# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-23-010273
**Filing Date:** 2023-2
**Character Count:** 257916
**Document Hash:** a24b31def04788763775adaebecf9192
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-010273.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-010273

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476
- **IRS NUMBER:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 23670706

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower S&P Small Cap 600 Index Fund (Series ID: S000023741)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069818 | Investor Class      | MXISX           |
| C000095778 | Class L             | MXNSX           |
| C000155767 | Institutional Class | MXERX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower S&P Small Cap 600 Index Fund

- **b. EDGAR series identifier (if any):** S000023741

- **c. LEI of Series:** OCDGEEE6P7SF7YX05Z97

**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:** $852407314.02

**Total Liabilities:** $405512.03

**Net Assets:** $852001801.99

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069818 | 12.34%               | 4.10%                | -6.67%               |
| Class ID C000095778 | 12.23%               | 4.07%                | -6.75%               |
| Class ID C000155767 | 12.28%               | 4.08%                | -6.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $39733229.40             | $101116621.14                              |
| Month 2  | $39814214.86             | $37571847.17                               |
| Month 3  | $52191256.36             | $-80071937.51                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Institutional Preffered Money Market Funds | Dreyfus Institutional Preffered Money Market Funds PFD GOVT PLUS SL | CUSIP: 26200T885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    719000 | PA      | $719000.00    | 0.08%             | 2023-01-02      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC REPO                  | CITIGROUP GLOBAL MARKETS INC REPO SLRPD 4.300% 01/03/2023           | CUSIP: 744900241<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |     45842 | PA      | $45842.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL REPO                              | BANK OF MONTREAL REPO SLRPD 4.300% 01/03/2023                       | CUSIP: 744900243<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |   2993203 | PA      | $2993203.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB REPO                           | CREDIT AGRICOLE CIB REPO SLRPD 4.300% 01/03/2023                    | CUSIP: 744900242<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | RA               | CORP              | US        |   2857146 | PA      | $2857146.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC REPO.                          | BOFA SECURITIES INC REPO. SLRPD 4.300% 01/03/2023                   | CUSIP: 744900250<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   2993203 | PA      | $2993203.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC REPO                   | RBC DOMINION SECURITIES INC REPO SLRPD 4.300% 01/03/2023            | CUSIP: 744900253<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   2993203 | PA      | $2993203.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                         | CME E-MINI RUSSELL 2000 INDEX                                       | CUSIP: 0001RTYH3<br>LEI: N/A                  | Long             | DE               | CORP              | US        |       122 | NC      | $91356.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                | ADTRAN Holdings Inc COM                                             | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     67896 | NS      | $1275765.84   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| California Water Service Group                     | California Water Service Group COM                                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     53030 | NS      | $3215739.20   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Artivion Inc                                       | Artivion Inc COM                                                    | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     39057 | NS      | $473370.84    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                             | Dine Brands Global Inc COM                                          | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     15123 | NS      | $976945.80    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                            | Employers Holdings Inc. COM STK USD0.01                             | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26117 | NS      | $1126426.21   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                               | Global Net Lease Inc COM NEW                                        | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    100165 | NS      | $1259074.05   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ATI Inc                                            | ATI Inc COM                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    125239 | NS      | $3739636.54   | 0.44%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                  | Brightsphere Investment Group Inc COM                               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     31233 | NS      | $642775.14    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                      | Amphastar Pharmaceuticals Inc COM                                   | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     36043 | NS      | $1009924.86   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ATN International Inc.                             | ATN International Inc. COM                                          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     10329 | NS      | $468006.99    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc                    | Academy Sports and Outdoors Inc COM                                 | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77162 | NS      | $4054091.48   | 0.48%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                     | Ameris Bancorp COM                                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     62695 | NS      | $2955442.31   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                              | Arlo Technologies Inc COM                                           | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     81834 | NS      | $287237.33    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Advansix Inc                                       | Advansix Inc COM                                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     26987 | NS      | $1026045.74   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                            | Enerpac Tool Group Corp CL A COM                                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     54751 | NS      | $1393412.95   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                              | Extreme Networks Inc. COM                                           | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    127033 | NS      | $2325974.23   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Angiodynamics Inc                                  | Angiodynamics Inc COM                                               | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     37260 | NS      | $513070.20    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cohu Inc                                           | Cohu Inc COM                                                        | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     46160 | NS      | $1479428.00   | 0.17%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Banner Corp                                        | Banner Corp COM NEW                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33398 | NS      | $2110753.60   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                              | Cara Therapeutics Inc COM                                           | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     42625 | NS      | $457792.50    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                           | Golden Entertainment Inc COM                                        | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     21016 | NS      | $785998.40    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                               | Laredo Petroleum Inc COM                                            | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     15870 | NS      | $816035.40    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Centerspace                                        | Centerspace COM                                                     | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     14245 | NS      | $835754.15    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                 | Deluxe Corporation COM                                              | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     38847 | NS      | $659622.06    | 0.08%             | N/A             | Fixed         | 1.48%                 | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                       | National Vision Holdings Inc COM                                    | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     76158 | NS      | $2951884.08   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                 | Olympic Steel Inc. COM                                              | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      8772 | NS      | $294563.76    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                   | Boise Cascade Co COM                                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     38296 | NS      | $2629786.32   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                 | Calavo Growers Inc COM                                              | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17053 | NS      | $501358.20    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                  | Eagle Bancorp Inc COM                                               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     30634 | NS      | $1350040.38   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Heritage Financial                                 | Heritage Financial COM                                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34302 | NS      | $1051013.28   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enhabit Inc                                        | Enhabit Inc COM                                                     | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47885 | NS      | $630166.60    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Bancorp Puerto Rico                          | First Bancorp Puerto Rico COM USD1                                  | CUSIP: 318672706<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | PR        |    178981 | NS      | $2276638.32   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc.                          | OraSure Technologies Inc. COM                                       | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     66377 | NS      | $319937.14    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                  | Owens & Minor Inc COM                                               | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     73797 | NS      | $1441255.41   | 0.17%             | N/A             | Fixed         | 0.44%                 | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                               | Hilltop Holdings Inc COM                                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     44316 | NS      | $1329923.16   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust              | Industrial Logistics Properties Trust COM SHS BEN INT               | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     56614 | NS      | $185127.78    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                           | Hersha Hospitality Trust PR SHS BEN INT                             | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     30171 | NS      | $257056.92    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc                | Innovative Industrial Propertes Inc COM USD0.001                    | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     27196 | NS      | $2756314.60   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                            | Oxford Industries, Inc. COM                                         | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     14404 | NS      | $1342164.72   | 0.16%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| Park National Corp                                 | Park National Corp COM                                              | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     14008 | NS      | $1971626.00   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Forrester Research Inc.                            | Forrester Research Inc. COM                                         | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     10504 | NS      | $375623.04    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Forward Air Corp.                                  | Forward Air Corp. COM USD0.01                                       | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25572 | NS      | $2682247.08   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                | Ligand Pharmaceuticals Incorporated COM NEW                         | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     15647 | NS      | $1045219.60   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Movado Group Inc                                   | Movado Group Inc COM                                                | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     15595 | NS      | $502938.75    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| H B Fuller Company                                 | H B Fuller Company COM                                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     51591 | NS      | $3694947.42   | 0.43%             | N/A             | Fixed         | 0.46%                 | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                 | Helix Energy Solutions Group, Inc. COM                              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    137921 | NS      | $1017856.98   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                             | Powell Industries Inc. COM                                          | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      9136 | NS      | $321404.48    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pricesmart Inc                                     | Pricesmart Inc COM                                                  | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     24175 | NS      | $1469356.50   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                      | Catalyst Pharmaceuticals Inc. COM                                   | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     92412 | NS      | $1718863.20   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                    | Clearfield Inc. COM                                                 | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     11189 | NS      | $1053332.46   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                               | Jack in the Box Inc. COM STK USD0.01                                | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     20426 | NS      | $1393665.98   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                             | Marcus & Millichap Inc COM                                          | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     24295 | NS      | $836962.75    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                     | Office Properties Income Trust COM SHS BEN INT                      | CUSIP: 67623C109<br>LEI: 529900A38AW14ELBTL34 | Long             | EC               | CORP              | US        |     43211 | NS      | $576866.85    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rambus Inc.                                        | Rambus Inc. COM                                                     | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    104012 | NS      | $3725709.84   | 0.44%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Madden(Steven)Ltd.                                 | Madden(Steven)Ltd. COM                                              | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     71002 | NS      | $2269223.92   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                 | Outfront Media Inc COM                                              | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    141380 | NS      | $2344080.40   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Progress Software Corp.                            | Progress Software Corp. COM                                         | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     41486 | NS      | $2092968.70   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                    | S&T Bancorp Inc COM                                                 | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37690 | NS      | $1288244.20   | 0.15%             | N/A             | Fixed         | 1.08%                 | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                            | US Physical Therapy Inc COM                                         | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     12209 | NS      | $989295.27    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                                  | Inter Parfums Inc COM                                               | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17278 | NS      | $1667672.56   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                           | Lakeland Financial Corp. COM                                        | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24474 | NS      | $1785867.78   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Safehold Inc                                       | Safehold Inc COM                                                    | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     23704 | NS      | $678408.48    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| ServisFirst Bancshares, Inc.                       | ServisFirst Bancshares, Inc. COM                                    | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47192 | NS      | $3252000.72   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SJW Group                                          | SJW Group COM                                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25755 | NS      | $2091048.45   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                            | Alexander & Baldwin Inc COM                                         | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70208 | NS      | $1314995.84   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                      | Asbury Automotive Group, Inc. COM USD0.01                           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     21418 | NS      | $3839176.50   | 0.45%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                                | Middlesex Water Co. COM                                             | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17068 | NS      | $1342739.56   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                   | MillerKnoll Inc. COM                                                | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     73150 | NS      | $1536881.50   | 0.18%             | N/A             | Fixed         | 0.29%                 | No            |                  1 | On Loan: No      |
| Simulations Plus Inc.                              | Simulations Plus Inc. COM                                           | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15312 | NS      | $559959.84    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                | Stellar Bancorp Inc COM                                             | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     42750 | NS      | $1259415.01   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                 | Avanos Medical Inc COM                                              | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     44762 | NS      | $1211259.72   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| B. Riley Financial Inc                             | B. Riley Financial Inc COM                                          | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14891 | NS      | $509272.20    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                             | US Silica Holdings Inc COM USD0.01                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     69700 | NS      | $871250.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United Fire Group Inc                              | United Fire Group Inc COM                                           | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21295 | NS      | $582631.20    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                  | Bristow Group Inc COM                                               | CUSIP: 11040G103<br>LEI: 5OR64DV4VUQ8NW3R8C06 | Long             | EC               | CORP              | US        |     23083 | NS      | $626241.79    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc.                          | Corcept Therapeutics Inc. COM                                       | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     92289 | NS      | $1874389.59   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vista Ootdoor Inc                                  | Vista Ootdoor Inc COM                                               | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     54526 | NS      | $1328798.62   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Zynex Inc                                          | Zynex Inc COM                                                       | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20185 | NS      | $280773.35    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Guess Inc                                          | Guess Inc COM                                                       | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     29945 | NS      | $619562.05    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Marinemax Inc                                      | Marinemax Inc COM STK USD0.001                                      | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     20721 | NS      | $646909.62    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                         | Minerals Technologies Inc. COM                                      | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     31528 | NS      | $1914380.16   | 0.22%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                               | Palomar Holdings Inc COM                                            | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     24259 | NS      | $1095536.44   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MasterBrand Inc                                    | MasterBrand Inc COMMON STOCK                                        | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    125340 | NS      | $946317.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                         | Merit Medical Systems Inc. COM NPV                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     55082 | NS      | $3889890.84   | 0.46%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Methode Electronics Inc.                           | Methode Electronics Inc. COM                                        | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     35703 | NS      | $1584142.11   | 0.19%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.                  | Shenandoah Telecommunications Co. COM                               | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     48060 | NS      | $763192.80    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                         | Par Pacific Holdings, Inc. COM NEW                                  | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     53416 | NS      | $1241922.00   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rogers Corp                                        | Rogers Corp COM                                                     | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     18347 | NS      | $2189530.98   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Timkensteel Corporation                            | Timkensteel Corporation COM                                         | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     39322 | NS      | $714480.74    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                       | Two Harbors Investment Corp. COM                                    | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     83121 | NS      | $1310818.21   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Shutterstock Inc                                   | Shutterstock Inc COM                                                | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     22735 | NS      | $1198589.20   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                   | StoneX Group Inc COM                                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     16659 | NS      | $1587602.70   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                          | Winnebago Industries Inc. COM                                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     29446 | NS      | $1551804.20   | 0.18%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                         | Wolverine World Wide, Inc. COM                                      | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     74808 | NS      | $817651.44    | 0.10%             | N/A             | Fixed         | 0.26%                 | No            |                  1 | On Loan: No      |
| ModivCare Inc                                      | ModivCare Inc COM                                                   | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     12497 | NS      | $1121355.81   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| National Beverage Corp.                            | National Beverage Corp. COM                                         | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     22980 | NS      | $1069259.40   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Stride Inc                                         | Stride Inc COM                                                      | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     39307 | NS      | $1229522.96   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Xperi Inc.                                         | Xperi Inc. COMMON STOCK                                             | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40129 | NS      | $345510.69    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                       | World Acceptance Corporation COM                                    | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      2684 | NS      | $176982.96    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                           | World Fuel Services Corp COM                                        | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     60233 | NS      | $1646167.89   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc.        | American Axle & Manufacturing Holdings Inc. COM                     | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111394 | NS      | $871101.08    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Netgear Inc                                        | Netgear Inc COM USD0.001                                            | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     26896 | NS      | $487086.56    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                  | Northwest Natural Holding Company COM                               | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33966 | NS      | $1616441.94   | 0.19%             | N/A             | Fixed         | 1.30%                 | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.        | Apollo Commercial Real Estate Finance, Inc. COM                     | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    124524 | NS      | $1339878.24   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                             | Boot Barn Holdings Inc COM                                          | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     29092 | NS      | $1818831.84   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Century Aluminum Company                           | Century Aluminum Company COM USD0.01                                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     48168 | NS      | $394014.24    | 0.05%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                     | Dime Community Bancshares Inc. COM                                  | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31670 | NS      | $1008056.10   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                               | Cal-Maine Foods Inc. COM NEW                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     36538 | NS      | $1989494.10   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                             | Cinemark Holdings Inc. COM                                          | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    101563 | NS      | $879535.58    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Consol Energy Inc New                              | Consol Energy Inc New COM                                           | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     31445 | NS      | $2043925.00   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| 8X8 Inc New                                        | 8X8 Inc New COM USD0.001                                            | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    108347 | NS      | $468059.04    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Formfactor Inc                                     | Formfactor Inc COM USD0.001                                         | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     74537 | NS      | $1656957.51   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                | Mr Cooper Group Inc COM                                             | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     68114 | NS      | $2733414.82   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Archrock Inc                                       | Archrock Inc COM                                                    | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    127876 | NS      | $1148326.48   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                    | B&G Foods, Inc. COM                                                 | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     67863 | NS      | $756672.45    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Chatham Lodging Trust                              | Chatham Lodging Trust COM                                           | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47010 | NS      | $576812.70    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                            | Coherus Biosciences Inc COM                                         | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     62379 | NS      | $494041.68    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                           | Allegiant Travel Company COM USD0.001                               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     14921 | NS      | $1014478.79   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Apollo Medical                                     | Apollo Medical COM NEW                                              | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     38810 | NS      | $1148387.90   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                               | Payoneer Global Inc. COM                                            | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191368 | NS      | $1046782.96   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Preferred Bank                                     | Preferred Bank COM NEW                                              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     13010 | NS      | $970806.20    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                        | Brinker International, Inc. COM                                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     42839 | NS      | $1366992.49   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Community Bank System Inc                          | Community Bank System Inc COM                                       | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     51989 | NS      | $3272707.55   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                    | Telephone and Data Systems Inc. COM NEW                             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95143 | NS      | $998050.07    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Embecta Corp.                                      | Embecta Corp. COMMON STOCK                                          | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     55414 | NS      | $1401420.06   | 0.16%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                                | First Hawaiian Inc. COM                                             | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    123180 | NS      | $3207607.20   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Progenics Pharmaceuticals Inc                      | Progenics Pharmaceuticals Inc SHS                                   | CUSIP: 743CVR037<br>LEI: 5299005B0KKBVJ0B2156 | Long             | EC               | CORP              | US        |    103465 | NS      | $0.01         | 0.00%             | N/A             | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Rent-A-Center, Inc.                                | Rent-A-Center, Inc. COM USD0.01                                     | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     48249 | NS      | $1088014.95   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                  | Getty Realty Corp COM                                               | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     41277 | NS      | $1397226.45   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                              | Hanmi Financial Corp. COM USD0.001                                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     29390 | NS      | $727402.50    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Skywest Inc                                        | Skywest Inc COM                                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     49022 | NS      | $809353.22    | 0.09%             | N/A             | Fixed         | 0.12%                 | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                        | South Jersey Industries Inc COM                                     | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    118511 | NS      | $4210695.83   | 0.49%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                     | American Eagle Outfitters Inc. COM USD0.01                          | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    168595 | NS      | $2353586.20   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Interface, Inc.                                    | Interface, Inc. COM                                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     54994 | NS      | $542790.78    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                 | InterDigital, Inc. COM                                              | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |     28774 | NS      | $1423737.52   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                      | Standard Motor Products, Inc. COM                                   | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     17850 | NS      | $621180.00    | 0.07%             | N/A             | Fixed         | 0.36%                 | No            |                  1 | On Loan: No      |
| Standex International Corp                         | Standex International Corp COM                                      | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     11464 | NS      | $1174028.24   | 0.14%             | N/A             | Fixed         | 0.84%                 | No            |                  1 | On Loan: No      |
| ITeos Therapeutics Inc.                            | ITeos Therapeutics Inc. COM                                         | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24493 | NS      | $478348.29    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Liquidity Services Inc.                            | Liquidity Services Inc. COM                                         | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     25189 | NS      | $354157.34    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Stepan Co                                          | Stepan Co COM                                                       | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     20307 | NS      | $2161883.22   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation           | Stewart Information Services Corporation COM                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     26155 | NS      | $1117603.15   | 0.13%             | N/A             | Fixed         | 0.46%                 | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company    | American Equity Investment Life Holding Company COM USD1            | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     67120 | NS      | $3062014.40   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Conmed Corporation                                 | Conmed Corporation COM                                              | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     29392 | NS      | $2605306.88   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Liveramp Holdings Inc                              | Liveramp Holdings Inc COM                                           | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |     64746 | NS      | $1517646.24   | 0.18%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                        | Pediatrix Medical Group Inc COM                                     | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79119 | NS      | $1175708.34   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                             | ESCO Technologies Inc. COM USD0.01                                  | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     25240 | NS      | $2209509.60   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                    | HCI Group, Inc. COM                                                 | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      7145 | NS      | $282870.55    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| AMN Healthcare Services Inc                        | AMN Healthcare Services Inc COM USD0.01                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     41936 | NS      | $4311859.52   | 0.51%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Renasant Corporation                               | Renasant Corporation COM USD5                                       | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     54287 | NS      | $2040648.33   | 0.24%             | N/A             | Fixed         | 0.68%                 | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                | Meritage Homes Corp COM                                             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     35378 | NS      | $3261851.60   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                      | O-I Glass Inc COM                                                   | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150129 | NS      | $2487637.53   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Livent Corporation                                 | Livent Corporation COM                                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    173583 | NS      | $3449094.21   | 0.40%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Meridian Bioscience Incorporation                  | Meridian Bioscience Incorporation COM                               | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     42338 | NS      | $1406044.98   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Century Communities Inc                            | Century Communities Inc COM                                         | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     27392 | NS      | $1369873.92   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                | Acadia Realty Trust COM SH BEN INT                                  | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92656 | NS      | $1329613.60   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                      | Blucora, Inc. COM                                                   | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     45820 | NS      | $1169784.60   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NuVasive Inc.                                      | NuVasive Inc. COM                                                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     50181 | NS      | $2069464.44   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                             | Pacira Biosciences Inc COM                                          | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     44401 | NS      | $1714322.61   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cavco Industries                                   | Cavco Industries COM                                                | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7999 | NS      | $1809773.75   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Chefs Warehouse Inc.                               | Chefs Warehouse Inc. COM                                            | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     32493 | NS      | $1081367.04   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                           | Sleep Number Corporation COM                                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     20592 | NS      | $534980.16    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                     | Community Healthcare Trust Inc COM                                  | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     22926 | NS      | $820750.80    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                 | Corsair Gaming Inc COM                                              | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     37699 | NS      | $511575.43    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Agilysys Inc                                       | Agilysys Inc COM                                                    | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     19303 | NS      | $1527639.42   | 0.18%             | N/A             | Fixed         | 0.12%                 | No            |                  1 | On Loan: No      |
| Arconic Corp.                                      | Arconic Corp. COM                                                   | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     97943 | NS      | $2072473.88   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                        | EZCORP Inc. CL A NON VTG                                            | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     51723 | NS      | $421542.45    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                     | Gannett Co Inc COM                                                  | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    135406 | NS      | $274874.19    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                               | DXP Enterprises Inc. COM NEW                                        | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15724 | NS      | $433196.20    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ebix Inc                                           | Ebix Inc COM NEW                                                    | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     22632 | NS      | $451734.72    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Cardiovascular Systems Inc (Delaware)              | Cardiovascular Systems Inc (Delaware) COM                           | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     39592 | NS      | $539243.04    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                      | Consensus Cloud Solutions Inc COM                                   | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17115 | NS      | $920102.40    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Strategic Education Inc                            | Strategic Education Inc COM                                         | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     21587 | NS      | $1690693.84   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co                                   | Sturm Ruger & Co COM                                                | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     17485 | NS      | $885090.70    | 0.10%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                             | Independent Bank Corp. COM                                          | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     44016 | NS      | $3716270.88   | 0.44%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Inogen Inc                                         | Inogen Inc COM                                                      | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     22140 | NS      | $436379.40    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                       | John Bean Technologies Corp. COM                                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     30975 | NS      | $2828946.75   | 0.33%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                     | M/I Homes Inc. COM                                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     26543 | NS      | $1225755.74   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enova International, Incorporation                 | Enova International, Incorporation COM                              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     30406 | NS      | $1166678.22   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                    | HomeStreet Inc. COM                                                 | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16835 | NS      | $464309.30    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MYR Grp Inc                                        | MYR Grp Inc COM                                                     | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     15949 | NS      | $1468424.43   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                              | Marten Transport Ltd. COM                                           | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55002 | NS      | $1087939.56   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Medifast Inc                                       | Medifast Inc COM                                                    | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     10561 | NS      | $1218211.35   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                    | Rayonier Advanced Materials Inc COM                                 | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     59732 | NS      | $573427.20    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                        | Organogenesis Holdings Inc. COM                                     | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     75115 | NS      | $202059.35    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Photronics Inc.                                    | Photronics Inc. COM                                                 | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     57507 | NS      | $967842.81    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Incorporation        | Tanger Factory Outlet Centers Incorporation COM                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    101266 | NS      | $1816712.04   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc.                     | Urstadt Biddle Properties Inc. CL A                                 | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     28829 | NS      | $546309.55    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Quaker Houghton                                    | Quaker Houghton COM                                                 | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     13180 | NS      | $2199742.00   | 0.26%             | N/A             | Fixed         | 0.86%                 | No            |                  1 | On Loan: No      |
| RPC Inc                                            | RPC Inc COM                                                         | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     82458 | NS      | $733051.62    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                   | Vector Group Ltd COM                                                | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    125658 | NS      | $1490303.88   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| VIR Biotechnology Inc                              | VIR Biotechnology Inc COM                                           | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74199 | NS      | $1877976.69   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                  | Provident Financial Services Inc. COM USD0.01                       | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     72907 | NS      | $1557293.52   | 0.18%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                             | SPX Technologies, Inc. COM                                          | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43948 | NS      | $2885186.20   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dorman Products Inc.                               | Dorman Products Inc. COM                                            | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27155 | NS      | $2196024.85   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                         | El Pollo Loco Holdings Inc COM                                      | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     18723 | NS      | $186481.08    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                                | Redwood Trust, Inc. COM                                             | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    107427 | NS      | $726206.52    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rex American Resources Corp                        | Rex American Resources Corp COM                                     | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14738 | NS      | $469552.68    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation Of Florida            | Seacoast Banking Corporation Of Florida COM NEW                     | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     68396 | NS      | $2133271.24   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                           | Ultra Clean Holdings Inc COM                                        | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     43939 | NS      | $1456577.85   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                         | United Natural Foods, Inc. COM                                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     56699 | NS      | $2194818.29   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                       | Fresh Del Monte Produce Inc. COM USD0.01                            | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     29148 | NS      | $763386.12    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                               | Warrior Met Coal Inc COM                                            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     49917 | NS      | $1729124.88   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| WW International Inc                               | WW International Inc COM                                            | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     48532 | NS      | $187333.52    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                      | Six Flags Entertainment Corp. COM USD0.01                           | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     72059 | NS      | $1675371.75   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                              | TreeHouse Foods, Inc. COM                                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     48619 | NS      | $2400806.22   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                            | Mueller Industries Inc. COM                                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     54942 | NS      | $3241578.00   | 0.38%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                              | Myers Industries Inc. COM                                           | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     35776 | NS      | $795300.48    | 0.09%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Viad Corp                                          | Viad Corp COM                                                       | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     20164 | NS      | $491799.96    | 0.06%             | N/A             | Fixed         | 1.44%                 | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                              | Digital Turbine, Inc. COM NEW                                       | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     87649 | NS      | $1335770.76   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                      | Frontdoor Inc COM                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     78514 | NS      | $1633091.20   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                       | Integer Holdings Corporation COM                                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     32276 | NS      | $2209614.96   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                      | Invesco Mortgage Capital Inc. COM                                   | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     35096 | NS      | $446772.08    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Service Properties Trust                           | Service Properties Trust COM SH BEN INT                             | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    162501 | NS      | $1184632.29   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                          | Southside Bancshares Inc. COM                                       | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     29799 | NS      | $1072466.01   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.                 | Kulicke and Soffa Industries, Inc. COM                              | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     56194 | NS      | $2487146.44   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                 | LTC Properties Inc COM                                              | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     39039 | NS      | $1387055.67   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                               | TTM Technologies Inc COM NPV                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     98836 | NS      | $1490446.88   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                   | Talos Energy Inc COM                                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     62815 | NS      | $1185947.20   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                     | Virtus Investment Partners Inc COM                                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      6559 | NS      | $1255654.96   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                   | WisdomTree, Inc. COM                                                | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    107325 | NS      | $584921.25    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                       | La-Z-Boy Inc COM                                                    | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     41176 | NS      | $939636.32    | 0.11%             | N/A             | Fixed         | 0.44%                 | No            |                  1 | On Loan: No      |
| Ranger Oil Corp.                                   | Ranger Oil Corp. CLASS A COM                                        | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     18428 | NS      | $745044.04    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                           | Perdoceo Education Corp. COM                                        | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     63736 | NS      | $885930.40    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| RPT Realty                                         | RPT Realty SH BEN INT                                               | CUSIP: 74971D101<br>LEI: 549300344BKLXBZOOF93 | Long             | EC               | CORP              | US        |     83944 | NS      | $842797.76    | 0.10%             | N/A             | Fixed         | 1.68%                 | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                        | Safety Insurance Group Inc. COM                                     | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     14162 | NS      | $1193290.12   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Scholastic Corporation                             | Scholastic Corporation COM                                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28297 | NS      | $1116599.62   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                 | Mativ Holdings Inc COM                                              | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     52745 | NS      | $1102370.50   | 0.13%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                  | Shoe Carnival Inc COM                                               | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16071 | NS      | $384257.61    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                               | Myriad Genetics Inc. COM                                            | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     77951 | NS      | $1131069.01   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                           | Northwest Bancshares Inc COM                                        | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123723 | NS      | $1729647.54   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                   | AMC Networks Inc COM USD0.01 CL 'A'                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     26050 | NS      | $408203.50    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                                 | Caretrust Reit Inc COM                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     94775 | NS      | $1760919.50   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                  | PDF Solutions Inc COM                                               | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     28675 | NS      | $817811.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                                 | PROG Holdings Inc. COM NPV                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     48748 | NS      | $823353.72    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                           | ANI Pharmaceuticals Inc. COM                                        | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     12180 | NS      | $490001.40    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Adeia Inc.                                         | Adeia Inc. COM                                                      | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103353 | NS      | $979786.44    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| St. Joe Co.                                        | St. Joe Co. COM                                                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     32668 | NS      | $1262618.20   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sanfilippo(John B)                                 | Sanfilippo(John B) COM                                              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      8850 | NS      | $719682.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Simmons First National Corp                        | Simmons First National Corp CL A $1 PAR                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    121995 | NS      | $2632652.10   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tennant Co                                         | Tennant Co COM                                                      | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     17485 | NS      | $1076551.45   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                   | Badger Meter Inc COM                                                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     28226 | NS      | $3077480.78   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                | Douglas Elliman Inc COM                                             | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     66318 | NS      | $269914.28    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp MA                 | Franklin Street Properties Corp MA COM                              | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     81079 | NS      | $221345.67    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                   | Granite Point Mortgage Trust Inc COM STK                            | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     49008 | NS      | $262682.88    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                       | Tootsie Roll Industries Inc. COM                                    | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     17179 | NS      | $731310.03    | 0.09%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Tredegar Corp.                                     | Tredegar Corp. COM                                                  | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     24543 | NS      | $250829.46    | 0.03%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                               | Koppers Holdings Inc COM                                            | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18451 | NS      | $520318.20    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                  | Pitney Bowes Inc. COM                                               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    160227 | NS      | $608862.60    | 0.07%             | N/A             | Fixed         | 1.22%                 | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc                       | The Hain Celestial Group Inc COM USD0.01                            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     85485 | NS      | $1383147.30   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Innoviva Inc                                       | Innoviva Inc COM                                                    | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     56817 | NS      | $752825.25    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                    | Uniti Group Inc COM                                                 | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    228053 | NS      | $1261133.09   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Elme Communities                                   | Elme Communities SH BEN INT                                         | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     83744 | NS      | $1490643.20   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                 | UFP Industries Inc COM                                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     59648 | NS      | $4727104.00   | 0.55%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                   | Universal Insurance Holdings Inc COM                                | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     25240 | NS      | $267291.60    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Plexus Corp                                        | Plexus Corp COM                                                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     26917 | NS      | $2770566.81   | 0.33%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                   | Prestige Consumer Healthcare Inc COM                                | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47625 | NS      | $2981325.00   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Korn Ferry                                         | Korn Ferry COM USD0.01                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     51415 | NS      | $2602627.30   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                                   | OptimizeRx Corp. COM NEW                                            | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17849 | NS      | $299863.20    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vanda Pharmace Inc                                 | Vanda Pharmace Inc COM                                              | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     53166 | NS      | $392896.74    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                            | Cushman & Wakefield PLC COM USD0.01                                 | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    155876 | NS      | $1942214.96   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Zimvie Inc                                         | Zimvie Inc COM                                                      | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     18430 | NS      | $172136.20    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| E.W. Scripps Company                               | E.W. Scripps Company CL A NEW                                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     57227 | NS      | $754824.13    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                      | Sunstone Hotel Investors Inc. COM                                   | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    202929 | NS      | $1960294.14   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Harsco Corporation                                 | Harsco Corporation COM                                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     77218 | NS      | $485701.22    | 0.06%             | N/A             | Fixed         | 1.10%                 | No            |                  1 | On Loan: No      |
| Heska Corp                                         | Heska Corp COM RESTRC NEW                                           | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      8962 | NS      | $557077.92    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AZZ Inc                                            | AZZ Inc COM                                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     24225 | NS      | $973845.00    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                | AeroVironment, Inc. COM                                             | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     23976 | NS      | $2053784.16   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc.                               | Walker & Dunlop Inc. COM                                            | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29710 | NS      | $2331640.80   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                    | Dorian LPG Ltd. COM USD0.01                                         | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     31351 | NS      | $594101.45    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc.                   | Aerojet Rocketdyne Holdings Inc. COM                                | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     73256 | NS      | $4097208.08   | 0.48%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BJS Restaurants In                                 | BJS Restaurants In COM                                              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     22649 | NS      | $597480.62    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                           | Callon Petroleum Company COM                                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     49905 | NS      | $1850976.45   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                       | Central Garden & Pet Company CL A NON-VTG                           | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     39744 | NS      | $1422835.20   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                     | Big Lots, Inc. COM USD0.01                                          | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26649 | NS      | $391740.30    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Carpenter Technology Corporation                   | Carpenter Technology Corporation COM                                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     46684 | NS      | $1724506.96   | 0.20%             | N/A             | Fixed         | 0.33%                 | No            |                  1 | On Loan: No      |
| Dril Quip Inc                                      | Dril Quip Inc COM                                                   | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     32597 | NS      | $885660.49    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                             | FARO Technologies Inc. COM                                          | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     17543 | NS      | $515939.63    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Core Laboratories                                  | Core Laboratories ORD EUR0.02                                       | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |     44278 | NS      | $897515.06    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Computer Programs & Systems Inc.                   | Computer Programs & Systems Inc. COM                                | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     13558 | NS      | $369048.76    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Exponent Inc                                       | Exponent Inc COM USD0.001                                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     49002 | NS      | $4855608.18   | 0.57%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gentherm Inc                                       | Gentherm Inc COM                                                    | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     32321 | NS      | $2110238.09   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                        | OmniAb Inc. WT EXP 110127                                           | CUSIP: 68218J111<br>LEI: N/A                  | Long             | DE               | CORP              | US        |     13576 | NS      | $7466.80      | 0.00%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                              | Civitas Resources Inc COM NEW                                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     49887 | NS      | $2889953.91   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                       | Clearwater Paper Corporation COM                                    | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     15948 | NS      | $602993.88    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Radnet Inc                                         | Radnet Inc COM                                                      | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     48266 | NS      | $908848.78    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                    | ScanSource Inc. COM NPV                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     24129 | NS      | $705049.38    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Seneca Foods                                       | Seneca Foods CL A                                                   | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5395 | NS      | $328825.25    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                               | SunCoke Energy, Inc. COM                                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     82622 | NS      | $713027.86    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                          | Encore Capital Group Inc. COM                                       | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     22447 | NS      | $1076109.18   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                          | Haverty Furniture Cos Inc COM                                       | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     12360 | NS      | $369564.00    | 0.04%             | N/A             | Fixed         | 0.25%                 | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                                 | TTEC Holdings Inc. COM                                              | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     18077 | NS      | $797738.01    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vericel Corporation                                | Vericel Corporation COM                                             | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     44426 | NS      | $1170180.84   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc.                             | Hawaiian Holdings Inc. COM                                          | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     50668 | NS      | $519853.68    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                     | Healthcare Services Group Inc. COM                                  | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     72886 | NS      | $874632.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                    | Alamo Group Inc COM                                                 | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      9860 | NS      | $1396176.00   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| iStar Inc                                          | iStar Inc CLASS'A'SBI USD0.001                                      | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     83320 | NS      | $635731.60    | 0.07%             | N/A             | Fixed         | 2.52%                 | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                    | Installed Building Products Inc COM                                 | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     22914 | NS      | $1961438.40   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                            | Alarm.com Holdings Inc. COM                                         | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     48044 | NS      | $2377217.12   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                        | Benchmark Electronics, Inc. COM                                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     33327 | NS      | $889497.63    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Whitestone REIT                                    | Whitestone REIT COM                                                 | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44073 | NS      | $424863.72    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Capitol Fed Fin In                                 | Capitol Fed Fin In COM                                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124340 | NS      | $1075541.00   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                       | Central Garden & Pet Company COM                                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      9024 | NS      | $337948.80    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                             | Heartland Express Inc. COM                                          | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     46292 | NS      | $710119.28    | 0.08%             | N/A             | Fixed         | 0.08%                 | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                  | Horace Mann Educators Corporation COM                               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     39653 | NS      | $1481832.61   | 0.17%             | N/A             | Fixed         | 0.42%                 | No            |                  1 | On Loan: No      |
| IRobot Corp                                        | IRobot Corp COM                                                     | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     26350 | NS      | $1268225.50   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sabre Corporation                                  | Sabre Corporation COM                                               | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    317455 | NS      | $1961871.90   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cerence Inc                                        | Cerence Inc COM                                                     | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     39107 | NS      | $724652.71    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Chico's FAS Inc.                                   | Chico's FAS Inc. COM                                                | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    123717 | NS      | $608687.64    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                      | Collegium Pharmaceutical Inc. COM USD0.001                          | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     32412 | NS      | $751958.40    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc           | Consolidated Communications Holdings Inc COM                        | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     67560 | NS      | $241864.80    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                            | Genworth Financial Inc. COM CL A                                    | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    482304 | NS      | $2551388.16   | 0.30%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Harmonic Inc                                       | Harmonic Inc COM USD0.001                                           | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    102776 | NS      | $1346365.60   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Haynes International Inc.                          | Haynes International Inc. COM NEW                                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     12254 | NS      | $559885.26    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                              | Helmerich & Payne Inc COM                                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    101890 | NS      | $5050687.30   | 0.59%             | N/A             | Fixed         | 0.33%                 | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                 | Kelly Services Inc CL A                                             | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34024 | NS      | $575005.60    | 0.07%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Knowles Corporation                                | Knowles Corporation COM                                             | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     87218 | NS      | $1432119.56   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| HUB Group Inc                                      | HUB Group Inc CL A                                                  | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31485 | NS      | $2502742.65   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Innospec Inc                                       | Innospec Inc COM                                                    | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     23965 | NS      | $2465039.90   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                   | NMI Holdings Inc CL A                                               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     81002 | NS      | $1692941.80   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NOW Inc.                                           | NOW Inc. COM                                                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    106923 | NS      | $1357922.10   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                        | Monarch Casino & Resort Inc COM                                     | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     12769 | NS      | $981808.41    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Neogenomics Inc                                    | Neogenomics Inc COM NEW                                             | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |    120586 | NS      | $1114214.64   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Patrick Inds Inc                                   | Patrick Inds Inc COM                                                | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     20871 | NS      | $1264782.60   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                             | ProPetro Holding Corp. COM                                          | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89791 | NS      | $931132.67    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                              | NETSCOUT Systems Inc. COM                                           | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     66655 | NS      | $2166954.05   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nexpoint Residential Trust Inc                     | Nexpoint Residential Trust Inc COM                                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     21335 | NS      | $928499.20    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                     | Quanex Building Products Corp. COM                                  | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     32534 | NS      | $770405.12    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                    | QuinStreet Inc. COM                                                 | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     49482 | NS      | $710066.70    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                | Select Medical Holdings Corporation COM                             | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101073 | NS      | $2509642.59   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trustco Bank Corp NY                               | Trustco Bank Corp NY COM NEW                                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18629 | NS      | $700264.10    | 0.08%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                                 | Saul Centers, Inc. COM                                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12466 | NS      | $507116.88    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                      | Supernus Pharmaceuticals, Inc COM                                   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     52579 | NS      | $1875492.93   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United Community Banks Inc                         | United Community Banks Inc COM                                      | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    102742 | NS      | $3472679.60   | 0.41%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nextgen Healthcare Inc                             | Nextgen Healthcare Inc COM                                          | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52822 | NS      | $991997.16    | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                 | PennyMac Mortgage Investment Trust COM                              | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     84779 | NS      | $1050411.81   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| 3D Systems Corporation                             | 3D Systems Corporation COM NEW                                      | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    125434 | NS      | $928211.60    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Titan International, Inc.                          | Titan International, Inc. COM                                       | CUSIP: 88830M102<br>LEI: 54930043H7SFLNS88586 | Long             | EC               | CORP              | US        |     48659 | NS      | $745455.88    | 0.09%             | N/A             | Fixed         | 0.02%                 | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                     | Proto Labs Inc COM                                                  | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     25768 | NS      | $657857.04    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SM Energy Co.                                      | SM Energy Co. COM                                                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    118831 | NS      | $4138883.73   | 0.49%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Balchem Corp                                       | Balchem Corp COM                                                    | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     31097 | NS      | $3797254.67   | 0.45%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                   | Comtech Telecommunications Corp. COM NEW                            | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     25014 | NS      | $303669.96    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                           | Tompkins Financial Corp. COM                                        | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     12252 | NS      | $950510.16    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                             | Veeco Instruments Inc. COM                                          | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     50231 | NS      | $933292.05    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Site Centers Corp                                  | Site Centers Corp COM                                               | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    178916 | NS      | $2443992.56   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                 | Sun Country Airlines Holdings Inc. COM                              | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31922 | NS      | $506282.92    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| 1ST Bancorp NC                                     | 1ST Bancorp NC COM                                                  | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |     34416 | NS      | $1474381.44   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| GMS Inc                                            | GMS Inc COM                                                         | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     40937 | NS      | $2038662.60   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Urban Edge Properties                              | Urban Edge Properties COM                                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114250 | NS      | $1609782.50   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Xpel Incorporation                                 | Xpel Incorporation COM                                              | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     18855 | NS      | $1132431.30   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lindsay Corp                                       | Lindsay Corp COM                                                    | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     10607 | NS      | $1727349.95   | 0.20%             | N/A             | Fixed         | 0.22%                 | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                               | M.D.C. Holdings Inc. COM                                            | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     55706 | NS      | $1760309.59   | 0.21%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Marcus Corp                                        | Marcus Corp COM                                                     | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     22384 | NS      | $322105.76    | 0.04%             | N/A             | Fixed         | 0.22%                 | No            |                  1 | On Loan: —       |
| Monro Inc                                          | Monro Inc COM                                                       | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30339 | NS      | $1371322.80   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                         | WSFS Financial Corporation COM                                      | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     59599 | NS      | $2702218.66   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wabash National Corporation                        | Wabash National Corporation COM                                     | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     44796 | NS      | $1012389.60   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Moog Inc.                                          | Moog Inc. CL A                                                      | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     27904 | NS      | $2448855.04   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| National Presto Industries Inc.                    | National Presto Industries Inc. COM                                 | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4663 | NS      | $319228.98    | 0.04%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                            | Northfield Bancorp Inc. COM                                         | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41094 | NS      | $646408.62    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                           | Nu Skin Enterprises Inc. CL A                                       | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     47653 | NS      | $2009050.48   | 0.24%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                                | Westamerica Bancorp COM                                             | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25704 | NS      | $1516793.04   | 0.18%             | N/A             | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                    | Oceaneering International, Inc. COM                                 | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     97838 | NS      | $1711186.62   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Orion Office Reit Inc                              | Orion Office Reit Inc COM                                           | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54558 | NS      | $465925.32    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pennant Group Inc                                  | Pennant Group Inc COM                                               | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     29186 | NS      | $320462.28    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sanmina Corp                                       | Sanmina Corp COM                                                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     55546 | NS      | $3182230.34   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                               | Tri Pointe Homes Inc COM                                            | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98678 | NS      | $1834424.02   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                           | Trinity Industries, Inc. COM                                        | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     78775 | NS      | $2329376.75   | 0.27%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Agiliti Inc                                        | Agiliti Inc COM                                                     | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31196 | NS      | $508806.76    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| American Assets Trust Inc.                         | American Assets Trust Inc. COM                                      | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49844 | NS      | $1320866.00   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                          | Varex Imaging Corporation COM                                       | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     39409 | NS      | $800002.70    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                              | Veritex Holdings Inc. COM                                           | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     51805 | NS      | $1454684.40   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.                | Compass Minerals International Inc. COM                             | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     32411 | NS      | $1328851.00   | 0.16%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                            | American Vanguard Corp. COM                                         | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     24067 | NS      | $522494.57    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                               | Avid Bioservices Inc COM                                            | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     58862 | NS      | $810529.74    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BED Bath & Beyond                                  | BED Bath & Beyond COM                                               | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     76610 | NS      | $192291.10    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Bloomin Brands Inc                                 | Bloomin Brands Inc COM                                              | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     83981 | NS      | $1689697.72   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Caleres Inc                                        | Caleres Inc COM                                                     | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     34839 | NS      | $776212.92    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                             | Cheesecake Factory Inc COM                                          | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     46332 | NS      | $1469187.72   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Diodes Incorporated                                | Diodes Incorporated COM                                             | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     44001 | NS      | $3350236.14   | 0.39%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                         | Enanta Pharmaceuticals Inc COM                                      | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     18860 | NS      | $877367.20    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp PA               | First Commonwealth Financial Corp PA COM                            | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     90026 | NS      | $1257663.22   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                           | First Financial Bancorp. COM                                        | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     92490 | NS      | $2241032.70   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Corvel Corp                                        | Corvel Corp COM                                                     | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8822 | NS      | $1282101.26   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc                          | Eagle Pharmaceuticals Inc COM                                       | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     10632 | NS      | $310773.36    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                   | FutureFuel Corp. COM                                                | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     23671 | NS      | $192445.23    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                         | Gibraltar Industries, Inc. COM USD0.01                              | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |     29897 | NS      | $1371674.36   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Evertec Inc                                        | Evertec Inc USD0.01                                                 | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     62768 | NS      | $2032427.84   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                   | Phibro Animal Health Corporation CL A COM                           | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     18053 | NS      | $242090.73    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hawkins Inc                                        | Hawkins Inc COM                                                     | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     18462 | NS      | $712633.20    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hibbett Inc                                        | Hibbett Inc COM USD0.01                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     12204 | NS      | $832556.88    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Spartannash Co.                                    | Spartannash Co. COM                                                 | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     33781 | NS      | $1021537.44   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trupanion Inc                                      | Trupanion Inc COM                                                   | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     33781 | NS      | $1605610.93   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Encore Wire Corp                                   | Encore Wire Corp COM                                                | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17750 | NS      | $2441690.00   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FED Signal Corp                                    | FED Signal Corp COM                                                 | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     58679 | NS      | $2726813.13   | 0.32%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                      | Hudson Pacific Properties Inc COM                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123828 | NS      | $1204846.44   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                     | Ironwood Pharmaceuticals, Inc. COM CL A USD0.001                    | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    129719 | NS      | $1607218.41   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Franklin Bsp Realty Trust Inc                      | Franklin Bsp Realty Trust Inc COMMON STOCK                          | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     79416 | NS      | $1024466.41   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                           | Group 1 Automotive, Inc. COM                                        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     14110 | NS      | $2545020.70   | 0.30%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Leslie's Inc.                                      | Leslie's Inc. COM                                                   | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144126 | NS      | $1759778.46   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                | Nektar Therapeutics COM USD0.0001                                   | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    177369 | NS      | $400853.94    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Onespan Inc                                        | Onespan Inc COM                                                     | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     33224 | NS      | $371776.56    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                               | RE/MAX Holdings Inc. CL A                                           | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     17161 | NS      | $319881.04    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Surmodics Inc                                      | Surmodics Inc COM USD0.05                                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     13275 | NS      | $452943.00    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Techtarget Inc                                     | Techtarget Inc COM                                                  | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     26015 | NS      | $1146220.90   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                       | Adtalem Global Education Inc COM                                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     43651 | NS      | $1549610.50   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                              | Triumph Financial Inc COM                                           | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     22164 | NS      | $1083154.68   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                    | James River Group Holdings Ltd. COM USD0.0002                       | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     36933 | NS      | $772269.03    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                 | Axos Financial Inc COM                                              | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     51674 | NS      | $1974980.28   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                    | BankUnited Inc. COM                                                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     75206 | NS      | $2554747.82   | 0.30%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cars.com Inc                                       | Cars.com Inc COM                                                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     61280 | NS      | $843825.60    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                            | Customers Bancorp, Inc. COM                                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     30244 | NS      | $857114.96    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                | Designer Brands Inc CL A                                            | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     49952 | NS      | $488530.56    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                               | Fulgent Genetics Inc COM                                            | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     18933 | NS      | $563824.74    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| HealthStream Inc.                                  | HealthStream Inc. COM                                               | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     20899 | NS      | $519131.16    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc             | Heidrick & Struggles International Inc COM USD0.01                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     19365 | NS      | $541639.05    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                         | Independent Bank Group Inc COM                                      | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34379 | NS      | $2065490.32   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                             | Pathward Financial Inc COM                                          | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     27806 | NS      | $1197048.30   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ruths Hospitality Group Inc.                       | Ruths Hospitality Group Inc. COM                                    | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     29856 | NS      | $462170.88    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Semtech Corporation                                | Semtech Corporation COM STK USD0.01                                 | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     62130 | NS      | $1782509.70   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fabrinet                                           | Fabrinet COM USD0.01                                                | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     35405 | NS      | $4539629.10   | 0.53%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                 | Ichor Holdings Ltd COM USD0.0001                                    | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     28303 | NS      | $759086.46    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                            | America's Car-Mart Inc. COM                                         | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5673 | NS      | $409930.98    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                     | Armada Hoffler Properties Inc. COM                                  | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     67276 | NS      | $773674.00    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                            | Brandywine Realty Trust SH BEN INT NEW                              | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    163979 | NS      | $1008470.85   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ceva Inc                                           | Ceva Inc COM                                                        | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     21737 | NS      | $556032.46    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.               | Cogent Communications Holdings, Inc. COM NEW                        | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41051 | NS      | $2343191.08   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                   | Cytokinetics Inc COM NEW                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     91575 | NS      | $4195966.50   | 0.49%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                    | DMC Global Inc. COM                                                 | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     17553 | NS      | $341230.32    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                   | A10 Networks Inc COM                                                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     61351 | NS      | $1020267.13   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Aaron's Company Inc                            | The Aaron's Company Inc COM                                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29708 | NS      | $355010.60    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                      | American Woodmark Corporation COM                                   | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     16344 | NS      | $798567.84    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The ChildrenS Place Inc                            | The ChildrenS Place Inc COM USD0.10                                 | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     11914 | NS      | $433907.88    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                      | Cross Country Healthcare Inc. COM USD0.0001                         | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     33726 | NS      | $896099.82    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                            | Ellington Financial Inc COM                                         | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     55645 | NS      | $688328.65    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Emergent Biosolutions Inc                          | Emergent Biosolutions Inc COM                                       | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     44583 | NS      | $526525.23    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                         | Ethan Allen Interiors Inc. COM                                      | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22527 | NS      | $595163.34    | 0.07%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                   | Four Corners Property Trust Inc. COM                                | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     81903 | NS      | $2123744.79   | 0.25%             | N/A             | Fixed         | 0.08%                 | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                   | Harmony Biosciences Holdings Inc COM                                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28438 | NS      | $1566933.80   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc                          | KAR Auction Services, Inc COM                                       | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    103943 | NS      | $1356456.15   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| G III Apparel Group Ltd                            | G III Apparel Group Ltd COM                                         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     41941 | NS      | $575011.11    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Glaukos Corporation                                | Glaukos Corporation COM                                             | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     46445 | NS      | $2028717.60   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mercury General Corporation                        | Mercury General Corporation COM                                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     25756 | NS      | $880855.20    | 0.10%             | N/A             | Fixed         | 1.32%                 | No            |                  1 | On Loan: No      |
| Metrocall, Inc.                                    | Metrocall, Inc. RT VAR COM                                          | CUSIP: 591647110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1060 | NS      | $0.00         | 0.00%             | N/A             | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Matson Inc                                         | Matson Inc COM                                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     36862 | NS      | $2304243.62   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Maxlinear Inc                                      | Maxlinear Inc COM                                                   | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     69568 | NS      | $2361833.60   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                   | SPS Commerce Inc COM                                                | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     34879 | NS      | $4479509.97   | 0.53%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                      | Summit Hotel Properties, Inc. COM                                   | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    106063 | NS      | $765774.86    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The ODP Corporation                                | The ODP Corporation COM                                             | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |     39290 | NS      | $1789266.60   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                                | Thryv Holdings Inc. COM NEW                                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30043 | NS      | $570817.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                            | Signet Jewelers Limited COM STK USD0.18                             | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     44696 | NS      | $3039328.00   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Smart Global Holdings Inc                          | Smart Global Holdings Inc COM USD0.03                               | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |     47952 | NS      | $713525.76    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Perficient Inc                                     | Perficient Inc COM                                                  | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     33332 | NS      | $2327573.56   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                | SYLVAMO CORPORATION COMMON STOCK                                    | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     32176 | NS      | $1563431.84   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AdaptHealth Corporation                            | AdaptHealth Corporation COMMON STOCK                                | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73419 | NS      | $1411113.18   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                       | Bread Financial Holdings Inc COM USD0.01                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     48236 | NS      | $1816567.76   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Arcbest Corporation                                | Arcbest Corporation COM                                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     23678 | NS      | $1658407.12   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                  | Dave & Buster's Entertainment Inc COM                               | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     40402 | NS      | $1431846.88   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Digi International Inc.                            | Digi International Inc. COM                                         | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     34646 | NS      | $1266311.30   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| E L F Beauty Inc                                   | E L F Beauty Inc COM                                                | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     48545 | NS      | $2684538.50   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                 | Easterly Government Properties Inc COM                              | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     87570 | NS      | $1249623.90   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Dynavax Technologies Corp.                         | Dynavax Technologies Corp. COM NEW                                  | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    114259 | NS      | $1215715.76   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ensign Group Inc                                   | Ensign Group Inc COM                                                | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     53692 | NS      | $5079800.12   | 0.60%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                          | Green Brick Partners Inc. COM                                       | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     25778 | NS      | $624600.94    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Park Aerospace Corporation                         | Park Aerospace Corporation COM                                      | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     19247 | NS      | $258102.27    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PetMed Express Inc.                                | PetMed Express Inc. COM USD0.001                                    | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     19589 | NS      | $346725.30    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Shake Shack Inc                                    | Shake Shack Inc CL A                                                | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     35995 | NS      | $1494872.35   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                             | Sonic Automotive, Inc. CL A                                         | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     16573 | NS      | $816551.71    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc               | Allscripts Healthcare Solutions, Inc COM USD0.01                    | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    104768 | NS      | $1848107.52   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ambac Financial Group, Inc.                        | Ambac Financial Group, Inc. COM NEW                                 | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     42702 | NS      | $744722.88    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                 | Kontoor Brands Inc COM                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     47765 | NS      | $1910122.35   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                             | Mesa Laboratories Inc. COM                                          | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      4928 | NS      | $819082.88    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Apogee Enterprises                                 | Apogee Enterprises COM                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     21124 | NS      | $939173.04    | 0.11%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.               | Applied Industrial Technologies Inc. COM                            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     37326 | NS      | $4704195.78   | 0.55%             | N/A             | Fixed         | 0.56%                 | No            |                  1 | On Loan: No      |
| Astec Industries                                   | Astec Industries COM                                                | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     22438 | NS      | $912329.08    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| OFG Bancorp                                        | OFG Bancorp COM USD1                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     45809 | NS      | $1262496.04   | 0.15%             | N/A             | Fixed         | 0.56%                 | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                    | OSI Systems Inc COM NPV                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     15002 | NS      | $1192959.04   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Andersons Inc                                  | The Andersons Inc COM NPV                                           | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     29730 | NS      | $1040252.70   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                            | Anika Therapeutics Inc. COM                                         | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     13732 | NS      | $406467.20    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                             | Arcus Biosciences Inc. COM                                          | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50536 | NS      | $1045084.48   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Chuys Holdings Inc                                 | Chuys Holdings Inc COM                                              | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17240 | NS      | $487892.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                 | Atlas Air Worldwide Holdings, Inc. COM NEW                          | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     24851 | NS      | $2504980.80   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Avid Technology Inc.                               | Avid Technology Inc. COM                                            | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     31415 | NS      | $835324.85    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                          | Patterson-UTI Energy Inc. COM USD0.01                               | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    209821 | NS      | $3533385.64   | 0.41%             | N/A             | Fixed         | 0.08%                 | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                                | Ready Capital Corp. COM                                             | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     94338 | NS      | $1050925.32   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Sally Beauty Holdings Inc.                         | Sally Beauty Holdings Inc. COM                                      | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    103522 | NS      | $1296095.44   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Simply Good Foods Company                          | Simply Good Foods Company COM                                       | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81367 | NS      | $3094387.01   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                    | BancFirst Corp. COM                                                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     16678 | NS      | $1470666.04   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Bancorp Inc                                        | Bancorp Inc COM NPV                                                 | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53752 | NS      | $1525481.76   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                                | Triumph Group, Inc. WT EXP 121923                                   | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | Long             | DE               | CORP              | US        |     20353 | NS      | $13636.54     | 0.00%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Unisys Corp.                                       | Unisys Corp. COM NEW                                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     61536 | NS      | $314448.96    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                      | ARMOUR Residential REIT, Inc. COM NEW                               | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    113900 | NS      | $641257.00    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Xenia Hotels & Resorts Inc                         | Xenia Hotels & Resorts Inc COM                                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    110438 | NS      | $1455572.84   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                    | SiriusPoint Ltd COM USD0.1                                          | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     82542 | NS      | $486997.80    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Avista Corporation                                 | Avista Corporation COM NPV                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     71293 | NS      | $3161131.62   | 0.37%             | N/A             | Fixed         | 0.52%                 | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                          | Axcelis Technologies Inc. COM NEW                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     31788 | NS      | $2522695.68   | 0.30%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Banc Of California Inc                             | Banc Of California Inc COM                                          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     53557 | NS      | $853163.01    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                            | Brookline Bancorp, Inc. COM USD0.01                                 | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73155 | NS      | $1035143.25   | 0.12%             | N/A             | Fixed         | 0.34%                 | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                                  | Barnes Group Inc. COM                                               | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     48936 | NS      | $1999035.60   | 0.23%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Biolife Solutions                                  | Biolife Solutions COM NEW                                           | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     33265 | NS      | $605423.00    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Buckle Inc                                         | Buckle Inc COM                                                      | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     28436 | NS      | $1289572.60   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                           | Comfort Systems USA Inc. COM                                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     34606 | NS      | $3982458.48   | 0.47%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                   | Chesapeake Utilities Corporation COM                                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     17175 | NS      | $2029741.50   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CIRCOR International Inc.                          | CIRCOR International Inc. COM USD0.01                               | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     19769 | NS      | $473665.24    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| City Holding Co                                    | City Holding Co COM                                                 | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14341 | NS      | $1335003.69   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Green Plains Inc                                   | Green Plains Inc COM STK USD0.001                                   | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     57039 | NS      | $1739689.50   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.             | Essential Properties Realty Trust Inc. COM                          | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137639 | NS      | $3230387.33   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Griffon Corp                                       | Griffon Corp COM                                                    | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     45434 | NS      | $1626082.86   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                     | The Greenbrier Companies, Inc. COM                                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     31295 | NS      | $1049321.35   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| HNI Corp                                           | HNI Corp COM USD1                                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     40074 | NS      | $1139303.82   | 0.13%             | N/A             | Fixed         | 0.56%                 | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                  | Hillenbrand, Inc. COM                                               | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     67542 | NS      | $2882017.14   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                   | Hope Bancorp Inc COM                                                | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    117080 | NS      | $1499794.81   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                      | LGI Homes Inc COM                                                   | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     19679 | NS      | $1822275.40   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Veris Residential Inc                              | Veris Residential Inc COM                                           | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76186 | NS      | $1213642.98   | 0.14%             | N/A             | Fixed         | 2.52%                 | No            |                  1 | On Loan: No      |
| Matthews International Corp                        | Matthews International Corp CL A                                    | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     29821 | NS      | $907751.24    | 0.11%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| Mercer International Inc.                          | Mercer International Inc. COM                                       | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     40709 | NS      | $473852.76    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                        | DiamondRock Hospitality Co. COM USD0.01                             | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    202640 | NS      | $1659621.60   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                          | Edgewell Personal Care Co COM                                       | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     49659 | NS      | $1913857.86   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                               | J&J Snack Foods Corp COM                                            | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14355 | NS      | $2149087.05   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                                  | Joint Corp. (The) COM                                               | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14209 | NS      | $198641.82    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kaman Corporation                                  | Kaman Corporation COM                                               | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     26841 | NS      | $598554.30    | 0.07%             | N/A             | Fixed         | 0.44%                 | No            |                  1 | On Loan: No      |
| Lemaitre Vascular Inc.                             | Lemaitre Vascular Inc. COM                                          | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     18638 | NS      | $857720.76    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lendingtree Inc                                    | Lendingtree Inc COM                                                 | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     10355 | NS      | $220872.15    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                               | LXP Industrial Trust COM USD0.0001                                  | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    266147 | NS      | $2666792.94   | 0.31%             | N/A             | Fixed         | 1.40%                 | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                 | FB Financial Corp. COM                                              | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     33978 | NS      | $1227964.92   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NV5 Global Inc.                                    | NV5 Global Inc. COM                                                 | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12068 | NS      | $1596837.76   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                      | New York Mortgage Trust, Inc. COM PAR $.02                          | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    345775 | NS      | $885184.00    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                               | Orthofix Medical Inc COM                                            | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19059 | NS      | $391281.27    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trueblue Inc                                       | Trueblue Inc COM                                                    | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31243 | NS      | $611737.94    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                | Viavi Solutions Inc COM                                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    218788 | NS      | $2299461.88   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Onto Innovation Incorporation                      | Onto Innovation Incorporation COM                                   | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     47901 | NS      | $3261579.09   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                | PGT Innovations Inc COM USD0.01                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     58785 | NS      | $1055778.60   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                    | NBT Bancorp Inc COM                                                 | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41016 | NS      | $1780914.72   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                           | Resideo Technologies Inc COM                                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    141135 | NS      | $2321670.75   | 0.27%             | N/A             | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| Trustmark Corp                                     | Trustmark Corp COM                                                  | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     58443 | NS      | $2040245.13   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Unifirst Corp                                      | Unifirst Corp COM                                                   | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     14673 | NS      | $2831742.27   | 0.33%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                      | Berkshire Hills Bancorp, Inc. COM                                   | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     43223 | NS      | $1292367.70   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Unitil Corp                                        | Unitil Corp COM                                                     | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15232 | NS      | $782315.52    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Universal Corporation                              | Universal Corporation COM                                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     24041 | NS      | $1269605.21   | 0.15%             | N/A             | Fixed         | 1.56%                 | No            |                  1 | On Loan: No      |
| Proassurance Corp                                  | Proassurance Corp COM USD0.01                                       | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     52323 | NS      | $914082.81    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                          | Anywhere Real Estate Inc. COM                                       | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    108361 | NS      | $692426.79    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                     | CSG Systems International Inc. COM                                  | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     29670 | NS      | $1697124.00   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CTS Corporation                                    | CTS Corporation COM                                                 | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     30972 | NS      | $1220916.24   | 0.14%             | N/A             | Fixed         | 0.12%                 | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust               | Universal Health Realty Income Trust SH BEN INT                     | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     12005 | NS      | $572998.65    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                              | Urban Outfitters Inc. COM                                           | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     57666 | NS      | $1375334.10   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| WD-40 Co.                                          | WD-40 Co. COM                                                       | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     13032 | NS      | $2100888.72   | 0.25%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Trinseo PLC                                        | Trinseo PLC COM USD0.01                                             | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     33221 | NS      | $754448.91    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nabors Industries, Ltd.                            | Nabors Industries, Ltd. COM USD0.05(POST REV SPLIT)                 | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8616 | NS      | $1334359.92   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Uniqure N.V.                                       | Uniqure N.V. COM EUR0.05                                            | CUSIP: N90064101<br>LEI: 967600V5WH1JCD6HRG94 | Long             | EC               | CORP              | NL        |     40287 | NS      | $913306.29    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CVB Financial                                      | CVB Financial COM                                                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127049 | NS      | $3271511.75   | 0.38%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                  | Donnelley Financial Solutions Inc COM                               | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     23861 | NS      | $922227.65    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| EnPro Industries Inc.                              | EnPro Industries Inc. COM USD0.01                                   | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     19971 | NS      | $2170647.99   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Eplus Inc                                          | Eplus Inc COM                                                       | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     26101 | NS      | $1155752.28   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                 | KKR Real Estate Finance Trust Inc. COM                              | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     54291 | NS      | $757902.36    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| LCI Industries                                     | LCI Industries COM                                                  | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     24475 | NS      | $2262713.75   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Liveperson Inc                                     | Liveperson Inc COM                                                  | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     69236 | NS      | $702053.04    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                        | National Bank Holdings Corp CL A                                    | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36462 | NS      | $1533956.34   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                            | Piper Sandler Companies COM                                         | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     13594 | NS      | $1769802.86   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Veritiv Corporation                                | Veritiv Corporation COM                                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     12884 | NS      | $1568111.64   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                        | Zumiez Inc. COM                                                     | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     15427 | NS      | $335382.98    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.                   | Alpha & Omega Semiconductor Ltd. COM USD0.002                       | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     21042 | NS      | $601169.94    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Aaon Inc                                           | Aaon Inc COM PAR $0.004                                             | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40487 | NS      | $3049480.84   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AAR Corp.                                          | AAR Corp. COM                                                       | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     31827 | NS      | $1429032.30   | 0.17%             | N/A             | Fixed         | 0.10%                 | No            |                  1 | On Loan: No      |
| ABM Inds Inc                                       | ABM Inds Inc COM                                                    | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     63720 | NS      | $2830442.40   | 0.33%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                             | Abercrombie & Fitch Co CL A                                         | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     48458 | NS      | $1110172.78   | 0.13%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                   | Advanced Energy Industries, Inc. COM                                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     35984 | NS      | $3086707.52   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Albany International Corp.                         | Albany International Corp. CL A                                     | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     29888 | NS      | $2946657.92   | 0.35%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| American States Water Co.                          | American States Water Co. COM                                       | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     35572 | NS      | $3292188.60   | 0.39%             | N/A             | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                           | Insight Enterprises Inc. COM                                        | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     29234 | NS      | $2931293.18   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                            | Insteel Industries Inc. COM                                         | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     18894 | NS      | $519962.88    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Itron, Inc.                                        | Itron, Inc. COM                                                     | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     44096 | NS      | $2233462.40   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                          | Resources Connection Inc. COM USD0.01                               | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30127 | NS      | $553734.26    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                                | Addus Homecare Corp COM                                             | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     15399 | NS      | $1532046.51   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brady Corp                                         | Brady Corp CL A                                                     | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     44546 | NS      | $2098116.60   | 0.25%             | N/A             | Fixed         | 0.84%                 | No            |                  1 | On Loan: No      |
| Community Health Systems Incorporated              | Community Health Systems Incorporated COM USD0.01                   | CUSIP: 203668108<br>LEI: 549300BQWM4WENQ3YW73 | Long             | EC               | CORP              | US        |    126050 | NS      | $544536.00    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Corecivic Inc                                      | Corecivic Inc COM                                                   | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    110634 | NS      | $1278929.04   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gogo Inc                                           | Gogo Inc COM                                                        | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     62523 | NS      | $922839.48    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Granite Construction Inc                           | Granite Construction Inc COM                                        | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     41830 | NS      | $1466978.10   | 0.17%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Green Dot Corp                                     | Green Dot Corp CL A                                                 | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45876 | NS      | $725758.32    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                 | Hostess Brands Inc CL A                                             | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129563 | NS      | $2907393.72   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                               | MGP Ingredients Inc. COM                                            | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     14824 | NS      | $1576977.12   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                     | Oil States International, Inc. COM                                  | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     60925 | NS      | $454500.50    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                        | Pacific Premier Bancorp Inc COM                                     | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     92526 | NS      | $2920120.57   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sonos Inc                                          | Sonos Inc COM                                                       | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    121965 | NS      | $2061208.50   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                              | Assured Guaranty Ltd. COM USD0.01                                   | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     58022 | NS      | $3612449.72   | 0.42%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                  | Agree Realty Corp COM                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85713 | NS      | $6079623.09   | 0.71%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Amerisafe Inc                                      | Amerisafe Inc COM                                                   | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     18357 | NS      | $954013.29    | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Arcosa Inc                                         | Arcosa Inc COM                                                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     46792 | NS      | $2542677.28   | 0.30%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                    | Central Pacific Financial Corp. COM NEW                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     25785 | NS      | $522919.80    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Columbia Banking System Incorporation              | Columbia Banking System Incorporation COM NPV                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76097 | NS      | $2292802.61   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cutera Inc                                         | Cutera Inc COM                                                      | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     16929 | NS      | $748600.38    | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Franklin Electric Co Inc                           | Franklin Electric Co Inc COM                                        | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     37420 | NS      | $2984245.00   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| GEO Group Inc                                      | GEO Group Inc COM                                                   | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    120794 | NS      | $1322694.30   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Genesco Inc                                        | Genesco Inc COM                                                     | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     12010 | NS      | $552700.20    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kaiser Aluminium Corporation                       | Kaiser Aluminium Corporation COM PAR $0.01                          | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15657 | NS      | $1189305.72   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Materion Corp                                      | Materion Corp COM                                                   | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     19768 | NS      | $1729897.68   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                                | Mister Car Wash Inc COM                                             | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78383 | NS      | $723475.09    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc.                     | Motorcar Parts of America Inc. COM                                  | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     18394 | NS      | $218152.84    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PC Connection Inc.                                 | PC Connection Inc. COM                                              | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     11076 | NS      | $519464.40    | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                     | PRA Group Inc. COM                                                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     37941 | NS      | $1281646.98   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Regenxbio Incorporation                            | Regenxbio Incorporation COM                                         | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     37149 | NS      | $842539.32    | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                | Retail Opportunity Investments Corp COM                             | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121361 | NS      | $1824055.83   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                                | Triumph Group, Inc. COM USD0.001                                    | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     63628 | NS      | $669366.56    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                         | USANA Health Sciences Inc. COM                                      | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     10588 | NS      | $563281.60    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                         | Universal Electronics Inc. COM USD0.01                              | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     11471 | NS      | $238711.51    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Xencor Inc                                         | Xencor Inc COM                                                      | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     58459 | NS      | $1522272.36   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Yelp Inc                                           | Yelp Inc CL A                                                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     67762 | NS      | $1852613.08   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

**Name of Applicant:** GREAT-WEST FUNDS INC

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Great-West Funds, Inc.