 | NS      | $2197449.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Financial, Inc.                                  | Columbia Financial, Inc.                                            | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     43687 | NS      | $944512.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment, Inc.                                 | Accel Entertainment, Inc.                                           | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73807 | NS      | $568313.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                                   | Heritage Commerce Corp.                                             | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     75388 | NS      | $980044.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International, Inc.                                   | CRA International, Inc.                                             | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8912 | NS      | $1091096.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                          | FormFactor, Inc.                                                    | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     96087 | NS      | $2136014.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT, Inc.                                 | Global Medical REIT, Inc.                                           | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     78311 | NS      | $742388.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                                    | Celsius Holdings, Inc.                                              | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70095 | NS      | $7292683.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                        | Prestige Consumer Healthcare, Inc.                                  | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61792 | NS      | $3868179.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest, Inc.                                          | AppHarvest, Inc.                                                    | CUSIP: 03783T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98314 | NS      | $55783.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clarus Corp.                                              | Clarus Corp.                                                        | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |     35111 | NS      | $275270.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.                             | Select Medical Holdings Corp.                                       | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129596 | NS      | $3217868.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti, Inc.                                               | Eneti, Inc.                                                         | CUSIP: N/A<br>LEI: 549300MHZ4YKRPGBH616       | Long             | EC               | CORP              | MH        |     26291 | NS      | $264224.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                             | Knowles Corp.                                                       | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    114965 | NS      | $1887725.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp.                       | Federal Agricultural Mortgage Corp., Class C                        | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |     11305 | NS      | $1274186.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp.                                             | Invitae Corp.                                                       | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |    310300 | NS      | $577158.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group, Inc.                                 | Privia Health Group, Inc.                                           | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55076 | NS      | $1250775.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA, Inc.                                                | MBIA, Inc.                                                          | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     56926 | NS      | $731499.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                       | Enterprise Financial Services Corp.                                 | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     43582 | NS      | $2133774.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                     | Chatham Lodging Trust                                               | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64103 | NS      | $786543.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                            | Texas Capital Bancshares, Inc.                                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     64173 | NS      | $3870273.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                                      | Ermenegildo Zegna NV                                                | CUSIP: N/A<br>LEI: 8156003760472AA7E269       | Long             | EC               | CORP              | NL        |     75614 | NS      | $791678.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Inter Parfums, Inc.                                       | Inter Parfums, Inc.                                                 | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23035 | NS      | $2223338.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                                       | Inari Medical, Inc.                                                 | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60665 | NS      | $3855867.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                      | Centrus Energy Corp., Class A                                       | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |     13664 | NS      | $443806.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Grey, Inc.                                      | Berkshire Grey, Inc.                                                | CUSIP: 084656107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83493 | NS      | $50421.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP, Inc.                                              | EZCORP, Inc., Class A                                               | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     64124 | NS      | $522610.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies, Inc.                                | iRhythm Technologies, Inc.                                          | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     37397 | NS      | $3502976.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                                | Albany International Corp., Class A                                 | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     39138 | NS      | $3858615.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                           | Academy Sports & Outdoors, Inc.                                     | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97876 | NS      | $5142405.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group, Inc.                        | First Watch Restaurant Group, Inc.                                  | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19078 | NS      | $258125.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp.                                              | TriMas Corp.                                                        | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     53743 | NS      | $1490830.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                                      | Enact Holdings, Inc.                                                | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35995 | NS      | $868199.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cipher Mining, Inc.                                       | Cipher Mining, Inc.                                                 | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50130 | NS      | $28072.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Maximus, Inc.                                             | Maximus, Inc.                                                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     76265 | NS      | $5592512.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                          | ScanSource, Inc.                                                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     30719 | NS      | $897609.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares, Inc.                                | First Mid Bancshares, Inc.                                          | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25123 | NS      | $805945.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                                   | Powell Industries, Inc.                                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     12211 | NS      | $429582.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                        | AMC Networks, Inc., Class A                                         | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     40781 | NS      | $639038.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                                    | NetScout Systems, Inc.                                              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     85135 | NS      | $2767738.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies, Inc.                                   | SIGA Technologies, Inc.                                             | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63495 | NS      | $467323.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kronos Bio, Inc.                                          | Kronos Bio, Inc.                                                    | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52041 | NS      | $84306.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding, Inc.                                     | Morphic Holding, Inc.                                               | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |     33452 | NS      | $894841.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                             | Glaukos Corp.                                                       | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     56957 | NS      | $2487881.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics, Inc.                                 | Jounce Therapeutics, Inc.                                           | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     47712 | NS      | $52960.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources, Inc.                                 | SilverBow Resources, Inc.                                           | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |     14827 | NS      | $419307.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ardmore Shipping Corp.                                    | Ardmore Shipping Corp.                                              | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |     44728 | NS      | $644530.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                               | American Assets Trust, Inc.                                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63366 | NS      | $1679199.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp, Inc.                                             | ThredUp, Inc., Class A                                              | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |     74937 | NS      | $98167.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oportun Financial Corp.                                   | Oportun Financial Corp.                                             | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     37574 | NS      | $207032.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                                      | Evolent Health, Inc., Class A                                       | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    101423 | NS      | $2847957.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                               | SMART Global Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     64888 | NS      | $965533.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                                | Golden Entertainment, Inc.                                          | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     25722 | NS      | $962002.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp.                                            | Liquidia Corp.                                                      | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58586 | NS      | $373192.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellar Bancorp, Inc.                                     | Stellar Bancorp, Inc.                                               | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     58175 | NS      | $1713835.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com, Inc.                                   | 1-800-Flowers.com, Inc., Class A                                    | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33407 | NS      | $319370.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                                  | Lakeland Financial Corp.                                            | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31487 | NS      | $2297606.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.                      | Cogent Communications Holdings, Inc.                                | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55195 | NS      | $3150530.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree, Inc.                                             | Tiptree, Inc.                                                       | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32864 | NS      | $454837.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust, Inc.                          | Community Healthcare Trust, Inc.                                    | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     30424 | NS      | $1089179.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                                   | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22963 | NS      | $3158790.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                  | Genworth Financial, Inc., Class A                                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    630033 | NS      | $3332874.57   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas, Inc.                                | Northern Oil and Gas, Inc.                                          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     83389 | NS      | $2570048.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Stitch Fix, Inc.                                          | Stitch Fix, Inc., Class A                                           | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    109183 | NS      | $339559.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences, Inc.                                     | IGM Biosciences, Inc.                                               | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |     14714 | NS      | $250285.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Agenus, Inc.                                              | Agenus, Inc.                                                        | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |    384498 | NS      | $922795.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger, Inc.                                             | Traeger, Inc.                                                       | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41969 | NS      | $118352.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.                          | Kulicke & Soffa Industries, Inc.                                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     71239 | NS      | $3153038.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                                           | MarineMax, Inc.                                                     | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     25235 | NS      | $787836.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                                  | Alarm.com Holdings, Inc.                                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     59916 | NS      | $2964643.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp.                                                | Viad Corp.                                                          | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     24051 | NS      | $586603.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                              | Arcosa, Inc.                                                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     60620 | NS      | $3294090.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals, Inc.                            | KalVista Pharmaceuticals, Inc.                                      | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |     35092 | NS      | $237221.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thorne HealthTech, Inc.                                   | Thorne HealthTech, Inc.                                             | CUSIP: 885260109<br>LEI: 549300VD2OYCM2I1IQ17 | Long             | EC               | CORP              | US        |     22524 | NS      | $81762.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                                     | Krystal Biotech, Inc.                                               | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     27372 | NS      | $2168409.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaGen Therapeutics, Inc.                               | VistaGen Therapeutics, Inc.                                         | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276890 | NS      | $28519.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stepan Co.                                                | Stepan Co.                                                          | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     26692 | NS      | $2841630.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lulu's Fashion Lounge Holdings, Inc.                      | Lulu's Fashion Lounge Holdings, Inc.                                | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7785 | NS      | $19540.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AXT, Inc.                                                 | AXT, Inc.                                                           | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |     41203 | NS      | $180469.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software, Inc.                                     | Upland Software, Inc.                                               | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     40008 | NS      | $285257.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics, Inc.                                | Talaris Therapeutics, Inc.                                          | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28574 | NS      | $29145.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerberus Cyber Sentinel Corp.                             | Cerberus Cyber Sentinel Corp.                                       | CUSIP: 15672X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60109 | NS      | $153277.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Blucora, Inc.                                             | Blucora, Inc.                                                       | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     57437 | NS      | $1466366.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                                    | Lancaster Colony Corp.                                              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     24469 | NS      | $4827733.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology, Inc.                                | Rackspace Technology, Inc.                                          | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73899 | NS      | $218002.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alico, Inc.                                               | Alico, Inc.                                                         | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8450 | NS      | $201701.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                                            | Harmonic, Inc.                                                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    111557 | NS      | $1461396.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                           | Oceaneering International, Inc.                                     | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    128337 | NS      | $2244614.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management, Inc.                         | Sculptor Capital Management, Inc.                                   | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |     32923 | NS      | $285113.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                                | Yelp, Inc.                                                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     85289 | NS      | $2331801.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                   | LiveRamp Holdings, Inc.                                             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     84764 | NS      | $1986868.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares, Inc.                           | First Guaranty Bancshares, Inc.                                     | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |      8210 | NS      | $192524.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Argan, Inc.                                               | Argan, Inc.                                                         | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     16941 | NS      | $624784.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.                             | Monte Rosa Therapeutics, Inc.                                       | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38417 | NS      | $292353.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp.                                        | Getty Realty Corp.                                                  | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     53813 | NS      | $1821570.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Lime & Minerals, Inc.                       | United States Lime & Minerals, Inc.                                 | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      2603 | NS      | $366398.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                             | Sterling Infrastructure, Inc.                                       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     34927 | NS      | $1145605.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv, Inc.                                              | Inotiv, Inc.                                                        | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |     23174 | NS      | $114479.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Construction, Inc.                                | Granite Construction, Inc.                                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     54182 | NS      | $1900162.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy, Inc.                                   | Earthstone Energy, Inc., Class A                                    | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     56404 | NS      | $802628.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva, Inc.                                            | Innoviva, Inc.                                                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     81185 | NS      | $1075701.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group, Inc.                  | Silvercrest Asset Management Group, Inc., Class A                   | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13367 | NS      | $250898.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                             | NETGEAR, Inc.                                                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     36332 | NS      | $657972.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.                           | Dime Community Bancshares, Inc.                                     | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41156 | NS      | $1309995.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                                   | United Fire Group, Inc.                                             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25744 | NS      | $704355.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                                  | Relay Therapeutics, Inc.                                            | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107437 | NS      | $1605108.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                                    | Summit Materials, Inc., Class A                                     | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    151550 | NS      | $4302504.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.                           | Armada Hoffler Properties, Inc.                                     | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     88657 | NS      | $1019555.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp, Inc.                                     | Peoples Bancorp, Inc.                                               | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32752 | NS      | $925244.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                                | Village Super Market, Inc., Class A                                 | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |     11321 | NS      | $263666.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                           | Blackbaud, Inc.                                                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     58077 | NS      | $3418412.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics, Inc.                                | Fulcrum Therapeutics, Inc.                                          | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47245 | NS      | $343943.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global, Inc.                                    | Momentive Global, Inc.                                              | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |    167209 | NS      | $1170463.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber, Inc.                                               | Weber, Inc., Class A                                                | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36437 | NS      | $293317.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| S&T Bancorp, Inc.                                         | S&T Bancorp, Inc.                                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47713 | NS      | $1630830.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor, Inc.                                       | GCM Grosvenor, Inc., Class A                                        | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52748 | NS      | $401412.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphatec Holdings, Inc.                                   | Alphatec Holdings, Inc.                                             | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     94030 | NS      | $1161270.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp.                                  | Silvergate Capital Corp., Class A                                   | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |     37740 | NS      | $656676.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                                            | Ingevity Corp.                                                      | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     49025 | NS      | $3453321.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                                  | Perdoceo Education Corp.                                            | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     80694 | NS      | $1121646.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                           | Central Pacific Financial Corp.                                     | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     32457 | NS      | $658227.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp.                                       | Cvent Holding Corp.                                                 | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61731 | NS      | $333347.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IronNet, Inc.                                             | IronNet, Inc.                                                       | CUSIP: 46323Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82108 | NS      | $18884.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mr Cooper Group, Inc.                                     | Mr Cooper Group, Inc.                                               | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     88285 | NS      | $3542877.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp, Inc.                                         | BCB Bancorp, Inc.                                                   | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     19372 | NS      | $348502.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                                         | Forward Air Corp.                                                   | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34496 | NS      | $3618285.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE                                    | Ligand Pharmaceuticals, Inc.                                        | CUSIP: 532CNT029<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7357 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Fathom Digital Manufacturing C                            | Fathom Digital Manufacturing C                                      | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13088 | NS      | $17276.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aemetis, Inc.                                             | Aemetis, Inc.                                                       | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |     33588 | NS      | $133008.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Transphorm, Inc.                                          | Transphorm, Inc.                                                    | CUSIP: 89386L100<br>LEI: 549300P3H6NZD06TZ064 | Long             | EC               | CORP              | US        |     24559 | NS      | $133600.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alta Equipment Group, Inc.                                | Alta Equipment Group, Inc.                                          | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     26661 | NS      | $351658.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                                         | Joint Corp. (The)                                                   | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17642 | NS      | $246635.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                               | Chegg, Inc.                                                         | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    156452 | NS      | $3953542.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings, Inc.                                | LL Flooring Holdings, Inc.                                          | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40219 | NS      | $226030.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group, Inc.                                      | HF Foods Group, Inc.                                                | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |     48544 | NS      | $197088.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WisdomTree, Inc.                                          | WisdomTree, Inc.                                                    | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    163663 | NS      | $891963.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                                         | Shake Shack, Inc., Class A                                          | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     48117 | NS      | $1998299.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                                 | Methode Electronics, Inc.                                           | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     44530 | NS      | $1975796.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy, Inc.                                              | Audacy, Inc.                                                        | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169230 | NS      | $38093.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadstone Net Lease, Inc.                                | Broadstone Net Lease, Inc.                                          | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |    218480 | NS      | $3541560.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                              | Southwest Gas Holdings, Inc.                                        | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84200 | NS      | $5210296.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                             | Summit Hotel Properties, Inc.                                       | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    139097 | NS      | $1004280.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                                   | Veris Residential, Inc.                                             | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110533 | NS      | $1760790.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                             | Sylvamo Corp.                                                       | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     45559 | NS      | $2213711.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                                     | Titan Machinery, Inc.                                               | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     25977 | NS      | $1032066.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings, Inc.                           | Marathon Digital Holdings, Inc.                                     | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    136126 | NS      | $465550.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blink Charging Co.                                        | Blink Charging Co.                                                  | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45948 | NS      | $504049.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NerdWallet, Inc.                                          | NerdWallet, Inc., Class A                                           | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |     32110 | NS      | $308256.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Aluminum Co.                                      | Century Aluminum Co.                                                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     68311 | NS      | $558783.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                                   | Helmerich & Payne, Inc.                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    130138 | NS      | $6450940.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                                 | CTS Corp.                                                           | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     38557 | NS      | $1519916.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinco Ventures, Inc.                                      | Vinco Ventures, Inc.                                                | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235931 | NS      | $109471.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EnerSys                                                   | EnerSys                                                             | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     51519 | NS      | $3804162.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs, Inc.                                          | Blend Labs, Inc., Class A                                           | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237373 | NS      | $341817.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology, Inc.                                  | Sana Biotechnology, Inc.                                            | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114203 | NS      | $451101.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NEOGAMES SA                                               | NEOGAMES SA                                                         | CUSIP: N/A<br>LEI: 222100MZTIQEZS4XY614       | Long             | EC               | CORP              | LU        |     16691 | NS      | $203463.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy, Inc.                                       | MicroStrategy, Inc., Class A                                        | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |     12073 | NS      | $1709174.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fossil Group, Inc.                                        | Fossil Group, Inc.                                                  | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     42366 | NS      | $182597.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings, Inc.                               | Energy Vault Holdings, Inc.                                         | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               | CORP              | US        |    103494 | NS      | $322901.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| iTeos Therapeutics, Inc.                                  | iTeos Therapeutics, Inc.                                            | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30188 | NS      | $589571.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                                | Carpenter Technology Corp.                                          | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     61319 | NS      | $2265123.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zogenix, Inc.                                             | Zogenix, Inc., CVR                                                  | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             |  | CORP              | US        |     75184 | NS      | $75184.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG RE Finance Trust, Inc.                                | TPG RE Finance Trust, Inc.                                          | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88455 | NS      | $600609.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                  | Pathward Financial, Inc.                                            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     36132 | NS      | $1555482.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble, Inc.                                              | Bumble, Inc., Class A                                               | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106584 | NS      | $2243593.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                              | SiTime Corp.                                                        | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20795 | NS      | $2113187.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Babcock & Wilcox Enterprises, Inc.                        | Babcock & Wilcox Enterprises, Inc.                                  | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |     84140 | NS      | $485487.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                                   | Heartland Express, Inc.                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     53885 | NS      | $826595.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus, Inc.                                        | Benefitfocus, Inc.                                                  | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |     27874 | NS      | $291562.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                         | Cambridge Bancorp                                                   | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8766 | NS      | $728103.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen, Inc.                                              | PepGen, Inc.                                                        | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12443 | NS      | $166362.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARK, Inc.                                                | BARK, Inc.                                                          | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99289 | NS      | $147940.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Interstate BancSystem, Inc.                         | First Interstate BancSystem, Inc., Class A                          | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    115366 | NS      | $4458895.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands, Inc.                                     | Lifetime Brands, Inc.                                               | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |     16995 | NS      | $128992.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                                   | Veeco Instruments, Inc.                                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     66765 | NS      | $1240493.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                 | Enova International, Inc.                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     38181 | NS      | $1465004.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury, Inc.                                             | Denbury, Inc.                                                       | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     63295 | NS      | $5507930.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                                      | Park Aerospace Corp.                                                | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     26194 | NS      | $351261.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co.                                            | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     11566 | NS      | $433146.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                   | First Financial Bancorp                                             | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    119598 | NS      | $2897859.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                                         | OSI Systems, Inc.                                                   | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     20090 | NS      | $1597556.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                                   | CommVault Systems, Inc.                                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     55756 | NS      | $3503707.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                       | CVB Financial Corp.                                                 | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166842 | NS      | $4296181.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                      | Blue Foundry Bancorp                                                | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |     33641 | NS      | $432286.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Apellis Pharmaceuticals, Inc.                             | Apellis Pharmaceuticals, Inc.                                       | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |    118219 | NS      | $6113104.49   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                                 | NOW, Inc.                                                           | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    134374 | NS      | $1706549.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings, Inc.                                     | Torrid Holdings, Inc.                                               | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24499 | NS      | $72517.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Curo Group Holdings Corp.                                 | Curo Group Holdings Corp.                                           | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |     28331 | NS      | $100575.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vicor Corp.                                               | Vicor Corp.                                                         | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     26458 | NS      | $1422117.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology, Inc.                              | Nautilus Biotechnology, Inc.                                        | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56589 | NS      | $101860.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group, Inc.                              | Independent Bank Group, Inc.                                        | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44550 | NS      | $2676564.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                                          | Kennametal, Inc.                                                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    102728 | NS      | $2471635.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                            | Sierra Bancorp                                                      | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18826 | NS      | $399864.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                                         | Q2 Holdings, Inc.                                                   | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     71685 | NS      | $1926175.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                                | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     33711 | NS      | $1301918.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                         | Alamo Group, Inc.                                                   | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     12911 | NS      | $1828197.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                                | ASGN, Inc.                                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     61900 | NS      | $5043612.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                                  | Anika Therapeutics, Inc.                                            | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     19348 | NS      | $572700.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                            | Bread Financial Holdings, Inc.                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     41520 | NS      | $1563643.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                     | STAG Industrial, Inc.                                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    225956 | NS      | $7300638.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital, Inc.                                 | BrightSpire Capital, Inc.                                           | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |    120238 | NS      | $749082.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                             | Caleres, Inc.                                                       | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     45737 | NS      | $1019020.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                                       | CTI BioPharma Corp.                                                 | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127531 | NS      | $766461.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Metallurgical Resources, Inc.                       | Alpha Metallurgical Resources, Inc.                                 | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19237 | NS      | $2816104.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy, Inc.                                               | Nerdy, Inc.                                                         | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65877 | NS      | $148223.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gossamer Bio, Inc.                                        | Gossamer Bio, Inc.                                                  | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     83357 | NS      | $180884.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimball International, Inc.                               | Kimball International, Inc., Class B                                | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     48025 | NS      | $312162.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical, Inc.                                  | Vicarious Surgical, Inc.                                            | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65669 | NS      | $132651.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pitney Bowes, Inc.                                        | Pitney Bowes, Inc.                                                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    191189 | NS      | $726518.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics, Inc.                                 | Y-mAbs Therapeutics, Inc.                                           | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50074 | NS      | $244361.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics, Inc.                                 | Denali Therapeutics, Inc.                                           | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |    137378 | NS      | $3820482.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, Inc.                                           | AMERISAFE, Inc.                                                     | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     24520 | NS      | $1274304.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands, Inc.                                         | Solo Brands, Inc., Class A                                          | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29624 | NS      | $110201.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vintage Wine Estates, Inc.                                | Vintage Wine Estates, Inc.                                          | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45632 | NS      | $148760.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands, Inc.                                      | Kontoor Brands, Inc.                                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     68863 | NS      | $2753831.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                               | Phillips Edison & Co., Inc.                                         | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |    145671 | NS      | $4638164.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                              | Simmons First National Corp., Class A                               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    154045 | NS      | $3324291.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                | Patterson-UTI Energy, Inc.                                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    270481 | NS      | $4554900.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                                     | Texas Roadhouse, Inc.                                               | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     84884 | NS      | $7720199.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                  | G-III Apparel Group Ltd.                                            | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     55986 | NS      | $767568.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp, Inc.                                       | Unity Bancorp, Inc.                                                 | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      9490 | NS      | $259361.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings, Inc.                                      | Hippo Holdings, Inc.                                                | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16590 | NS      | $225624.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneCo Ltd.                                              | StoneCo Ltd., Class A                                               | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |    347230 | NS      | $3277851.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenLight Biosciences Holdings PBC                       | GreenLight Biosciences Holdings PBC                                 | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96329 | NS      | $113668.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Icosavax, Inc.                                            | Icosavax, Inc.                                                      | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32152 | NS      | $255286.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chefs' Warehouse, Inc. (The)                              | Chefs' Warehouse, Inc. (The)                                        | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     43755 | NS      | $1456166.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                                          | Hecla Mining Co.                                                    | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    690992 | NS      | $3841915.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport, Inc.                                          | Matterport, Inc.                                                    | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283855 | NS      | $794794.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Weatherford International plc                             | Weatherford International plc                                       | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     88596 | NS      | $4511308.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group, Inc.                                         | Rover Group, Inc.                                                   | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118986 | NS      | $436678.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aadi Bioscience, Inc.                                     | Aadi Bioscience, Inc.                                               | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |     17549 | NS      | $225153.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co.                             | Portland General Electric Co.                                       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    112021 | NS      | $5489029.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Biohaven Ltd.                                             | Biohaven Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     79818 | NS      | $1107873.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Vertex Energy, Inc.                                       | Vertex Energy, Inc.                                                 | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |     69389 | NS      | $430211.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CIRCOR International, Inc.                                | CIRCOR International, Inc.                                          | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     23708 | NS      | $568043.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                                  | NextGen Healthcare, Inc.                                            | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70084 | NS      | $1316177.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                                       | TTEC Holdings, Inc.                                                 | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     24190 | NS      | $1067504.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                                    | Astec Industries, Inc.                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     29297 | NS      | $1191216.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                     | Quaker Chemical Corp.                                               | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     16898 | NS      | $2820276.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                             | ONE Gas, Inc.                                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     67886 | NS      | $5140327.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings, Inc.                                      | Everi Holdings, Inc.                                                | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    110712 | NS      | $1588717.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing, Inc.                                   | Rigetti Computing, Inc.                                             | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39193 | NS      | $28579.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AbCellera Biologics, Inc.                                 | AbCellera Biologics, Inc.                                           | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |    258422 | NS      | $2617814.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimvie, Inc.                                              | Zimvie, Inc.                                                        | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     29357 | NS      | $274194.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                                    | TTM Technologies, Inc.                                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    130038 | NS      | $1960973.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce, Inc.                                              | Kforce, Inc.                                                        | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     24769 | NS      | $1358084.27   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                 | 8x8, Inc.                                                           | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    151305 | NS      | $653637.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Aterian, Inc.                                             | Aterian, Inc.                                                       | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97115 | NS      | $74807.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Eagle Outfitters, Inc.                           | American Eagle Outfitters, Inc.                                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    189909 | NS      | $2651129.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp.                                      | GrowGeneration Corp.                                                | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78304 | NS      | $306951.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Napco Security Technologies, Inc.                         | Napco Security Technologies, Inc.                                   | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     37695 | NS      | $1035858.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic, Inc.                                            | PubMatic, Inc., Class A                                             | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51079 | NS      | $654321.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd.                                 | OneSpaWorld Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |     79662 | NS      | $743246.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp.                                      | Gladstone Land Corp.                                                | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |     41355 | NS      | $758864.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Archrock, Inc.                                            | Archrock, Inc.                                                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    173706 | NS      | $1559879.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                           | Atlantic Union Bankshares Corp.                                     | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96105 | NS      | $3377129.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                              | Sprouts Farmers Market, Inc.                                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    135045 | NS      | $4371406.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings, Inc.                                  | eXp World Holdings, Inc.                                            | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     84712 | NS      | $938608.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BancFirst Corp.                                           | BancFirst Corp.                                                     | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     24360 | NS      | $2148064.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare, Inc.                                           | Sharecare, Inc.                                                     | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    376280 | NS      | $602048.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cheesecake Factory, Inc. (The)                            | Cheesecake Factory, Inc. (The)                                      | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     63175 | NS      | $2003279.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MeridianLink, Inc.                                        | MeridianLink, Inc.                                                  | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30153 | NS      | $414000.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ, Inc.                                                 | AZZ, Inc.                                                           | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     29289 | NS      | $1177417.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.                              | NGM Biopharmaceuticals, Inc.                                        | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     52865 | NS      | $265382.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                                           | Green Dot Corp., Class A                                            | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63387 | NS      | $1002782.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                                        | Tutor Perini Corp.                                                  | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     46280 | NS      | $349414.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics, Inc.                                | Foghorn Therapeutics, Inc.                                          | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28310 | NS      | $180617.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Piedmont Lithium, Inc.                                    | Piedmont Lithium, Inc.                                              | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |     22280 | NS      | $980765.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo, Inc.                                               | Vimeo, Inc.                                                         | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    183696 | NS      | $630077.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar, Inc.                                      | Velodyne Lidar, Inc.                                                | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |    246548 | NS      | $182125.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bioxcel Therapeutics, Inc.                                | Bioxcel Therapeutics, Inc.                                          | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |     25779 | NS      | $553732.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tupperware Brands Corp.                                   | Tupperware Brands Corp.                                             | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     56062 | NS      | $232096.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp.                                   | Arbutus Biopharma Corp.                                             | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |    145568 | NS      | $339173.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chinook Therapeutics, Inc.                                | Chinook Therapeutics, Inc.                                          | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     63988 | NS      | $1676485.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                       | Donnelley Financial Solutions, Inc.                                 | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     31090 | NS      | $1201628.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings, Inc.                                | BigCommerce Holdings, Inc., Series 1                                | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |     82289 | NS      | $719205.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp.                                   | Snap One Holdings Corp.                                             | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |     23676 | NS      | $175439.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp.                                             | Vericel Corp.                                                       | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     60547 | NS      | $1594807.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International, Inc.                             | MoneyGram International, Inc.                                       | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |    120335 | NS      | $1310448.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta, Inc.                                              | Nkarta, Inc.                                                        | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41956 | NS      | $251316.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OneWater Marine, Inc.                                     | OneWater Marine, Inc., Class A                                      | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14466 | NS      | $413727.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lovesac Co. (The)                                         | Lovesac Co. (The)                                                   | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15294 | NS      | $336620.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                   | Civitas Resources, Inc.                                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     93321 | NS      | $5406085.53   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp, Inc.                                         | FVCBankcorp, Inc.                                                   | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |     16105 | NS      | $307122.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                                      | Liberty Energy, Inc., Class A                                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178093 | NS      | $2851268.93   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings, Inc.                       | Lindblad Expeditions Holdings, Inc.                                 | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |     41743 | NS      | $321421.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Stock Yards Bancorp, Inc.                                 | Stock Yards Bancorp, Inc.                                           | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     35568 | NS      | $2311208.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co.                               | Preformed Line Products Co.                                         | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      3208 | NS      | $267194.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation, Inc.                                       | Joby Aviation, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    322263 | NS      | $1079581.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Malibu Boats, Inc.                                        | Malibu Boats, Inc., Class A                                         | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26134 | NS      | $1392942.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.                        | Harmony Biosciences Holdings, Inc.                                  | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33642 | NS      | $1853674.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds, Inc.                                            | Allbirds, Inc., Class A                                             | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132446 | NS      | $320519.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Mortgage Capital, Inc.                            | Invesco Mortgage Capital, Inc.                                      | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     41761 | NS      | $531617.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunnova Energy International, Inc.                        | Sunnova Energy International, Inc.                                  | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |    127400 | NS      | $2294474.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners, Inc.                                | Green Brick Partners, Inc.                                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     33815 | NS      | $819337.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering, Inc.                                  | Altair Engineering, Inc., Class A                                   | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |     66690 | NS      | $3032394.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix, Inc.                                  | Ocular Therapeutix, Inc.                                            | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |    101935 | NS      | $286437.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial, Inc.                                       | HBT Financial, Inc.                                                 | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |     13026 | NS      | $254918.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                              | Select Energy Services, Inc., Class A                               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     96254 | NS      | $889386.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca, Inc.                                              | Erasca, Inc.                                                        | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84996 | NS      | $366332.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp.                            | Quanex Building Products Corp.                                      | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     40717 | NS      | $964178.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos., Inc.                              | Haverty Furniture Cos., Inc.                                        | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     18918 | NS      | $565648.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                             | Progyny, Inc.                                                       | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93708 | NS      | $2919004.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                               | Emergent BioSolutions, Inc.                                         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     64609 | NS      | $763032.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp.                                            | Rallybio Corp.                                                      | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20467 | NS      | $134468.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ribbon Communications, Inc.                               | Ribbon Communications, Inc.                                         | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     97891 | NS      | $273115.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions, Inc.                                 | Advantage Solutions, Inc.                                           | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105877 | NS      | $220224.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                              | Rambus, Inc.                                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    138080 | NS      | $4946025.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics, Inc.                                | Aclaris Therapeutics, Inc.                                          | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     80812 | NS      | $1272789.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                                         | LendingTree, Inc.                                                   | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     14227 | NS      | $303461.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                                   | FARO Technologies, Inc.                                             | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     24385 | NS      | $717162.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.                        | Provident Financial Services, Inc.                                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     93825 | NS      | $2004102.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia, Inc.                                            | Phreesia, Inc.                                                      | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     63016 | NS      | $2039197.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AdTheorent Holding Co., Inc.                              | AdTheorent Holding Co., Inc.                                        | CUSIP: 00739D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20784 | NS      | $34501.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Equity Investment Life Holding Co.               | American Equity Investment Life Holding Co.                         | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     90402 | NS      | $4124139.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals, Inc.                              | Inovio Pharmaceuticals, Inc.                                        | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |    302929 | NS      | $472569.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xponential Fitness, Inc.                                  | Xponential Fitness, Inc., Class A                                   | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23893 | NS      | $547866.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                    | EnPro Industries, Inc.                                              | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     26709 | NS      | $2903001.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands, Inc.                                  | Whole Earth Brands, Inc.                                            | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54091 | NS      | $220150.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                           | PRA Group, Inc.                                                     | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     47420 | NS      | $1601847.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                               | Unifi, Inc.                                                         | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |     18714 | NS      | $161127.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision, Inc.                                         | MicroVision, Inc.                                                   | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |    218588 | NS      | $513681.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ACM Research, Inc.                                        | ACM Research, Inc., Class A                                         | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     64631 | NS      | $498305.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                                   | Expro Group Holdings NV                                             | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |     99473 | NS      | $1803445.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio, Inc.                                          | IVERIC bio, Inc.                                                    | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |    169846 | NS      | $3636402.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group, Inc.                                       | Willdan Group, Inc.                                                 | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |     15865 | NS      | $283190.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                               | Ennis, Inc.                                                         | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28794 | NS      | $638075.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                              | Avient Corp.                                                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    113847 | NS      | $3843474.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus, Inc.                                            | Momentus, Inc.                                                      | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64911 | NS      | $50624.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tellurian, Inc.                                           | Tellurian, Inc.                                                     | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |    621733 | NS      | $1044511.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil States International, Inc.                            | Oil States International, Inc.                                      | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     81404 | NS      | $607273.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group, Inc.                                   | TransMedics Group, Inc.                                             | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37413 | NS      | $2309130.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                           | Dorian LPG Ltd.                                                     | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     39407 | NS      | $746762.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                   | Valley National Bancorp                                             | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    545774 | NS      | $6172703.94   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings, Inc.                              | Camping World Holdings, Inc., Class A                               | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |     49386 | NS      | $1102295.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Gibraltar Industries, Inc.                                | Gibraltar Industries, Inc.                                          | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40751 | NS      | $1869655.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                           | MaxLinear, Inc.                                                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     93335 | NS      | $3168723.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                             | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |  11957861 | PA      | $11957861.37  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barnes Group, Inc.                                        | Barnes Group, Inc.                                                  | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     60544 | NS      | $2473222.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                        | Buckle, Inc. (The)                                                  | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     38755 | NS      | $1757539.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical, Inc.                                      | Outset Medical, Inc.                                                | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61507 | NS      | $1588110.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able, Inc.                                              | N-able, Inc.                                                        | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87487 | NS      | $899366.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                         | RLJ Lodging Trust                                                   | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206732 | NS      | $2189291.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal, Inc.                                       | Desktop Metal, Inc., Class A                                        | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |    339264 | NS      | $461399.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ProFrac Holding Corp.                                     | ProFrac Holding Corp., Class A                                      | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29543 | NS      | $744483.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SOCIETE GENERALE                                          | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | FR        |   2979446 | PA      | $2979445.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Home BancShares, Inc.                                     | Home BancShares, Inc.                                               | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240578 | NS      | $5482772.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services, Inc.                                   | Carriage Services, Inc.                                             | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14623 | NS      | $402717.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp, Inc.                                  | Enterprise Bancorp, Inc.                                            | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11976 | NS      | $422752.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly, Inc.                                              | Fastly, Inc., Class A                                               | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |    143171 | NS      | $1172570.49   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp.                                               | Chase Corp.                                                         | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8748 | NS      | $754602.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida, Inc.                                             | Tricida, Inc.                                                       | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |     47170 | NS      | $7212.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Group, Inc.                                        | StoneX Group, Inc.                                                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     22228 | NS      | $2118328.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN, Inc.                                               | JOANN, Inc.                                                         | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16795 | NS      | $47865.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Instil Bio, Inc.                                          | Instil Bio, Inc.                                                    | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89280 | NS      | $56246.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                              | South Plains Financial, Inc.                                        | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     11235 | NS      | $309299.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric, Inc.                                    | Ivanhoe Electric, Inc.                                              | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18312 | NS      | $222490.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Boxed, Inc.                                               | Boxed, Inc.                                                         | CUSIP: 103174108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14982 | NS      | $2919.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alkami Technology, Inc.                                   | Alkami Technology, Inc.                                             | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46019 | NS      | $671417.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Metropolitan Bank Holding Corp.                           | Metropolitan Bank Holding Corp.                                     | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13229 | NS      | $776145.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                         | EMCOR Group, Inc.                                                   | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     59629 | NS      | $8831651.19   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130453 | NS      | $2425121.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                 | V2X, Inc.                                                           | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15226 | NS      | $628681.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                  | Energizer Holdings, Inc.                                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     83602 | NS      | $2804847.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                              | Cutera, Inc.                                                        | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     21291 | NS      | $941488.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tyra Biosciences, Inc.                                    | Tyra Biosciences, Inc.                                              | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16300 | NS      | $123880.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Bancorp, Inc.                                        | Home Bancorp, Inc.                                                  | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10031 | NS      | $401540.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                             | Pediatrix Medical Group, Inc.                                       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102404 | NS      | $1521723.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                                      | Thryv Holdings, Inc.                                                | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32608 | NS      | $619552.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic, Inc.                                        | ContextLogic, Inc., Class A                                         | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |    769451 | NS      | $375261.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arch Resources, Inc.                                      | Arch Resources, Inc.                                                | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |     18977 | NS      | $2709725.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                                        | Movado Group, Inc.                                                  | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     20609 | NS      | $664640.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                    | Dycom Industries, Inc.                                              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     36237 | NS      | $3391783.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                        | SITE Centers Corp.                                                  | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    242926 | NS      | $3318369.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                                     | Andersons, Inc. (The)                                               | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     41104 | NS      | $1438228.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp.                                        | SWK Holdings Corp.                                                  | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4613 | NS      | $81373.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     37763 | NS      | $1070203.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Party City Holdco, Inc.                                   | Party City Holdco, Inc.                                             | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |    148169 | NS      | $54155.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynavax Technologies Corp.                                | Dynavax Technologies Corp.                                          | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    151840 | NS      | $1615577.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group, Inc.                                          | PLBY Group, Inc.                                                    | CUSIP: 728RGT010<br>LEI: N/A                  | Long             |  | CORP              | US        |     38637 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                 | Kratos Defense & Security Solutions, Inc.                           | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    158574 | NS      | $1636483.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group, Inc.                                        | MiMedx Group, Inc.                                                  | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145090 | NS      | $403350.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics, Inc.                                 | Tenaya Therapeutics, Inc.                                           | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38019 | NS      | $76418.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alkermes plc                                              | Alkermes plc                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    205571 | NS      | $5371570.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.                      | Compass Minerals International, Inc.                                | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     41795 | NS      | $1713595.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                                       | AngioDynamics, Inc.                                                 | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     49205 | NS      | $677552.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                            | Veracyte, Inc.                                                      | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     91936 | NS      | $2181641.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                                        | Piper Sandler Cos.                                                  | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     21527 | NS      | $2802600.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell, Inc.                                            | Stagwell, Inc.                                                      | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |    100212 | NS      | $622316.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ranpak Holdings Corp.                                     | Ranpak Holdings Corp.                                               | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |     44714 | NS      | $257999.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Holdings Co.                                       | Graham Holdings Co., Class B                                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      4771 | NS      | $2882685.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                              | Valaris Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     76782 | NS      | $5191998.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp. plc                                           | Noble Corp. plc                                                     | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |    106455 | NS      | $4014418.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                            | LCI Industries                                                      | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     31881 | NS      | $2947398.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings, Inc.                           | Concrete Pumping Holdings, Inc.                                     | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33685 | NS      | $197057.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust, Inc.                           | Ashford Hospitality Trust, Inc.                                     | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44230 | NS      | $197708.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Olo, Inc.                                                 | Olo, Inc., Class A                                                  | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115383 | NS      | $721143.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bulk Shipping, Inc.                                 | Eagle Bulk Shipping, Inc.                                           | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |     17220 | NS      | $859966.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PetIQ, Inc.                                               | PetIQ, Inc.                                                         | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |     35786 | NS      | $329946.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance, Inc.                | Chicago Atlantic Real Estate Finance, Inc.                          | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7968 | NS      | $120077.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.                                | Anavex Life Sciences Corp.                                          | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |     89859 | NS      | $832094.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Treace Medical Concepts, Inc.                             | Treace Medical Concepts, Inc.                                       | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42790 | NS      | $983742.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                                        | ProAssurance Corp.                                                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     69181 | NS      | $1208592.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                              | Iridium Communications, Inc.                                        | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    157837 | NS      | $8112821.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                      | SunCoke Energy, Inc.                                                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    111796 | NS      | $964799.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork, Inc.                                              | Upwork, Inc.                                                        | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    153841 | NS      | $1606100.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                                   | American Vanguard Corp.                                             | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     35542 | NS      | $771616.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands, Inc.                                        | Rocky Brands, Inc.                                                  | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      6208 | NS      | $146632.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International, Inc.                                 | CompX International, Inc.                                           | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $47844.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                                      | CareTrust REIT, Inc.                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    123916 | NS      | $2302359.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                               | Cabot Corp.                                                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     69885 | NS      | $4671113.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                             | Embecta Corp.                                                       | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     74684 | NS      | $1888758.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures, Inc.                                    | Loyalty Ventures, Inc.                                              | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |     30236 | NS      | $72868.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kaleyra, Inc.                                             | Kaleyra, Inc.                                                       | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               | CORP              | US        |     63614 | NS      | $48034.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Casa Systems, Inc.                                        | Casa Systems, Inc.                                                  | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |     52655 | NS      | $143748.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc.           | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109955 | NS      | $3186495.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                                | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    102112 | NS      | $4491906.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                          | BankUnited, Inc.                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     97413 | NS      | $3309119.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive, Inc.                             | Rush Street Interactive, Inc.                                       | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81871 | NS      | $293916.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                                 | BrightView Holdings, Inc.                                           | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     56983 | NS      | $392612.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                     | Applied Industrial Technologies, Inc.                               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     47963 | NS      | $6044776.89   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                       | Owens & Minor, Inc.                                                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     91419 | NS      | $1785413.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp.                                              | iRobot Corp.                                                        | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     34444 | NS      | $1657789.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeStreet, Inc.                                          | HomeStreet, Inc.                                                    | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22850 | NS      | $630203.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp.                                     | Marine Products Corp.                                               | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12209 | NS      | $143699.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth, Inc.                                             | eHealth, Inc.                                                       | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |     33108 | NS      | $160242.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                         | Hillenbrand, Inc.                                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     86928 | NS      | $3709217.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                            | Plymouth Industrial REIT, Inc.                                      | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46358 | NS      | $889146.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp.                                    | Cambium Networks Corp.                                              | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | KY        |     16452 | NS      | $356514.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                      | Sportsman's Warehouse Holdings, Inc.                                | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     58978 | NS      | $554982.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma, Inc.                                      | Albireo Pharma, Inc.                                                | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |     22620 | NS      | $488818.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Verve Therapeutics, Inc.                                  | Verve Therapeutics, Inc.                                            | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57628 | NS      | $1115101.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MillerKnoll, Inc.                                         | MillerKnoll, Inc.                                                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     93338 | NS      | $1961031.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx, Inc.                                                | EQRx, Inc.                                                          | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242923 | NS      | $597590.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer