# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048834
**Filing Date:** 2023-3
**Character Count:** 535713
**Document Hash:** 41ac6a0902512be0c79520e4730cd046
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048834.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048834

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690493

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

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

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

## Series and Classes Contracts Data

### 1290 VT Small Cap Value Portfolio (Series ID: S000044687)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000138904 | Class IB     |  |
| C000138905 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

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

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

- **a. Name of Series:** 1290 VT Small Cap Value Portfolio

- **b. EDGAR series identifier (if any):** S000044687

- **c. LEI of Series:** 549300TIBBOQR6UF0T77

**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:** $398082738.69

**Total Liabilities:** $9698189.41

**Net Assets:** $388384549.28

**Cash Not Reported:** $3622790.53

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000138904 | 14.74%               | 6.13%                | -5.67%               |
| Class ID C000138905 | 14.93%               | 6.04%                | -5.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5350059.30              | $46112884.49                               |
| Month 2  | $10895518.18             | $12403595.41                               |
| Month 3  | $10816217.00             | $-34397811.64                              |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                                        | Radian Group, Inc.                                                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     25861 | NS      | $493169.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains, Inc.                                        | Green Plains, Inc.                                                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      6495 | NS      | $198097.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                              | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      6151 | NS      | $519328.93    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2282 | NS      | $411604.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares, Inc.                              | Third Coast Bancshares, Inc.                                        | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2039 | NS      | $37578.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sema4 Holdings Corp.                                      | Sema4 Holdings Corp.                                                | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22793 | NS      | $6012.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises, Inc.                                  | Werner Enterprises, Inc.                                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      9185 | NS      | $369788.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                   | Acushnet Holdings Corp.                                             | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      3940 | NS      | $167292.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                                        | Agree Realty Corp.                                                  | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14104 | NS      | $1000396.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp.                                            | MannKind Corp.                                                      | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     36506 | NS      | $192386.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings, Inc.                              | Thermon Group Holdings, Inc.                                        | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      4983 | NS      | $100058.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                                            | Renasant Corp.                                                      | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      8009 | NS      | $301058.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                         | Corporate Office Properties Trust                                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     16201 | NS      | $420253.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                          | Schnitzer Steel Industries, Inc., Class A                           | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      3789 | NS      | $116132.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                                  | Trinity Industries, Inc.                                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     11220 | NS      | $331775.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                            | Lions Gate Entertainment Corp., Class B                             | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     19093 | NS      | $103674.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarkson plc                                              | Clarkson plc                                                        | CUSIP: N/A<br>LEI: 2138007G6BGTEHI3OT22       | Long             | EC               | CORP              | GB        |    139700 | NS      | $5463601.74   | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre Corp.                                               | Sabre Corp.                                                         | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     42059 | NS      | $259924.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                        | InterDigital, Inc.                                                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3112 | NS      | $153981.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Realty Investors, Inc.                           | American Realty Investors, Inc.                                     | CUSIP: 029174109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $6079.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                                | Chesapeake Utilities Corp.                                          | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      1166 | NS      | $137797.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                        | Helix Energy Solutions Group, Inc.                                  | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     23312 | NS      | $172042.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health, Inc.                                          | Cue Health, Inc.                                                    | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17155 | NS      | $35510.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vaxart, Inc.                                              | Vaxart, Inc.                                                        | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15304 | NS      | $14705.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Advantage Corp.                                     | First Advantage Corp.                                               | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      8492 | NS      | $110396.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                | Anywhere Real Estate, Inc.                                          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     16590 | NS      | $106010.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                                 | Mirion Technologies, Inc.                                           | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     22480 | NS      | $148592.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Merchants Bancorp                                         | Merchants Bancorp                                                   | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      2792 | NS      | $67901.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stolt-Nielsen Ltd.                                        | Stolt-Nielsen Ltd.                                                  | CUSIP: N/A<br>LEI: 213800VZX4LWJSGRLR94       | Long             | EC               | CORP              | BM        |    203800 | NS      | $5606330.64   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class C                                 | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     24134 | NS      | $183418.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp, Inc.                                        | West BanCorp, Inc.                                                  | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      2312 | NS      | $59071.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                            | WesBanco, Inc.                                                      | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9164 | NS      | $338884.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman, Inc.                                     | Douglas Elliman, Inc.                                               | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     10919 | NS      | $44440.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                                  | FirstCash Holdings, Inc.                                            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3111 | NS      | $270377.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                     | Hancock Whitney Corp.                                               | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     13889 | NS      | $672088.71    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar, Inc.                                          | Globalstar, Inc.                                                    | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     17532 | NS      | $23317.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Foot Locker, Inc.                                         | Foot Locker, Inc.                                                   | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     13024 | NS      | $492176.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                                   | ATN International, Inc.                                             | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1703 | NS      | $77162.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                               | Brinker International, Inc.                                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       730 | NS      | $23294.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                      | Addus HomeCare Corp.                                                | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1462 | NS      | $145454.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Digital Holdings Ltd.                              | Galaxy Digital Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 254900ULFH90UKBGDV65       | Long             | EC               | CORP              | KY        |     70000 | NS      | $200073.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Xerox Holdings Corp.                                      | Xerox Holdings Corp.                                                | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     18773 | NS      | $274085.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma, Inc.                                       | Athira Pharma, Inc.                                                 | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5427 | NS      | $17203.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight, Inc.                                             | RxSight, Inc.                                                       | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       255 | NS      | $3230.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                                   | Oxford Industries, Inc.                                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       771 | NS      | $71841.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares, Inc.                                   | Equity Bancshares, Inc., Class A                                    | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      2720 | NS      | $88862.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class B                                                | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       733 | NS      | $57342.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares, Inc.                           | Southern First Bancshares, Inc.                                     | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1347 | NS      | $61625.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings, Inc.                        | Universal Logistics Holdings, Inc.                                  | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       212 | NS      | $7089.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Koppers Holdings, Inc.                                    | Koppers Holdings, Inc.                                              | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3087 | NS      | $87053.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                                   | Hawaiian Holdings, Inc.                                             | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      8594 | NS      | $88174.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA, Inc.                                               | TEGNA, Inc.                                                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     36163 | NS      | $766293.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group, Inc.                          | MidWestOne Financial Group, Inc.                                    | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2567 | NS      | $81502.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                | Resideo Technologies, Inc.                                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     23441 | NS      | $385604.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade, Inc.                                            | Lemonade, Inc.                                                      | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |      8108 | NS      | $110917.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Esab Corp.                                                | Esab Corp.                                                          | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2933 | NS      | $137616.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                            | TrueBlue, Inc.                                                      | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5480 | NS      | $107298.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                               | Ethan Allen Interiors, Inc.                                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3750 | NS      | $99075.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash, Inc.                                     | Intrepid Potash, Inc.                                               | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1912 | NS      | $55199.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights, Inc.                                     | Berkeley Lights, Inc.                                               | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |      8003 | NS      | $21448.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                                    | Lakeland Bancorp, Inc.                                              | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     10565 | NS      | $186049.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                             | John B Sanfilippo & Son, Inc.                                       | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       544 | NS      | $44238.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan, Inc.                                             | OneSpan, Inc.                                                       | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      4140 | NS      | $46326.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties, Inc.                           | Urstadt Biddle Properties, Inc., Class A                            | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      4500 | NS      | $85275.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                                  | Tango Therapeutics, Inc.                                            | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7411 | NS      | $53729.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cal-Maine Foods, Inc.                                     | Cal-Maine Foods, Inc.                                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       472 | NS      | $25700.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp.                         | Ares Commercial Real Estate Corp.                                   | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |      8563 | NS      | $88113.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks, Inc.                                      | Aviat Networks, Inc.                                                | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       985 | NS      | $30722.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                                          | Stoneridge, Inc.                                                    | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      3634 | NS      | $78349.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                                   | Permian Resources Corp.                                             | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     28090 | NS      | $264046.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TriCo Bancshares                                          | TriCo Bancshares                                                    | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5214 | NS      | $265861.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics, Inc.                           | 4D Molecular Therapeutics, Inc.                                     | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4739 | NS      | $105253.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TrueCar, Inc.                                             | TrueCar, Inc.                                                       | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     13367 | NS      | $33551.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster, Inc.                                              | Ouster, Inc.                                                        | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25620 | NS      | $22110.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Two Harbors Investment Corp.                              | Two Harbors Investment Corp.                                        | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     13917 | NS      | $219471.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                              | Ligand Pharmaceuticals, Inc.                                        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      2175 | NS      | $145290.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management, Inc.                   | Artisan Partners Asset Management, Inc., Class A                    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      3652 | NS      | $108464.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health, Inc.                                        | Oscar Health, Inc., Class A                                         | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21956 | NS      | $54011.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                                | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      5402 | NS      | $498064.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares, Inc.                        | American National Bankshares, Inc.                                  | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      1910 | NS      | $70536.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TD PRIME SVCS                                             | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: 549300ZBQI1JB1844X09       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                       | Triumph Group, Inc.                                                 | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     10687 | NS      | $112427.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                           | SpartanNash Co.                                                     | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      5720 | NS      | $172972.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                                  | Stoke Therapeutics, Inc.                                            | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      3523 | NS      | $32517.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HarborOne Bancorp, Inc.                                   | HarborOne Bancorp, Inc.                                             | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      7376 | NS      | $102526.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines, Inc.                                     | Spirit Airlines, Inc.                                               | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     17676 | NS      | $344328.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                           | Great Lakes Dredge & Dock Corp.                                     | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      7273 | NS      | $43274.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Generation Bio Co.                                        | Generation Bio Co.                                                  | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7412 | NS      | $29129.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants, Inc.                         | Atlas Technical Consultants, Inc.                                   | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       782 | NS      | $4027.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices, Inc.                                         | 908 Devices, Inc.                                                   | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2722 | NS      | $20741.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity LifeStyle Properties, Inc.                         | Equity LifeStyle Properties, Inc.                                   | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     54000 | NS      | $3488400.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                | New Jersey Resources Corp.                                          | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     14228 | NS      | $705993.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp.                                    | Hyliion Holdings Corp.                                              | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21157 | NS      | $49507.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi, Inc.                                               | Xperi, Inc.                                                         | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6619 | NS      | $56989.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                                | KAR Auction Services, Inc.                                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    106615 | NS      | $1391325.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd, Inc.                                             | Invivyd, Inc.                                                       | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8498 | NS      | $12747.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries, Inc.                             | Tootsie Roll Industries, Inc.                                       | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       429 | NS      | $18262.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp.                                        | Boston Omaha Corp., Class A                                         | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |      3366 | NS      | $89199.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                                     | Bloomin' Brands, Inc.                                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      4100 | NS      | $82492.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercantile Bank Corp.                                     | Mercantile Bank Corp.                                               | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2618 | NS      | $87650.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd.                                         | Enstar Group Ltd.                                                   | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |      1852 | NS      | $427886.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                                          | PriceSmart, Inc.                                                    | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1525 | NS      | $92689.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                                  | Full House Resorts, Inc.                                            | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |      3300 | NS      | $24816.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co.                                        | Northwest Pipe Co.                                                  | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1188 | NS      | $40035.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp.                                     | Camden National Corp.                                               | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      2435 | NS      | $101515.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                   | Brookline Bancorp, Inc.                                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10759 | NS      | $152239.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest, Inc.                                        | WideOpenWest, Inc.                                                  | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      3627 | NS      | $33041.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings, Inc.                                        | FRP Holdings, Inc.                                                  | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1113 | NS      | $59946.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings, Inc. (The)                          | Arena Group Holdings, Inc. (The)                                    | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $4562.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp.                                      | PAR Technology Corp.                                                | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      2568 | NS      | $66947.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WM Technology, Inc.                                       | WM Technology, Inc.                                                 | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |      1877 | NS      | $1895.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                                 | Kymera Therapeutics, Inc.                                           | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6168 | NS      | $153953.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett, Inc.                                             | Hibbett, Inc.                                                       | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       436 | NS      | $29743.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp.                                 | Citizens & Northern Corp.                                           | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2809 | NS      | $64213.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                                      | Ingles Markets, Inc., Class A                                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      2301 | NS      | $221954.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                    | Integer Holdings Corp.                                              | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      5365 | NS      | $367287.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunlight Financial Holdings, Inc.                         | Sunlight Financial Holdings, Inc.                                   | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3603 | NS      | $4647.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sight Sciences, Inc.                                      | Sight Sciences, Inc.                                                | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3145 | NS      | $38400.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vuzix Corp.                                               | Vuzix Corp.                                                         | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |      1148 | NS      | $4178.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Glacier Bancorp, Inc.                                     | Glacier Bancorp, Inc.                                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     15769 | NS      | $779303.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings, Inc.                                | Oppenheimer Holdings, Inc., Class A                                 | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1247 | NS      | $52785.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                             | Northwest Natural Holding Co.                                       | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      5697 | NS      | $271120.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                | Northwest Bancshares, Inc.                                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17154 | NS      | $239812.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                               | Standex International Corp.                                         | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1964 | NS      | $201133.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                                 | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3535 | NS      | $100323.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                                       | Varex Imaging Corp.                                                 | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      5974 | NS      | $121272.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com, Inc.                                       | Overstock.com, Inc.                                                 | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      7092 | NS      | $137301.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                                     | Jack in the Box, Inc.                                               | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      2977 | NS      | $203120.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings, Inc.                              | E2open Parent Holdings, Inc.                                        | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32961 | NS      | $193481.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Quantum-Si, Inc.                                          | Quantum-Si, Inc.                                                    | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14888 | NS      | $27245.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| America's Car-Mart, Inc.                                  | America's Car-Mart, Inc.                                            | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       955 | NS      | $69008.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics, Inc.                                    | Bionano Genomics, Inc.                                              | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |     49979 | NS      | $72969.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Financial Institutions, Inc.                              | Financial Institutions, Inc.                                        | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2814 | NS      | $68549.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                                | First Bank                                                          | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      3157 | NS      | $43440.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares, Inc.                               | Blue Ridge Bankshares, Inc.                                         | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3331 | NS      | $41604.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co., Inc.                                         | Gannett Co., Inc.                                                   | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     22331 | NS      | $45331.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power, Inc.                                         | Solid Power, Inc.                                                   | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12558 | NS      | $31897.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Bancorp, Inc.                                    | Sterling Bancorp, Inc.                                              | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4177 | NS      | $25437.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                                    | Hilltop Holdings, Inc.                                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      8355 | NS      | $250733.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products, Inc.                               | Utah Medical Products, Inc.                                         | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        20 | NS      | $2010.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                         | Integral Ad Science Holding Corp.                                   | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4764 | NS      | $41875.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.              | American Axle & Manufacturing Holdings, Inc.                        | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17389 | NS      | $135981.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                          | Proto Labs, Inc.                                                    | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      3669 | NS      | $93669.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies, Inc.                              | PureCycle Technologies, Inc.                                        | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3275 | NS      | $22139.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REX American Resources Corp.                              | REX American Resources Corp.                                        | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2721 | NS      | $86691.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                | United Natural Foods, Inc.                                          | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      8842 | NS      | $342273.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                                 | Regional Management Corp.                                           | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1167 | NS      | $32769.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                                     | ADTRAN Holdings, Inc.                                               | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      1157 | NS      | $21740.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp.                                   | Li-Cycle Holdings Corp.                                             | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13451 | NS      | $64026.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Theseus Pharmaceuticals, Inc.                             | Theseus Pharmaceuticals, Inc.                                       | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2272 | NS      | $11314.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amylyx Pharmaceuticals, Inc.                              | Amylyx Pharmaceuticals, Inc.                                        | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6566 | NS      | $242613.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tilly's, Inc.                                             | Tilly's, Inc., Class A                                              | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3863 | NS      | $34960.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                              | El Pollo Loco Holdings, Inc.                                        | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      3034 | NS      | $30218.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris, Inc.                                              | Amyris, Inc.                                                        | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |     27409 | NS      | $41935.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Winnebago Industries, Inc.                                | Winnebago Industries, Inc.                                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      4888 | NS      | $257597.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar, Inc.                                               | iStar, Inc.                                                         | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     11988 | NS      | $91468.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                           | Planet Labs PBC                                                     | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2922 | NS      | $12710.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Diversified Healthcare Trust                              | Diversified Healthcare Trust                                        | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38930 | NS      | $25179.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                     | MeiraGTx Holdings plc                                               | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | KY        |      4502 | NS      | $29353.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp.                                               | Absci Corp.                                                         | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8803 | NS      | $18486.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                                  | Liquidity Services, Inc.                                            | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      2211 | NS      | $31086.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                             | Standard Motor Products, Inc.                                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      3353 | NS      | $116684.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics, Inc.                                   | Dyne Therapeutics, Inc.                                             | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4932 | NS      | $57161.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                                          | Lands' End, Inc.                                                    | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      2466 | NS      | $18716.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics, Inc.                                   | Vera Therapeutics, Inc.                                             | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $3637.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Scorpio Tankers, Inc.                                     | Scorpio Tankers, Inc.                                               | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      7609 | NS      | $409135.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                               | DiamondRock Hospitality Co.                                         | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     33798 | NS      | $276805.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos, Inc.                                     | Century Casinos, Inc.                                               | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |       844 | NS      | $5933.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.                        | Madison Square Garden Sports Corp., Class A                         | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $403326.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo plc                                               | Trinseo plc                                                         | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |      5761 | NS      | $130832.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                        | Piedmont Office Realty Trust, Inc., Class A                         | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20837 | NS      | $191075.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                                    | Urban Outfitters, Inc.                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     10362 | NS      | $247133.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                      | Old National Bancorp                                                | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     47792 | NS      | $859300.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics, Inc.                               | Aerovate Therapeutics, Inc.                                         | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1411 | NS      | $41342.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustmark Corp.                                           | Trustmark Corp.                                                     | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      8198 | NS      | $286192.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                             | Hawkins, Inc.                                                       | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1171 | NS      | $45200.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital, Inc.                               | Orchid Island Capital, Inc.                                         | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |      5493 | NS      | $57676.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CryoPort, Inc.                                            | CryoPort, Inc.                                                      | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      1395 | NS      | $24203.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                               | Centerspace                                                         | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      2358 | NS      | $138343.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                   | Abercrombie & Fitch Co., Class A                                    | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      7844 | NS      | $179706.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                                   | Radiant Logistics, Inc.                                             | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      4015 | NS      | $20436.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                                  | Banc of California, Inc.                                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      8279 | NS      | $131884.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics, Inc.                                 | Design Therapeutics, Inc.                                           | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5243 | NS      | $53793.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Superior Group of Cos., Inc.                              | Superior Group of Cos., Inc.                                        | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      1760 | NS      | $17705.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                                       | Kura Oncology, Inc.                                                 | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     10697 | NS      | $132749.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                  | Washington Federal, Inc.                                            | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10721 | NS      | $359689.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares, Inc.                              | Bridgewater Bancshares, Inc.                                        | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      2905 | NS      | $51534.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp, Inc.                                  | Northfield Bancorp, Inc.                                            | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6656 | NS      | $104698.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                                    | World Acceptance Corp.                                              | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       189 | NS      | $12462.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co.                                       | 23andMe Holding Co.                                                 | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23603 | NS      | $50982.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings, Inc.                                  | Employers Holdings, Inc.                                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3931 | NS      | $169544.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight, Inc.                                              | Alight, Inc., Class A                                               | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     54868 | NS      | $458696.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp, Inc.                                     | Pioneer Bancorp, Inc.                                               | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2650 | NS      | $30210.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals, Inc.                              | Tarsus Pharmaceuticals, Inc.                                        | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2863 | NS      | $41971.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellium SE                                            | Constellium SE                                                      | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      9215 | NS      | $109013.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                              | Vishay Intertechnology, Inc.                                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     21024 | NS      | $453487.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp.                                          | Glatfelter Corp.                                                    | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      6919 | NS      | $19234.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | Apple Hospitality REIT, Inc.                                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     34871 | NS      | $550264.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon, Inc.                                             | Groupon, Inc.                                                       | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      3697 | NS      | $31720.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Electronics, Inc.                               | Universal Electronics, Inc.                                         | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      1946 | NS      | $40496.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage, Inc.                                  | Angel Oak Mortgage, Inc.                                            | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |      1928 | NS      | $9119.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmers & Merchants Bancorp, Inc.                         | Farmers & Merchants Bancorp, Inc.                                   | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1733 | NS      | $47102.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SiriusPoint Ltd.                                          | SiriusPoint Ltd.                                                    | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     13634 | NS      | $80440.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                          | Elme Communities                                                    | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     14086 | NS      | $250730.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics, Inc.                                  | Nurix Therapeutics, Inc.                                            | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7328 | NS      | $80461.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                             | Navient Corp.                                                       | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     17449 | NS      | $287036.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences, Inc.                                 | Caribou Biosciences, Inc.                                           | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8808 | NS      | $55314.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynex Capital, Inc.                                       | Dynex Capital, Inc.                                                 | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      6941 | NS      | $88289.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                          | Comtech Telecommunications Corp.                                    | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      4314 | NS      | $52371.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Root, Inc.                                                | Root, Inc., Class A                                                 | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1111 | NS      | $4988.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Office Properties Income Trust                            | Office Properties Income Trust                                      | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7577 | NS      | $101152.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics, Inc.                                | Century Therapeutics, Inc.                                          | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3168 | NS      | $16251.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GEO Group, Inc. (The)                                     | GEO Group, Inc. (The)                                               | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     16548 | NS      | $181200.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| QCR Holdings, Inc.                                        | QCR Holdings, Inc.                                                  | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      2742 | NS      | $136112.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp.                                  | Chimera Investment Corp.                                            | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     38228 | NS      | $210254.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Pacific Land Corp.                                  | Texas Pacific Land Corp.                                            | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27249 | NS      | $63877923.27  | 16.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                                    | Warrior Met Coal, Inc.                                              | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      7649 | NS      | $264961.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage, Inc.                  | Natural Grocers by Vitamin Cottage, Inc.                            | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       270 | NS      | $2467.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                               | Merit Medical Systems, Inc.                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1319 | NS      | $93147.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings, Inc.                                     | Chuy's Holdings, Inc.                                               | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2837 | NS      | $80287.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares, Inc.                                 | Guaranty Bancshares, Inc.                                           | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1463 | NS      | $50678.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                              | Kiniksa Pharmaceuticals Ltd., Class A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       210 | NS      | $3145.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                             | Capital City Bank Group, Inc.                                       | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      2374 | NS      | $77155.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp.                                      | Terran Orbital Corp.                                                | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7261 | NS      | $11472.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Teknova, Inc.                                       | Alpha Teknova, Inc.                                                 | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1070 | NS      | $6034.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp, Inc.                           | Southern Missouri Bancorp, Inc.                                     | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1468 | NS      | $67278.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group, Inc.                            | Associated Capital Group, Inc., Class A                             | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |    146454 | NS      | $6149603.46   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp.                                | Gladstone Commercial Corp.                                          | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |       507 | NS      | $9379.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                                | Cohu, Inc.                                                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      7668 | NS      | $245759.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace, Inc.                                         | Squarespace, Inc., Class A                                          | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      3734 | NS      | $82782.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine, Inc.                                     | Editas Medicine, Inc.                                               | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     11606 | NS      | $102945.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma, Inc.                                           | AFC Gamma, Inc.                                                     | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |      2350 | NS      | $36965.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Valhi, Inc.                                               | Valhi, Inc.                                                         | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $6490.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe, Inc.                                          | Cantaloupe, Inc.                                                    | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      3859 | NS      | $16786.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy, Inc.                                   | Excelerate Energy, Inc., Class A                                    | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3136 | NS      | $78556.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer, Inc.                                                | Seer, Inc.                                                          | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7990 | NS      | $46342.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics, Inc.                               | Allogene Therapeutics, Inc.                                         | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13304 | NS      | $83682.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolv Technologies Holdings, Inc.                         | Evolv Technologies Holdings, Inc.                                   | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13318 | NS      | $34493.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Fuels, Inc.                                        | Energy Fuels, Inc.                                                  | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      5589 | NS      | $34707.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National Energy Services Reunited Corp.                   | National Energy Services Reunited Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      5934 | NS      | $41181.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals, Inc.                            | Eiger BioPharmaceuticals, Inc.                                      | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |       571 | NS      | $673.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education, Inc.                           | American Public Education, Inc.                                     | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      2941 | NS      | $36144.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                         | Rayonier Advanced Materials, Inc.                                   | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      9684 | NS      | $92966.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                                     | DXP Enterprises, Inc.                                               | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2354 | NS      | $64852.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                              | Inogen, Inc.                                                        | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      3384 | NS      | $66698.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                              | Nelnet, Inc., Class A                                               | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2413 | NS      | $218979.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                                | Haynes International, Inc.                                          | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      1894 | NS      | $86536.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp.                                          | NextDecade Corp.                                                    | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |       609 | NS      | $3008.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Chico's FAS, Inc.                                         | Chico's FAS, Inc.                                                   | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      5089 | NS      | $25037.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics, Inc.                               | Edgewise Therapeutics, Inc.                                         | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5830 | NS      | $52120.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Commonwealth                                       | Equity Commonwealth                                                 | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     54566 | NS      | $1362513.02   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors, Inc.                   | Transcontinental Realty Investors, Inc.                             | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               | CORP              | US        |       196 | NS      | $8659.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise, Inc.                                          | MarketWise, Inc.                                                    | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2252 | NS      | $3783.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp, Inc. (The)                                 | First Bancorp, Inc. (The)                                           | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1722 | NS      | $51556.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics, Inc.                            | SpringWorks Therapeutics, Inc.                                      | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4849 | NS      | $126122.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1046 | NS      | $200246.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings, Inc.                         | Aveanna Healthcare Holdings, Inc.                                   | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5641 | NS      | $4399.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.                           | National Health Investors, Inc.                                     | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      6826 | NS      | $356453.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                                  | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      4538 | NS      | $457430.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                                        | Weis Markets, Inc.                                                  | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2675 | NS      | $220125.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd.                                        | Borr Drilling Ltd.                                                  | CUSIP: N/A<br>LEI: 213800J2JPCTXLHQ5R78       | Long             | EC               | CORP              | BM        |     17862 | NS      | $88774.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Viridian Therapeutics, Inc.                               | Viridian Therapeutics, Inc.                                         | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      1553 | NS      | $45363.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Bancorp, Inc.                                    | Republic Bancorp, Inc., Class A                                     | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $62853.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                                      | Allegiant Travel Co.                                                | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1523 | NS      | $103548.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares, Inc.                                    | Shore Bancshares, Inc.                                              | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3157 | NS      | $55026.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals, Inc.                           | Recursion Pharmaceuticals, Inc., Class A                            | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20369 | NS      | $157044.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Second Bancorp, Inc.                                  | Old Second Bancorp, Inc.                                            | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      7126 | NS      | $114301.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies, Inc.                                | OraSure Technologies, Inc.                                          | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     11358 | NS      | $54745.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                                 | Strategic Education, Inc.                                           | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      3677 | NS      | $287982.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance, Inc.                        | Nexpoint Real Estate Finance, Inc.                                  | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1082 | NS      | $17192.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics, Inc.                                   | Pear Therapeutics, Inc.                                             | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5707 | NS      | $6734.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Digital Corp.                                     | Applied Digital Corp.                                               | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5962 | NS      | $10970.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontline Ltd.                                            | Frontline Ltd.                                                      | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | BM        |     20259 | NS      | $245944.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Newpark Resources, Inc.                                   | Newpark Resources, Inc.                                             | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     13014 | NS      | $54008.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.                    | Argo Group International Holdings Ltd.                              | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |      5262 | NS      | $136022.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                                 | Howard Hughes Corp. (The)                                           | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |     50600 | NS      | $3866852.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA             | Banco Latinoamericano de Comercio Exterior SA, Class E              | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |      5010 | NS      | $81162.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.                                | REVOLUTION Medicines, Inc.                                          | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     10539 | NS      | $251038.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                            | Community Health Systems, Inc.                                      | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20641 | NS      | $89169.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                               | Berry Corp.                                                         | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10472 | NS      | $83776.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                              | Moelis & Co., Class A                                               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      5359 | NS      | $205624.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp.                                              | Teekay Corp.                                                        | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | MH        |     10928 | NS      | $49613.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton, Inc.                                              | Cepton, Inc.                                                        | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1341 | NS      | $1703.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urbana Corp.                                              | Urbana Corp.                                                        | CUSIP: 91707P109<br>LEI: 5493003WCSNG13LU3180 | Long             | EC               | CORP              | CA        |      8800 | NS      | $27686.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                                            | Innospec, Inc.                                                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       656 | NS      | $67476.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                               | Fluor Corp.                                                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2102 | NS      | $72855.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place, Inc. (The)                              | Children's Place, Inc. (The)                                        | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       708 | NS      | $25785.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent, Inc.                                            | Conduent, Inc.                                                      | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     27247 | NS      | $110350.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                     | Industrial Logistics Properties Trust                               | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      9517 | NS      | $31120.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                               | Atara Biotherapeutics, Inc.                                         | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     14514 | NS      | $47605.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp, Inc.                                    | Mid Penn Bancorp, Inc.                                              | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2439 | NS      | $73096.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                              | Midland States Bancorp, Inc.                                        | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      3581 | NS      | $95326.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesabi Trust                                              | Mesabi Trust                                                        | CUSIP: 590672101<br>LEI: N/A                  | Long             |  | PF                | US        |     44000 | NS      | $792880.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics, Inc.                                         | MacroGenics, Inc.                                                   | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      9667 | NS      | $64865.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT, Inc. (The)                         | Necessity Retail REIT, Inc. (The)                                   | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |     21276 | NS      | $126166.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands, Inc.                               | Smith & Wesson Brands, Inc.                                         | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      6686 | NS      | $58034.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                                     | Myriad Genetics, Inc.                                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     12812 | NS      | $185902.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                           | LGI Homes, Inc.                                                     | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      3091 | NS      | $286226.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                                        | Saul Centers, Inc.                                                  | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $5247.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen, Inc.                                            | FibroGen, Inc.                                                      | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      1568 | NS      | $25119.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark, Inc.                                          | Cleanspark, Inc.                                                    | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |      7156 | NS      | $14598.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Golden Ocean Group Ltd.                                   | Golden Ocean Group Ltd.                                             | CUSIP: N/A<br>LEI: 549300HQH91CZG0OJL61       | Long             | EC               | CORP              | BM        |     20035 | NS      | $174104.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Skillz, Inc.                                              | Skillz, Inc.                                                        | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48214 | NS      | $24420.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AN2 Therapeutics, Inc.                                    | AN2 Therapeutics, Inc.                                              | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1304 | NS      | $12427.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                                | Southside Bancshares, Inc.                                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      4719 | NS      | $169836.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                                | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57947 | NS      | $60844.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure, Inc.                                         | CompoSecure, Inc.                                                   | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $908.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Colony Bankcorp, Inc.                                     | Colony Bankcorp, Inc.                                               | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3189 | NS      | $40468.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences, Inc.                                     | Kodiak Sciences, Inc.                                               | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      5441 | NS      | $38957.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                       | Nektar Therapeutics                                                 | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     28652 | NS      | $64753.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp.                                   | SeaSpine Holdings Corp.                                             | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      5977 | NS      | $49907.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd.                             | Genco Shipping & Trading Ltd.                                       | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |      6052 | NS      | $92958.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings, Inc.                            | Virgin Galactic Holdings, Inc.                                      | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |     20113 | NS      | $69993.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Reata Pharmaceuticals, Inc.                               | Reata Pharmaceuticals, Inc., Class A                                | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |       724 | NS      | $27504.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp.                             | Wheaton Precious Metals Corp.                                       | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      2400 | NS      | $93792.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp., Class A                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     14575 | NS      | $442351.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp.                                      | Repay Holdings Corp.                                                | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13900 | NS      | $111895.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group, Inc.                              | Summit Financial Group, Inc.                                        | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1998 | NS      | $49730.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                                  | Ormat Technologies, Inc.                                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      3563 | NS      | $308128.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                                           | Universal Corp.                                                     | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3950 | NS      | $208599.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                               | Amalgamated Financial Corp.                                         | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $74442.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings, Inc.                          | Esquire Financial Holdings, Inc.                                    | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       380 | NS      | $16438.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                     | Walker & Dunlop, Inc.                                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1625 | NS      | $127530.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp, Inc.                                     | Amerant Bancorp, Inc.                                               | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      4831 | NS      | $129664.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp. (The)                          | First of Long Island Corp. (The)                                    | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4051 | NS      | $72918.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                                  | Hims & Hers Health, Inc.                                            | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |      2582 | NS      | $16550.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma, Inc.                                | Theravance Biopharma, Inc.                                          | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |      1036 | NS      | $11623.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                           | Consensus Cloud Solutions, Inc.                                     | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1548 | NS      | $83220.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      5782 | NS      | $341138.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24, Inc.                                                | ON24, Inc.                                                          | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6585 | NS      | $56828.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings, Inc.                                    | Biglari Holdings, Inc., Class B                                     | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       123 | NS      | $17072.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp.                                    | Innovage Holding Corp.                                              | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $15508.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Macatawa Bank Corp.                                       | Macatawa Bank Corp.                                                 | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4849 | NS      | $53484.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                             | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     10445 | NS      | $332673.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co., Class A                                   | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4264 | NS      | $152651.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                  | Hersha Hospitality Trust, Class A                                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |      4537 | NS      | $38655.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                    | SPX Technologies, Inc.                                              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      7123 | NS      | $467624.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                                           | ModivCare, Inc.                                                     | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      1361 | NS      | $122122.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                                   | Carter Bankshares, Inc.                                             | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4203 | NS      | $69727.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                             | Heartland Financial USA, Inc.                                       | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      6824 | NS      | $318134.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Physical Therapy, Inc.                                | ATI Physical Therapy, Inc.                                          | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9689 | NS      | $2955.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillman Solutions Corp.                                   | Hillman Solutions Corp.                                             | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21766 | NS      | $156932.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp.                                          | Bank First Corp.                                                    | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1347 | NS      | $125028.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RBC Bearings, Inc.                                        | RBC Bearings, Inc.                                                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3955 | NS      | $827979.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT, Inc.                                   | Orion Office REIT, Inc.                                             | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9018 | NS      | $77013.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                                     | Mercury General Corp.                                               | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      4575 | NS      | $156465.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings, Inc.                                    | LiveVox Holdings, Inc.                                              | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |      4021 | NS      | $11942.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bluebird Bio, Inc.                                        | Bluebird Bio, Inc.                                                  | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13606 | NS      | $94153.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.                     | Allscripts Healthcare Solutions, Inc.                               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     17360 | NS      | $306230.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling, Inc.                      | Hyster-Yale Materials Handling, Inc.                                | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1781 | NS      | $45077.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                | OceanFirst Financial Corp.                                          | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9790 | NS      | $208037.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                                        | TrustCo Bank Corp.                                                  | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2656 | NS      | $99839.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                                          | Scholastic Corp.                                                    | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4892 | NS      | $193038.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                              | ALLETE, Inc.                                                        | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      9307 | NS      | $600394.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares, Inc.                               | CrossFirst Bankshares, Inc.                                         | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7916 | NS      | $98237.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics, Inc.                                 | Kimball Electronics, Inc.                                           | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      3840 | NS      | $86745.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Contra Aduro Biotech I, CVR                               | Aduro Biotech, Inc., CVR                                            | CUSIP: 007CVR012<br>LEI: N/A                  | Long             |  | CORP              | US        |       237 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barrett Business Services, Inc.                           | Barrett Business Services, Inc.                                     | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       119 | NS      | $11100.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                                      | Kelly Services, Inc., Class A                                       | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5356 | NS      | $90516.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                         | ACCO Brands Corp.                                                   | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     14590 | NS      | $81558.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                              | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     11831 | NS      | $482586.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                         | Aerojet Rocketdyne Holdings, Inc.                                   | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      3154 | NS      | $176403.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                             | Magnite, Inc.                                                       | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     21469 | NS      | $227356.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                             | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     20544 | NS      | $482167.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                             | New York Mortgage Trust, Inc.                                       | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     59569 | NS      | $152496.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp.                                        | Turtle Beach Corp.                                                  | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       412 | NS      | $2954.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                                   | Columbus McKinnon Corp.                                             | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      4643 | NS      | $150758.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                              | United Community Banks, Inc.                                        | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     15370 | NS      | $519506.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics, Inc.                                          | Cardlytics, Inc.                                                    | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |      5091 | NS      | $29425.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.                           | Business First Bancshares, Inc.                                     | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      4228 | NS      | $93607.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      5081 | NS      | $348912.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                                  | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2655 | NS      | $363229.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics, Inc.                                   | Sage Therapeutics, Inc.                                             | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      8453 | NS      | $322397.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences, Inc.                                  | Ideaya Biosciences, Inc.                                            | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      7215 | NS      | $131096.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold, Inc.                                            | Safehold, Inc.                                                      | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |      1633 | NS      | $46736.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Contra A/S                                                | Contra A/S                                                          | CUSIP: 532CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       806 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Ellington Financial, Inc.                                 | Ellington Financial, Inc.                                           | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      9393 | NS      | $116191.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic, Inc.                                          | Sumo Logic, Inc.                                                    | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |      6176 | NS      | $50025.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                           | Interface, Inc.                                                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1602 | NS      | $15811.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                     | Gray Television, Inc.                                               | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      7729 | NS      | $86487.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                                 | National HealthCare Corp.                                           | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2058 | NS      | $122451.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                         | Essent Group Ltd.                                                   | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     17223 | NS      | $669630.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                                       | MVB Financial Corp.                                                 | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      1873 | NS      | $41243.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp.                                       | Landsea Homes Corp.                                                 | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |      1278 | NS      | $6658.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp.                                    | Twist Bioscience Corp.                                              | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      2722 | NS      | $64810.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpine Immune Sciences, Inc.                              | Alpine Immune Sciences, Inc.                                        | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      1988 | NS      | $14611.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding, Inc.                                    | JELD-WEN Holding, Inc.                                              | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      8359 | NS      | $80664.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                        | Cytokinetics, Inc.                                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      1243 | NS      | $56954.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                                         | LendingClub Corp.                                                   | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     16500 | NS      | $145200.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                                          | 3D Systems Corp.                                                    | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     21133 | NS      | $156384.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| OmniAb, Inc.                                              | OmniAb, Inc.                                                        | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10436 | NS      | $37569.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings plc                                       | Luxfer Holdings plc                                                 | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |      2197 | NS      | $30142.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp.                                               | eGain Corp.                                                         | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1655 | NS      | $14944.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology plc                         | International Game Technology plc                                   | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     12329 | NS      | $279621.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                                   | ICF International, Inc.                                             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       924 | NS      | $91522.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                                      | Patterson Cos., Inc.                                                | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      3249 | NS      | $91069.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling, Inc.                           | Diamond Offshore Drilling, Inc.                                     | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     16816 | NS      | $174886.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                                      | EW Scripps Co. (The), Class A                                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      9404 | NS      | $124038.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                                | GATX Corp.                                                          | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      5336 | NS      | $567430.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home, Inc.                                   | Vivint Smart Home, Inc.                                             | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11569 | NS      | $137671.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                                     | Sutro Biopharma, Inc.                                               | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      8325 | NS      | $67266.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain, Inc.                                     | Riot Blockchain, Inc.                                               | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     26790 | NS      | $90818.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Metrocity Bankshares, Inc.                                | Metrocity Bankshares, Inc.                                          | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      2584 | NS      | $55891.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                            | Lions Gate Entertainment Corp., Class A                             | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      9713 | NS      | $55461.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.                      | Arcturus Therapeutics Holdings, Inc.                                | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       338 | NS      | $5732.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp.                                           | Multiplan Corp.                                                     | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59196 | NS      | $68075.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| City Office REIT, Inc.                                    | City Office REIT, Inc.                                              | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |      6590 | NS      | $55224.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp, Inc.                               | John Marshall Bancorp, Inc.                                         | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2187 | NS      | $62941.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                                       | MFA Financial, Inc.                                                 | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     16265 | NS      | $160210.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Bar Harbor Bankshares                                     | Bar Harbor Bankshares                                               | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2508 | NS      | $80356.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                             | Parsons Corp.                                                       | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      5614 | NS      | $259647.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                           | Healthcare Services Group, Inc.                                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      6728 | NS      | $80736.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                              | Safety Insurance Group, Inc.                                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2035 | NS      | $171469.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                               | Brady Corp., Class A                                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      1854 | NS      | $87323.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co.                                      | Callon Petroleum Co.                                                | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      1394 | NS      | $51703.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                             | ARMOUR Residential REIT, Inc.                                       | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     21507 | NS      | $121084.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| DREAM Unlimited Corp.                                     | DREAM Unlimited Corp., Class A                                      | CUSIP: 26153M507<br>LEI: 549300OLZNGGLFVS4206 | Long             | EC               | CORP              | CA        |    284600 | NS      | $5324866.00   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials, Inc.                                    | Origin Materials, Inc.                                              | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |      5979 | NS      | $27563.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Via Renewables, Inc.                                      | Via Renewables, Inc.                                                | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |       195 | NS      | $996.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp.                                            | Rite Aid Corp.                                                      | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |      4374 | NS      | $14609.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                             | Griffon Corp.                                                       | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      3691 | NS      | $132100.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                                   | Cinemark Holdings, Inc.                                             | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      3673 | NS      | $31808.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                            | California Water Service Group                                      | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      6471 | NS      | $392401.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corp.                                  | Markforged Holding Corp.                                            | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15693 | NS      | $18203.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                               | Terex Corp.                                                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      5568 | NS      | $237864.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp.                                           | Quanterix Corp.                                                     | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4602 | NS      | $63737.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group, Inc.                             | LifeStance Health Group, Inc.                                       | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10443 | NS      | $51588.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tronox Holdings plc                                       | Tronox Holdings plc                                                 | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     19194 | NS      | $263149.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class A                                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3521 | NS      | $236118.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                   | United Bankshares, Inc.                                             | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     21039 | NS      | $851869.11    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                                     | Designer Brands, Inc., Class A                                      | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2452 | NS      | $23980.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions, Inc.                                        | ACV Auctions, Inc., Class A                                         | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10022 | NS      | $82280.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.                         | Shenandoah Telecommunications Co.                                   | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      7634 | NS      | $121227.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals, Inc.                          | Day One Biopharmaceuticals, Inc.                                    | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4589 | NS      | $98755.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancshares, Inc. (The)                              | First Bancshares, Inc. (The)                                        | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      3670 | NS      | $117476.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One, Inc.                                           | Urban One, Inc.                                                     | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      1823 | NS      | $6854.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems, Inc.                                       | Mitek Systems, Inc.                                                 | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       661 | NS      | $6405.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group, Inc.                                     | Replimune Group, Inc.                                               | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      6554 | NS      | $178268.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                                 | Live Oak Bancshares, Inc.                                           | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1258 | NS      | $37991.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                   | Premier Financial Corp.                                             | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5845 | NS      | $157639.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific, Inc.                                  | Danimer Scientific, Inc.                                            | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |     14082 | NS      | $25206.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Janux Therapeutics, Inc.                                  | Janux Therapeutics, Inc.                                            | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2686 | NS      | $35374.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                                     | Wabash National Corp.                                               | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      1016 | NS      | $22961.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                              | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      3502 | NS      | $104289.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SecureWorks Corp.                                         | SecureWorks Corp., Class A                                          | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1386 | NS      | $8856.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond, Inc.                                   | Bed Bath & Beyond, Inc.                                             | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      3360 | NS      | $8433.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Investors Title Co.                                       | Investors Title Co.                                                 | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $28182.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                                            | La-Z-Boy, Inc.                                                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      7238 | NS      | $165171.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                                           | REV Group, Inc.                                                     | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      5159 | NS      | $65106.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                  | Castle Biosciences, Inc.                                            | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3891 | NS      | $91594.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                              | Enanta Pharmaceuticals, Inc.                                        | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      2864 | NS      | $133233.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                                 | Insight Enterprises, Inc.                                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       873 | NS      | $87535.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock, Inc.                                           | ForgeRock, Inc., Class A                                            | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1630 | NS      | $37115.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastern Bankshares, Inc.                                  | Eastern Bankshares, Inc.                                            | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     20459 | NS      | $352917.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group, Inc.                                     | Franchise Group, Inc.                                               | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |       317 | NS      | $7550.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcBest Corp.                                             | ArcBest Corp.                                                       | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2760 | NS      | $193310.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                            | Victory Capital Holdings, Inc., Class A                             | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      2216 | NS      | $59455.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living, Inc.                             | Brookdale Senior Living, Inc.                                       | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     29060 | NS      | $79333.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme, Inc.                                        | Krispy Kreme, Inc.                                                  | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8316 | NS      | $85821.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Flushing Financial Corp.                                  | Flushing Financial Corp.                                            | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5046 | NS      | $97791.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology, Inc.                                   | Cullinan Oncology, Inc.                                             | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4695 | NS      | $49532.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                                  | Clean Energy Fuels Corp.                                            | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     28340 | NS      | $147368.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                                        | HealthStream, Inc.                                                  | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      3622 | NS      | $89970.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.                          | Alpha & Omega Semiconductor Ltd.                                    | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |       748 | NS      | $21370.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef, Inc.                                       | Tattooed Chef, Inc.                                                 | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |       754 | NS      | $927.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bluegreen Vacations Holding Corp.                         | Bluegreen Vacations Holding Corp.                                   | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |       940 | NS      | $23462.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp. NV                            | Sapiens International Corp. NV                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1640 | NS      | $30307.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                                         | First Busey Corp.                                                   | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      8693 | NS      | $214890.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment, Inc.                              | Inspired Entertainment, Inc.                                        | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      1024 | NS      | $12974.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                                    | PTC Therapeutics, Inc.                                              | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      2809 | NS      | $107219.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                                        | NorthWestern Corp.                                                  | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      9433 | NS      | $559754.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                              | Great Southern Bancorp, Inc.                                        | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1659 | NS      | $98693.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings, Inc.                                | AvidXchange Holdings, Inc.                                          | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2338 | NS      | $23239.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                 | Madison Square Garden Entertainment Corp.                           | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11365 | NS      | $511084.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.               | Apollo Commercial Real Estate Finance, Inc.                         | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     22531 | NS      | $242433.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings, Inc.                        | AssetMark Financial Holdings, Inc.                                  | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      3502 | NS      | $80546.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp.                                      | Luther Burbank Corp.                                                | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      3214 | NS      | $35707.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express, Inc.                                      | PetMed Express, Inc.                                                | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       674 | NS      | $11929.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wheels Up Experience, Inc.                                | Wheels Up Experience, Inc.                                          | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25214 | NS      | $25970.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co., Inc. (The)                                    | Honest Co., Inc. (The)                                              | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10426 | NS      | $31382.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi, Inc.                                               | OppFi, Inc.                                                         | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2536 | NS      | $5198.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Northeast Bank                                            | Northeast Bank                                                      | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      1197 | NS      | $50393.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                     | Bank of Marin Bancorp                                               | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2706 | NS      | $88973.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                    | Amkor Technology, Inc.                                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     13077 | NS      | $313586.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                        | Hope Bancorp, Inc.                                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     15473 | NS      | $198209.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                             | Arconic Corp.                                                       | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     16355 | NS      | $346071.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp.                                       | American Well Corp., Class A                                        | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36297 | NS      | $102720.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd.                                          | Caesarstone Ltd.                                                    | CUSIP: N/A<br>LEI: 254900MJ7IXAH75VFC61       | Long             | EC               | CORP              | IL        |      3492 | NS      | $19939.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                                | Waterstone Financial, Inc.                                          | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      3603 | NS      | $62115.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group, Inc.                               | Trean Insurance Group, Inc.                                         | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3696 | NS      | $22176.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                 | SJW Group                                                           | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4319 | NS      | $350659.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                                     | TreeHouse Foods, Inc.                                               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      8239 | NS      | $406841.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent, Inc.                                            | Nuvalent, Inc., Class A                                             | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3322 | NS      | $98929.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Beauty Health Co. (The)                                   | Beauty Health Co. (The)                                             | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      1680 | NS      | $15288.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group, Inc.                               | Ambac Financial Group, Inc.                                         | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      7323 | NS      | $127713.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp. (The)                                          | Cato Corp. (The), Class A                                           | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      2789 | NS      | $26021.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp.                                             | Winmark Corp.                                                       | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       422 | NS      | $99520.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                            | AtriCure, Inc.                                                      | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2727 | NS      | $121024.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                              | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3254 | NS      | $77835.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                              | Plexus Corp.                                                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       671 | NS      | $69066.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite, Inc.                                          | Eventbrite, Inc., Class A                                           | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      1432 | NS      | $8391.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                               | ePlus, Inc.                                                         | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      1003 | NS      | $44412.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients, Inc.                                    | Alto Ingredients, Inc.                                              | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     14987 | NS      | $43162.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                                      | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      5038 | NS      | $133859.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media, Inc.                                       | Cumulus Media, Inc., Class A                                        | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2751 | NS      | $17083.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                                 | Nu Skin Enterprises, Inc., Class A                                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      4774 | NS      | $201271.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp.                                | Big 5 Sporting Goods Corp.                                          | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      3357 | NS      | $29642.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Astronics Corp.                                           | Astronics Corp.                                                     | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      4040 | NS      | $41612.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                | Ultra Clean Holdings, Inc.                                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      4836 | NS      | $160313.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                       | UMB Financial Corp.                                                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      7212 | NS      | $602346.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp.                                    | Clearwater Paper Corp.                                              | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      2744 | NS      | $103750.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                                    | Red Rock Resorts, Inc., Class A                                     | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4546 | NS      | $181885.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios, Inc.                                         | Playstudios, Inc.                                                   | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5751 | NS      | $22313.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vector Group Ltd.                                         | Vector Group Ltd.                                                   | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     19773 | NS      | $234507.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                                       | Bristow Group, Inc.                                                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      3647 | NS      | $98943.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                                    | Johnson Outdoors, Inc., Class A                                     | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       835 | NS      | $55210.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems, Inc.                              | Cardiovascular Systems, Inc.                                        | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      2963 | NS      | $40356.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co. (The)                                     | Gorman-Rupp Co. (The)                                               | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      2830 | NS      | $72504.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                                   | ESCO Technologies, Inc.                                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      3788 | NS      | $331601.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion, Inc.                                           | Moneylion, Inc.                                                     | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18885 | NS      | $11708.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MaxCyte, Inc.                                             | MaxCyte, Inc.                                                       | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |      4401 | NS      | $24029.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                               | Horace Mann Educators Corp.                                         | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      5839 | NS      | $218203.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                                  | US Silica Holdings, Inc.                                            | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      9804 | NS      | $122550.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp.                                       | Daily Journal Corp.                                                 | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       185 | NS      | $46344.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                               | Tennant Co.                                                         | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1723 | NS      | $106085.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                                 | Goosehead Insurance, Inc., Class A                                  | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       378 | NS      | $12980.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                                         | NBT Bancorp, Inc.                                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5894 | NS      | $255917.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp.                                                 | VSE Corp.                                                           | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      1810 | NS      | $84852.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings, Inc.                                     | Duluth Holdings, Inc., Class B                                      | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      1230 | NS      | $7601.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Resources Connection, Inc.                                | Resources Connection, Inc.                                          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5339 | NS      | $98130.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma, Inc.                                   | Kinnate Biopharma, Inc.                                             | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |      4689 | NS      | $28602.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FuelCell Energy, Inc.                                     | FuelCell Energy, Inc.                                               | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     18867 | NS      | $52450.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WW International, Inc.                                    | WW International, Inc.                                              | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      8607 | NS      | $33223.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp.                                       | CNB Financial Corp.                                                 | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      3430 | NS      | $81599.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                             | Berkshire Hills Bancorp, Inc.                                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      6576 | NS      | $196622.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                               | Monro, Inc.                                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5048 | NS      | $228169.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                           | Blackstone Mortgage Trust, Inc., Class A                            | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     27224 | NS      | $576332.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Consolidated Communications Holdings, Inc.                | Consolidated Communications Holdings, Inc.                          | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     10203 | NS      | $36526.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp.                                    | Alerus Financial Corp.                                              | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      2839 | NS      | $66290.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                                | Greenlight Capital Re Ltd., Class A                                 | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |      4544 | NS      | $37033.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                                           | Bandwidth, Inc., Class A                                            | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      2969 | NS      | $68138.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1223 | NS      | $96922.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                              | National Bank Holdings Corp., Class A                               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4441 | NS      | $186832.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line, Inc.                                          | Value Line, Inc.                                                    | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $1170.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings, Inc.                                  | Microvast Holdings, Inc.                                            | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      9956 | NS      | $15232.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Seneca Foods Corp.                                        | Seneca Foods Corp., Class A                                         | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       843 | NS      | $51380.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                 | Manitowoc Co., Inc. (The)                                           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      5503 | NS      | $50407.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                                | Moog, Inc., Class A                                                 | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      3796 | NS      | $333136.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology, Inc.                          | Tactile Systems Technology, Inc.                                    | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      1820 | NS      | $20893.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies, Inc.                          | Allied Motion Technologies, Inc.                                    | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |        83 | NS      | $2889.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.                           | Franklin BSP Realty Trust, Inc.                                     | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     13170 | NS      | $169893.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Insurance Holdings, Inc.                        | Universal Insurance Holdings, Inc.                                  | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      3150 | NS      | $33358.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital, Inc.                            | Broadmark Realty Capital, Inc.                                      | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21884 | NS      | $77907.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment, Inc.                              | SeaWorld Entertainment, Inc.                                        | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      3251 | NS      | $173961.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech, Inc.                                            | ESS Tech, Inc.                                                      | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1565 | NS      | $3802.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Bank System, Inc.                               | Community Bank System, Inc.                                         | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      7637 | NS      | $480749.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                                      | Avanos Medical, Inc.                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      7604 | NS      | $205764.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                                            | Cars.com, Inc.                                                      | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      9152 | NS      | $126023.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners, Inc.                                  | P3 Health Partners, Inc.                                            | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $2704.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Westamerica Bancorp                                       | Westamerica Bancorp                                                 | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2974 | NS      | $175495.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.                        | First Commonwealth Financial Corp.                                  | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     13271 | NS      | $185395.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                                | Ebix, Inc.                                                          | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      3325 | NS      | $66367.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PolyMet Mining Corp.                                      | PolyMet Mining Corp.                                                | CUSIP: 731916409<br>LEI: 529900I1B64WM0PRZW40 | Long             | EC               | CORP              | CA        |      4417 | NS      | $11705.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                              | Zumiez, Inc.                                                        | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      2937 | NS      | $63850.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals, Inc.                             | Lexicon Pharmaceuticals, Inc.                                       | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7974 | NS      | $15230.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                            | UniFirst Corp.                                                      | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      2462 | NS      | $475141.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                         | OPKO Health, Inc.                                                   | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     69243 | NS      | $86553.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma, Inc.                                       | CinCor Pharma, Inc.                                                 | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3825 | NS      | $47009.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                  | Laureate Education, Inc., Class A                                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     22029 | NS      | $211918.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                                  | Heritage Financial Corp.                                            | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4651 | NS      | $142506.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                                      | Axos Financial, Inc.                                                | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      8202 | NS      | $313480.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Volta, Inc.                                               | Volta, Inc.                                                         | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20032 | NS      | $7119.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Towne Bank                                                | Towne Bank                                                          | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     11153 | NS      | $343958.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                                     | Ryerson Holding Corp.                                               | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2870 | NS      | $86846.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings, Inc.                                      | Bakkt Holdings, Inc.                                                | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9199 | NS      | $10946.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Photronics, Inc.                                          | Photronics, Inc.                                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2703 | NS      | $45491.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                         | Uniti Group, Inc.                                                   | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     39077 | NS      | $216095.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                            | Adtalem Global Education, Inc.                                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      7258 | NS      | $257659.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                                      | Byline Bancorp, Inc.                                                | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      4365 | NS      | $100264.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                      | LXP Industrial Trust                                                | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     43849 | NS      | $439366.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                              | Xenia Hotels & Resorts, Inc.                                        | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     18431 | NS      | $242920.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                  | Herbalife Nutrition Ltd.                                            | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |      5184 | NS      | $77137.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services, Inc.                   | First Business Financial Services, Inc.                             | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      1457 | NS      | $53253.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co.                   | Apartment Investment and Management Co., Class A                    | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |     23882 | NS      | $170039.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida                         | Seacoast Banking Corp. of Florida                                   | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      8559 | NS      | $266955.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies, Inc.                                   | Aeva Technologies, Inc.                                             | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14193 | NS      | $19302.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.                           | Capitol Federal Financial, Inc.                                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19827 | NS      | $171503.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail, Inc.                                       | Qurate Retail, Inc., Series A                                       | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     55132 | NS      | $89865.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                    | First Internet Bancorp                                              | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      1801 | NS      | $43728.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California, Inc.                   | Pacific Biosciences of California, Inc.                             | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     36646 | NS      | $299764.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Avaya Holdings Corp.                                      | Avaya Holdings Corp.                                                | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |     12342 | NS      | $2419.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| W&T Offshore, Inc.                                        | W&T Offshore, Inc.                                                  | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      2615 | NS      | $14591.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater, Inc.                                           | Tidewater, Inc.                                                     | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      7512 | NS      | $276817.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                               | InvenTrust Properties Corp.                                         | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     10933 | NS      | $258784.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital, Inc.                                  | Home Point Capital, Inc.                                            | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Long             | EC               | CORP              | US        |       915 | NS      | $1253.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Business Corp.                                 | Brookfield Business Corp., Class A                                  | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       518 | NS      | $9733.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage-Crystal Clean, Inc.                              | Heritage-Crystal Clean, Inc.                                        | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $78146.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings, Inc.                             | USCB Financial Holdings, Inc.                                       | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2473 | NS      | $30170.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                                    | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     12230 | NS      | $425481.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                                 | Equitrans Midstream Corp.                                           | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     51227 | NS      | $343220.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte, Inc.                                             | MaxCyte, Inc.                                                       | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     10191 | NS      | $55642.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Adient plc                                                | Adient plc                                                          | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     15526 | NS      | $538596.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products, Inc.                          | Nature's Sunshine Products, Inc.                                    | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2123 | NS      | $17663.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                             | Fresh Del Monte Produce, Inc.                                       | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      5045 | NS      | $132128.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                               | Sensient Technologies Corp.                                         | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       408 | NS      | $29751.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com, Inc.                                         | 1stdibs.com, Inc.                                                   | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3844 | NS      | $19527.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival, Inc.                                       | Shoe Carnival, Inc.                                                 | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2735 | NS      | $65393.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group, Inc.                                          | PLBY Group, Inc.                                                    | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5972 | NS      | $16423.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iHeartMedia, Inc.                                         | iHeartMedia, Inc., Class A                                          | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20112 | NS      | $123286.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.                            | National Vision Holdings, Inc.                                      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     11946 | NS      | $463026.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation, Inc.                                   | Purple Innovation, Inc.                                             | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8215 | NS      | $39349.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust, Inc.                                       | Redwood Trust, Inc.                                                 | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     17679 | NS      | $119510.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal, Inc. (The)                                      | RealReal, Inc. (The)                                                | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     10395 | NS      | $12993.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DICE Therapeutics, Inc.                                   | DICE Therapeutics, Inc.                                             | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5758 | NS      | $179649.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban One, Inc.                                           | Urban One, Inc., Class A                                            | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      1443 | NS      | $6565.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY                       | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Enochian Biosciences, Inc.                                | Enochian Biosciences, Inc.                                          | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |      2749 | NS      | $2831.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mission Produce, Inc.                                     | Mission Produce, Inc.                                               | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      5505 | NS      | $63968.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands, Inc.                                        | Sovos Brands, Inc.                                                  | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1659 | NS      | $23839.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings, Inc.                          | Capstar Financial Holdings, Inc.                                    | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3812 | NS      | $67319.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp.                                              | Nikola Corp.                                                        | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |      3859 | NS      | $8335.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Latch, Inc.                                               | Latch, Inc.                                                         | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16657 | NS      | $11824.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Xencor, Inc.                                              | Xencor, Inc.                                                        | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      9333 | NS      | $243031.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                        | PennyMac Mortgage Investment Trust                                  | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     11491 | NS      | $142373.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Nation Entertainment, Inc.                           | Live Nation Entertainment, Inc.                                     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     77800 | NS      | $5425772.00   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                                    | BJ's Restaurants, Inc.                                              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      3969 | NS      | $104702.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PrairieSky Royalty Ltd.                                   | PrairieSky Royalty Ltd.                                             | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |     91300 | NS      | $1463227.47   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Pardes Biosciences, Inc.                                  | Pardes Biosciences, Inc.                                            | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5616 | NS      | $9491.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                                | RPT Realty                                                          | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |     13449 | NS      | $135027.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare, Inc.                                    | 1Life Healthcare, Inc.                                              | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29179 | NS      | $487581.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir, Inc.                                             | Allovir, Inc.                                                       | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5044 | NS      | $25875.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, Inc.                                                  | 2U, Inc.                                                            | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     12540 | NS      | $78625.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                              | Unisys Corp.                                                        | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      2740 | NS      | $14001.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                 | CNO Financial Group, Inc.                                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     18711 | NS      | $427546.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp.                                 | Atlanticus Holdings Corp.                                           | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       212 | NS      | $5554.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals, Inc.                           | Deciphera Pharmaceuticals, Inc.                                     | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      5410 | NS      | $88669.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus, Inc.                                           | Bioventus, Inc., Class A                                            | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4458 | NS      | $11635.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Telephone and Data Systems, Inc.                          | Telephone and Data Systems, Inc.                                    | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16519 | NS      | $173284.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote, Inc.                                         | Selectquote, Inc.                                                   | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     21439 | NS      | $14404.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp.                                   | American Woodmark Corp.                                             | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      2461 | NS      | $120244.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crimson Wine Group Ltd.                                   | Crimson Wine Group Ltd.                                             | CUSIP: 22662X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156600 | NS      | $878526.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                                     | Hanmi Financial Corp.                                               | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      4043 | NS      | $100064.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio, Inc.                                        | Nuvation Bio, Inc.                                                  | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17760 | NS      | $34099.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atea Pharmaceuticals, Inc.                                | Atea Pharmaceuticals, Inc.                                          | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11824 | NS      | $56873.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo, Inc.                                                | EVgo, Inc.                                                          | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9264 | NS      | $41410.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Conn's, Inc.                                              | Conn's, Inc.                                                        | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      2149 | NS      | $14785.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                      | Peabody Energy Corp.                                                | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     19121 | NS      | $505176.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group, Inc.                       | Brightsphere Investment Group, Inc.                                 | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       548 | NS      | $11277.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics, Inc.                             | Iovance Biotherapeutics, Inc.                                       | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     24735 | NS      | $158056.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology, Inc.                                 | Quotient Technology, Inc.                                           | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |      1628 | NS      | $5584.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                             | Altra Industrial Motion Corp.                                       | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     10487 | NS      | $626598.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics, Inc.                                | Sangamo Therapeutics, Inc.                                          | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     21914 | NS      | $68809.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center, Inc.                                 | European Wax Center, Inc., Class A                                  | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $3349.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                        | FB Financial Corp.                                                  | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      6029 | NS      | $217888.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.                       | KKR Real Estate Finance Trust, Inc.                                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      9034 | NS      | $126114.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group, Inc.                                 | Bright Health Group, Inc.                                           | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30619 | NS      | $19899.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DMC Global, Inc.                                          | DMC Global, Inc.                                                    | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      2124 | NS      | $41290.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp.                                                 | IDT Corp., Class B                                                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       681 | NS      | $19183.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                              | Neogen Corp.                                                        | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      3172 | NS      | $48309.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                                 | AAR Corp.                                                           | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      5654 | NS      | $253864.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                                     | Health Catalyst, Inc.                                               | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      8697 | NS      | $92449.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IAA, Inc.                                                 | IAA, Inc.                                                           | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     31600 | NS      | $1264000.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                              | LivaNova plc                                                        | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      2063 | NS      | $114579.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                              | Syndax Pharmaceuticals, Inc.                                        | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      6584 | NS      | $167562.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp.                                    | Lordstown Motors Corp.                                              | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27049 | NS      | $30835.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pactiv Evergreen, Inc.                                    | Pactiv Evergreen, Inc.                                              | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |      7344 | NS      | $83427.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     32400 | NS      | $261144.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Life Time Group Holdings, Inc.                            | Life Time Group Holdings, Inc.                                      | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6945 | NS      | $83062.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                                  | ConnectOne Bancorp, Inc.                                            | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      6375 | NS      | $154338.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                                     | Associated Banc-Corp.                                               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     24459 | NS      | $564758.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.                         | Four Corners Property Trust, Inc.                                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     12432 | NS      | $322361.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp.                                         | TimkenSteel Corp.                                                   | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      7210 | NS      | $131005.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty, Inc.                                      | Clipper Realty, Inc.                                                | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $1708.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                           | Whitestone REIT                                                     | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7073 | NS      | $68183.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                                | Gogo, Inc.                                                          | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      7163 | NS      | $105725.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners, Inc.                                   | Farmland Partners, Inc.                                             | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      7982 | NS      | $99455.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                                        | Coeur Mining, Inc.                                                  | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     45491 | NS      | $152849.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                                      | Signet Jewelers Ltd.                                                | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      7393 | NS      | $502724.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp.                          | Entravision Communications Corp., Class A                           | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      3212 | NS      | $15417.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                          | Murphy Oil Corp.                                                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     13103 | NS      | $563560.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp.                          | Franklin Street Properties Corp.                                    | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     15289 | NS      | $41738.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                                  | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      1822 | NS      | $47335.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                             | Genesco, Inc.                                                       | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      2040 | NS      | $93880.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd.                                              | Paysafe Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      4591 | NS      | $63768.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Keros Therapeutics, Inc.                                  | Keros Therapeutics, Inc.                                            | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $7491.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)                          | Hain Celestial Group, Inc. (The)                                    | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     14895 | NS      | $241001.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                       | Ichor Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |      4390 | NS      | $117739.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                             | SkyWest, Inc.                                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      7909 | NS      | $130577.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                     | First Merchants Corp.                                               | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      9454 | NS      | $388653.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                            | AdvanSix, Inc.                                                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      2826 | NS      | $107444.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                                    | Federated Hermes, Inc., Class B                                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     17600 | NS      | $639056.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                              | Avista Corp.                                                        | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     11047 | NS      | $489823.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp.                                           | Skillsoft Corp.                                                     | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12957 | NS      | $16844.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp                                             | First Bancorp                                                       | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5215 | NS      | $223410.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries, Inc.                                    | NACCO Industries, Inc., Class A                                     | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       803 | NS      | $30514.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                      | Ladder Capital Corp.                                                | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     18095 | NS      | $181673.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                            | Sunstone Hotel Investors, Inc.                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     34181 | NS      | $330188.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryptyde, Inc.                                            | Cryptyde, Inc.                                                      | CUSIP: 22890A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1083 | NS      | $207.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Inspirato, Inc.                                           | Inspirato, Inc.                                                     | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3498 | NS      | $4162.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Russell 2000 E-Mini Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        19 | NC      | $-9470.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian, Inc.                           | Riley Exploration Permian, Inc.                                     | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       600 | NS      | $17658.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Agios Pharmaceuticals, Inc.                               | Agios Pharmaceuticals, Inc.                                         | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      8806 | NS      | $247272.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                       | Teekay Tankers Ltd., Class A                                        | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | MH        |      3762 | NS      | $115907.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                          | SouthState Corp.                                                    | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     12205 | NS      | $931973.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                              | Unitil Corp.                                                        | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2464 | NS      | $126551.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio, Inc.                                               | Edgio, Inc.                                                         | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |      1836 | NS      | $2074.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                                         | Black Hills Corp.                                                   | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     10608 | NS      | $746166.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties, Inc.                              | One Liberty Properties, Inc.                                        | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |      2448 | NS      | $54394.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO, Inc.                                                | AMMO, Inc.                                                          | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     13565 | NS      | $23467.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Outbrain, Inc.                                            | Outbrain, Inc.                                                      | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |      5790 | NS      | $20959.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings, Inc.                                | PowerSchool Holdings, Inc., Class A                                 | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4875 | NS      | $112515.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb, Inc.                                              | PFSweb, Inc.                                                        | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2651 | NS      | $16303.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings, Inc.                                  | Tile Shop Holdings, Inc.                                            | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |      4902 | NS      | $21470.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio, Inc.                                        | 2seventy bio, Inc.                                                  | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6474 | NS      | $60661.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                                  | Dine Brands Global, Inc.                                            | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       295 | NS      | $19057.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings, Inc.                               | ALX Oncology Holdings, Inc.                                         | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3389 | NS      | $38194.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TuSimple Holdings, Inc.                                   | TuSimple Holdings, Inc., Class A                                    | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22063 | NS      | $36183.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IES Holdings, Inc.                                        | IES Holdings, Inc.                                                  | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       358 | NS      | $12734.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd.                                            | Golar LNG Ltd.                                                      | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |     14395 | NS      | $328062.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp.                                       | Park National Corp.                                                 | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      2284 | NS      | $321473.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Express, Inc.                                             | Express, Inc.                                                       | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9303 | NS      | $9489.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| fuboTV, Inc.                                              | fuboTV, Inc.                                                        | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32003 | NS      | $55685.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ADMA Biologics, Inc.                                      | ADMA Biologics, Inc.                                                | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16369 | NS      | $63511.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                               | International Seaways, Inc.                                         | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |      7991 | NS      | $295826.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                             | Topgolf Callaway Brands Corp.                                       | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     22809 | NS      | $450477.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                              | Enovis Corp.                                                        | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      2933 | NS      | $156974.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                   | Pebblebrook Hotel Trust                                             | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     21368 | NS      | $286117.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust, Inc.                                  | Indus Realty Trust, Inc.                                            | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |       738 | NS      | $46855.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Calix, Inc.                                               | Calix, Inc.                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      1994 | NS      | $136449.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                                           | API Group Corp.                                                     | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     33549 | NS      | $631056.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Subsea 7 SA                                               | Subsea 7 SA                                                         | CUSIP: 864323100<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |    160000 | NS      | $1828816.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago Biosciences, Inc.                                   | Imago Biosciences, Inc.                                             | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1752 | NS      | $62984.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                                            | Ducommun, Inc.                                                      | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1727 | NS      | $86280.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                          | Utz Brands, Inc.                                                    | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $17731.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                    | Veritex Holdings, Inc.                                              | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      5735 | NS      | $161038.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                 | American States Water Co.                                           | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      3155 | NS      | $291995.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                     | Urban Edge Properties                                               | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18769 | NS      | $264455.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group, Inc. (The)                                 | Hackett Group, Inc. (The)                                           | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       527 | NS      | $10734.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp.                                  | Artesian Resources Corp., Class A                                   | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       387 | NS      | $22670.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix, Inc.                                             | Anterix, Inc.                                                       | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      2013 | NS      | $64758.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class A                                 | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |      6098 | NS      | $45917.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                              | Cadence Bank                                                        | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     24080 | NS      | $593812.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp.                                             | AerSale Corp.                                                       | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3494 | NS      | $56672.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Crinetics Pharmaceuticals, Inc.                           | Crinetics Pharmaceuticals, Inc.                                     | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      7548 | NS      | $138128.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                                | Dana, Inc.                                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     21178 | NS      | $320423.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                                 | Alexander & Baldwin, Inc.                                           | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11671 | NS      | $218597.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares, Inc.                                  | Civista Bancshares, Inc.                                            | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      2699 | NS      | $59404.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners, Inc.                                    | Surgery Partners, Inc.                                              | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      1081 | NS      | $30116.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp.                                              | BayCom Corp.                                                        | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      2179 | NS      | $41357.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                             | First Bancorp                                                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     25514 | NS      | $324538.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund, IM Shares               | JPMorgan Prime Money Market Fund, IM Shares                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  13306358 | NS      | $13313011.06  | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                         | Five Star Bancorp                                                   | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      1661 | NS      | $45245.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                               | GoPro, Inc., Class A                                                | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     20403 | NS      | $101606.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp, Inc.                              | Republic First Bancorp, Inc.                                        | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |      8472 | NS      | $18214.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                                  | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      3891 | NS      | $166262.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                                | Celldex Therapeutics, Inc.                                          | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      5853 | NS      | $260868.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                          | Goodyear Tire & Rubber Co. (The)                                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     45515 | NS      | $461977.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| NI Holdings, Inc.                                         | NI Holdings, Inc.                                                   | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |      1349 | NS      | $17901.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd.                             | Textainer Group Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | BM        |      6031 | NS      | $187021.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical, Inc.                                    | Orthofix Medical, Inc.                                              | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2956 | NS      | $60686.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial, Inc.                             | First Western Financial, Inc.                                       | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      1510 | NS      | $42506.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                                            | Materion Corp.                                                      | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       191 | NS      | $16714.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark, Inc.                                            | Poshmark, Inc., Class A                                             | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7688 | NS      | $137461.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp.                                                | IMAX Corp.                                                          | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      2990 | NS      | $43833.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio, Inc.                                          | AnaptysBio, Inc.                                                    | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      3201 | NS      | $99198.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp.                                             | Denny's Corp.                                                       | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      2473 | NS      | $22776.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix, Inc.                                            | Chimerix, Inc.                                                      | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |      5292 | NS      | $9843.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                                       | Newmark Group, Inc., Class A                                        | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20650 | NS      | $164580.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co.                                     | Global Industrial Co.                                               | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $11153.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay, Inc.                                             | ViewRay, Inc.                                                       | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |      2882 | NS      | $12911.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial, Inc.                                  | Velocity Financial, Inc.                                            | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1217 | NS      | $11744.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                                       | Olympic Steel, Inc.                                                 | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1462 | NS      | $49093.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                                   | Arcus Biosciences, Inc.                                             | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8308 | NS      | $171809.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                 | Century Communities, Inc.                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      4138 | NS      | $206941.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenidge Generation Holdings, Inc.                       | Greenidge Generation Holdings, Inc.                                 | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1366 | NS      | $394.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Worthington Industries, Inc.                              | Worthington Industries, Inc.                                        | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      5114 | NS      | $254216.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                             | Oshkosh Corp.                                                       | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     59000 | NS      | $5203210.00   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                      | SmartFinancial, Inc.                                                | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2667 | NS      | $73342.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                                    | Global Net Lease, Inc.                                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     16739 | NS      | $210409.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences, Inc.                                 | Kezar Life Sciences, Inc.                                           | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      8269 | NS      | $58213.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group, Inc.                                       | Donegal Group, Inc., Class A                                        | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2930 | NS      | $41606.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                                       | CNX Resources Corp.                                                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     26138 | NS      | $440163.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                                           | Steelcase, Inc., Class A                                            | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     14969 | NS      | $105830.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy, Inc.                                         | Ring Energy, Inc.                                                   | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |      8118 | NS      | $19970.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      6741 | NS      | $352419.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp.                                               | Geron Corp.                                                         | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     17244 | NS      | $41730.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals, Inc.                               | Vanda Pharmaceuticals, Inc.                                         | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      8674 | NS      | $64100.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                       | Acadia Realty Trust                                                 | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13701 | NS      | $196609.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                                    | Fulton Financial Corp.                                              | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     26702 | NS      | $449394.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                                      | Light & Wonder, Inc.                                                | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     15225 | NS      | $892185.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                      | Mativ Holdings, Inc.                                                | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      8245 | NS      | $172320.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.                            | Covenant Logistics Group, Inc.                                      | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $52373.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp.                                | Professional Holding Corp., Class A                                 | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |      2289 | NS      | $63496.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space, Inc.                                         | Astra Space, Inc.                                                   | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20659 | NS      | $8961.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NETSTREIT Corp.                                           | NETSTREIT Corp.                                                     | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      8737 | NS      | $160149.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries, Inc.                                   | Miller Industries, Inc.                                             | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1504 | NS      | $40096.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp.                                      | Sterling Check Corp.                                                | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       261 | NS      | $4037.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp.                                             | Bally's Corp.                                                       | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |      5681 | NS      | $110097.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies, Inc.                             | NanoString Technologies, Inc.                                       | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |       553 | NS      | $4407.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source, Inc.                             | Custom Truck One Source, Inc.                                       | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6140 | NS      | $38804.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Information Services Group, Inc.                          | Information Services Group, Inc.                                    | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      2736 | NS      | $12585.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAEMAR plc                                               | BRAEMAR plc                                                         | CUSIP: N/A<br>LEI: 213800EV6IKTTHJ83C19       | Long             | EC               | CORP              | GB        |    175000 | NS      | $624120.44    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| 1st Source Corp.                                          | 1st Source Corp.                                                    | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2771 | NS      | $147112.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp. (The)                                        | Marcus Corp. (The)                                                  | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      3781 | NS      | $54408.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MGE Energy, Inc.                                          | MGE Energy, Inc.                                                    | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3490 | NS      | $245696.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group, Inc.                              | Vishay Precision Group, Inc.                                        | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1822 | NS      | $70420.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                           | James River Group Holdings Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      5410 | NS      | $113123.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma, Inc.                                  | Lyell Immunopharma, Inc.                                            | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28819 | NS      | $100001.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nicolet Bankshares, Inc.                                  | Nicolet Bankshares, Inc.                                            | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1875 | NS      | $149606.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                             | Sanmina Corp.                                                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      9215 | NS      | $527927.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences, Inc.                                  | Cogent Biosciences, Inc.                                            | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10478 | NS      | $121125.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Adicet Bio, Inc.                                          | Adicet Bio, Inc.                                                    | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      5122 | NS      | $45790.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp, Inc.                                     | Horizon Bancorp, Inc.                                               | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      7124 | NS      | $107429.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                        | Safe Bulkers, Inc.                                                  | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |     11245 | NS      | $32722.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy, Inc.                                           | Ur-Energy, Inc.                                                     | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | CA        |      9073 | NS      | $10433.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group, Inc.                                           | Hub Group, Inc., Class A                                            | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5058 | NS      | $402060.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce, Inc.                                        | EverCommerce, Inc.                                                  | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3101 | NS      | $23071.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Deluxe Corp.                                              | Deluxe Corp.                                                        | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      7316 | NS      | $124225.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global, Inc.                                         | Bird Global, Inc., Class A                                          | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32485 | NS      | $5853.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Peoples Financial Services Corp.                          | Peoples Financial Services Corp.                                    | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1235 | NS      | $64022.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                                           | REGENXBIO, Inc.                                                     | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      6533 | NS      | $148168.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                    | Primis Financial Corp.                                              | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      4147 | NS      | $49141.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                            | Hydrofarm Holdings Group, Inc.                                      | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |      6404 | NS      | $9926.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                            | BioCryst Pharmaceuticals, Inc.                                      | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      9497 | NS      | $109025.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RumbleON, Inc.                                            | RumbleON, Inc., Class B                                             | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |      1510 | NS      | $9769.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameris Bancorp                                            | Ameris Bancorp                                                      | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     10295 | NS      | $485306.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings, Inc.                                    | Kinetik Holdings, Inc.                                              | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2551 | NS      | $84387.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp, Inc.                                       | Eagle Bancorp, Inc.                                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      4644 | NS      | $204661.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                             | Pacific Premier Bancorp, Inc.                                       | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     13713 | NS      | $432782.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp.                              | United States Cellular Corp.                                        | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      2303 | NS      | $48017.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                              | Sabra Health Care REIT, Inc.                                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     37540 | NS      | $466622.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                                     | Cannae Holdings, Inc.                                               | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     11628 | NS      | $240118.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global, Inc.                                        | Spire Global, Inc.                                                  | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |     17264 | NS      | $16573.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp.                                  | aka Brands Holding Corp.                                            | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $645.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Big Lots, Inc.                                            | Big Lots, Inc.                                                      | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5046 | NS      | $74176.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                                      | Amplify Energy Corp.                                                | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      1220 | NS      | $10723.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility, Inc.                                  | Blade Air Mobility, Inc.                                            | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8968 | NS      | $32105.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WSFS Financial Corp.                                      | WSFS Financial Corp.                                                | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      8569 | NS      | $388518.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                                            | Tredegar Corp.                                                      | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      4338 | NS      | $44334.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.                            | International Bancshares Corp.                                      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      8843 | NS      | $404655.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp.                                              | Harsco Corp.                                                        | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     12983 | NS      | $81663.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                               | Sally Beauty Holdings, Inc.                                         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1110 | NS      | $13897.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global, Inc.                              | Point Biopharma Global, Inc.                                        | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $4242.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems, Inc.                       | Computer Programs and Systems, Inc.                                 | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      2135 | NS      | $58114.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa, Inc.                                              | Vacasa, Inc., Class A                                               | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17806 | NS      | $22435.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Capital Group, Inc.                                | Encore Capital Group, Inc.                                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3826 | NS      | $183418.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals, Inc.                            | Zentalis Pharmaceuticals, Inc.                                      | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       302 | NS      | $6082.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines, Inc.                          | Praxis Precision Medicines, Inc.                                    | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4336 | NS      | $10319.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                                       | PNM Resources, Inc.                                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     13778 | NS      | $672228.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp.                                 | World Fuel Services Corp.                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      9826 | NS      | $268544.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                                             | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     37098 | NS      | $536808.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandstorm Gold Ltd.                                       | Sandstorm Gold Ltd.                                                 | CUSIP: 80013R206<br>LEI: 549300QWJPV45VQF1B33 | Long             | EC               | CORP              | CA        |    864000 | NS      | $4544640.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                               | RBB Bancorp                                                         | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      2618 | NS      | $54585.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.                         | Orrstown Financial Services, Inc.                                   | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      1813 | NS      | $41989.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                              | Matthews International Corp., Class A                               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      4878 | NS      | $148486.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                                        | A10 Networks, Inc.                                                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      2151 | NS      | $35771.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                           | Independence Realty Trust, Inc.                                     | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     36532 | NS      | $615929.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                     | First Financial Corp.                                               | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1913 | NS      | $88151.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp.                                             | Bowlero Corp.                                                       | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4611 | NS      | $62156.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UMH Properties, Inc.                                      | UMH Properties, Inc.                                                | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |      1334 | NS      | $21477.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation, Inc.                                     | Archer Aviation, Inc., Class A                                      | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25036 | NS      | $46817.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Transport Services Group, Inc.                        | Air Transport Services Group, Inc.                                  | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      5982 | NS      | $155412.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp.                                                | ACNB Corp.                                                          | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1565 | NS      | $62302.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group, Inc. (The)                         | Container Store Group, Inc. (The)                                   | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |      5248 | NS      | $22618.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                      | BRT Apartments Corp.                                                | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1862 | NS      | $36569.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class B                                     | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       998 | NS      | $56157.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                  | Patrick Industries, Inc.                                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      3125 | NS      | $189375.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                              | Banner Corp.                                                        | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4906 | NS      | $310059.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                                   | John Wiley & Sons, Inc., Class A                                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       563 | NS      | $22553.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                                     | Avid Technology, Inc.                                               | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      2094 | NS      | $55679.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                                        | DHT Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |     22389 | NS      | $198814.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp.                                             | Innovid Corp.                                                       | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1730 | NS      | $2958.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                                      | Origin Bancorp, Inc.                                                | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      3736 | NS      | $137111.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                                         | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     12778 | NS      | $267060.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings, Inc.                                     | RE/MAX Holdings, Inc., Class A                                      | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      2899 | NS      | $54037.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences, Inc.                                 | Avidity Biosciences, Inc.                                           | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8690 | NS      | $192831.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                                   | Sturm Ruger & Co., Inc.                                             | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       253 | NS      | $12806.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd.                                             | FLEX LNG Ltd.                                                       | CUSIP: N/A<br>LEI: 21380084THHU3MPC3647       | Long             | EC               | CORP              | BM        |      4681 | NS      | $153021.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Stem, Inc.                                                | Stem, Inc.                                                          | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      1138 | NS      | $10173.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                               | Greenbrier Cos., Inc. (The)                                         | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      5187 | NS      | $173920.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta, Inc.                                             | SunOpta, Inc.                                                       | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |      1061 | NS      | $8954.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                               | Itron, Inc.                                                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      6789 | NS      | $343862.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust, Inc.                                 | Postal Realty Trust, Inc., Class A                                  | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |       878 | NS      | $12757.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp.                                     | Arrow Financial Corp.                                               | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      2549 | NS      | $86411.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                               | Beacon Roofing Supply, Inc.                                         | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      2533 | NS      | $133717.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                          | Ziff Davis, Inc.                                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      6035 | NS      | $477368.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America, Inc.                           | Motorcar Parts of America, Inc.                                     | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      2929 | NS      | $34737.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     15612 | NS      | $754059.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co.                                         | Eastman Kodak Co.                                                   | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      8922 | NS      | $27212.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions, Inc.                                   | BioLife Solutions, Inc.                                             | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      4917 | NS      | $89489.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Doma Holdings, Inc.                                       | Doma Holdings, Inc.                                                 | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17658 | NS      | $7997.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DigitalBridge Group, Inc.                                 | DigitalBridge Group, Inc.                                           | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      2868 | NS      | $31375.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                             | Community Trust Bancorp, Inc.                                       | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2731 | NS      | $125434.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                                           | Frontdoor, Inc.                                                     | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     13347 | NS      | $277617.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| View, Inc.                                                | View, Inc.                                                          | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16506 | NS      | $15926.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gevo, Inc.                                                | Gevo, Inc.                                                          | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     36262 | NS      | $68897.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| M/I Homes, Inc.                                           | M/I Homes, Inc.                                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      3593 | NS      | $165924.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant, Inc.                                          | Immunovant, Inc.                                                    | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7248 | NS      | $128652.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group, Inc.                            | Bankwell Financial Group, Inc.                                      | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1164 | NS      | $34256.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubis SCA                                                 | Rubis SCA                                                           | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |     19400 | NS      | $510861.56    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifecore Biomedical, Inc.                                 | Lifecore Biomedical, Inc.                                           | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      3740 | NS      | $24235.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance of America Cos., Inc.                             | Finance of America Cos., Inc., Class A                              | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6040 | NS      | $7670.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group, Inc. (The)                                     | RMR Group, Inc. (The), Class A                                      | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       934 | NS      | $26385.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                              | Compass Diversified Holdings                                        | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     10409 | NS      | $189756.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp.                                             | Inseego Corp.                                                       | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      9513 | NS      | $8014.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Faraday Future Intelligent Electric, Inc.                 | Faraday Future Intelligent Electric, Inc.                           | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16973 | NS      | $4927.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Easterly Government Properties, Inc.                      | Easterly Government Properties, Inc.                                | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     15050 | NS      | $214763.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp, Inc.                                     | Capital Bancorp, Inc.                                               | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      1828 | NS      | $43031.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp.                                          | SolarWinds Corp.                                                    | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7830 | NS      | $73288.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                           | Tejon Ranch Co.                                                     | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |     89791 | NS      | $1691662.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                    | Nabors Industries Ltd.                                              | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |       207 | NS      | $32058.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.                          | NexPoint Residential Trust, Inc.                                    | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       162 | NS      | $7050.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                                          | QuinStreet, Inc.                                                    | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      7488 | NS      | $107452.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs, Inc.                                                | Figs, Inc., Class A                                                 | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2803 | NS      | $18864.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group, Inc.                                     | Workhorse Group, Inc.                                               | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |      1782 | NS      | $2708.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      2533 | NS      | $454040.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth, Inc.                                   | CTO Realty Growth, Inc.                                             | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3045 | NS      | $55662.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic, Inc.                                           | SomaLogic, Inc.                                                     | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |     20250 | NS      | $50827.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                                      | LTC Properties, Inc.                                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      6459 | NS      | $229488.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra, Inc.                                            | Proterra, Inc.                                                      | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20479 | NS      | $77205.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Primoris Services Corp.                                   | Primoris Services Corp.                                             | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      8134 | NS      | $178459.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group, Inc.                                         | Porch Group, Inc.                                                   | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     11818 | NS      | $22217.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CBL & Associates Properties, Inc.                         | CBL & Associates Properties, Inc.                                   | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      3479 | NS      | $80295.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Relmada Therapeutics, Inc.                                | Relmada Therapeutics, Inc.                                          | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |      1170 | NS      | $4083.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Presto Industries, Inc.                          | National Presto Industries, Inc.                                    | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       824 | NS      | $56411.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                                       | Vista Outdoor, Inc.                                                 | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      9146 | NS      | $222888.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                                    | First Foundation, Inc.                                              | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      8904 | NS      | $127594.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA, Inc.                                    | Beazer Homes USA, Inc.                                              | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      4513 | NS      | $57585.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                   | Triumph Financial, Inc.                                             | CUSIP: 89679E300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2307 | NS      | $112743.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties, Inc.                                  | Stratus Properties, Inc.                                            | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       810 | NS      | $15624.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                                   | Vir Biotechnology, Inc.                                             | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11751 | NS      | $297417.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                      | Retail Opportunity Investments Corp.                                | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19902 | NS      | $299127.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop, Inc.                               | Build-A-Bear Workshop, Inc.                                         | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |       588 | NS      | $14017.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine, Inc.                                      | Prime Medicine, Inc.                                                | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1111 | NS      | $20642.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Third Harmonic Bio, Inc.                                  | Third Harmonic Bio, Inc.                                            | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1082 | NS      | $4652.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                  | Akero Therapeutics, Inc.                                            | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      5263 | NS      | $288412.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings, Inc.                            | RCI Hospitality Holdings, Inc.                                      | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |        92 | NS      | $8573.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                | California Resources Corp.                                          | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     11506 | NS      | $500626.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                                            | Artivion, Inc.                                                      | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       888 | NS      | $10762.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                                       | Ready Capital Corp.                                                 | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     11406 | NS      | $127062.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Corsair Gaming, Inc.                                      | Corsair Gaming, Inc.                                                | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      2926 | NS      | $39705.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                   | Brandywine Realty Trust                                             | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     26350 | NS      | $162052.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust, Inc.                               | Claros Mortgage Trust, Inc.                                         | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     14745 | NS      | $216898.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Science Applications International Corp.                  | Science Applications International Corp.                            | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     24000 | NS      | $2662320.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                               | Intellia Therapeutics, Inc.                                         | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      4842 | NS      | $168937.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                         | AdaptHealth Corp.                                                   | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11706 | NS      | $224989.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                            | Supernus Pharmaceuticals, Inc.                                      | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      7988 | NS      | $284931.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust, Inc.                        | Granite Point Mortgage Trust, Inc.                                  | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      8132 | NS      | $43587.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen, Inc.                                           | ImmunoGen, Inc.                                                     | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     17104 | NS      | $84835.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                  | Arbor Realty Trust, Inc.                                            | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     26367 | NS      | $347780.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp, Inc.                             | German American Bancorp, Inc.                                       | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4711 | NS      | $175720.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                             | South Jersey Industries, Inc.                                       | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     19808 | NS      | $703778.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust, Inc.                                | Bluerock Homes Trust, Inc.                                          | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $7650.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                           | B&G Foods, Inc.                                                     | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     11758 | NS      | $131101.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nano-X Imaging Ltd.                                       | Nano-X Imaging Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      6592 | NS      | $48648.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products, Inc.                                     | Dorman Products, Inc.                                               | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $242610.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                                    | Kearny Financial Corp.                                              | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10492 | NS      | $106493.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                              | Impinj, Inc.                                                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       329 | NS      | $35920.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                                | HomeTrust Bancshares, Inc.                                          | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2140 | NS      | $51723.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                                     | Marten Transport Ltd.                                               | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2297 | NS      | $45434.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                             | Penske Automotive Group, Inc.                                       | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |    105000 | NS      | $12067650.00  | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                               | Spire, Inc.                                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      8355 | NS      | $575325.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai, Inc.                                               | C3.ai, Inc., Class A                                                | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |      7895 | NS      | $88345.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics, Inc.                                | Mersana Therapeutics, Inc.                                          | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     15171 | NS      | $88902.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp. Ltd.                                            | SFL Corp. Ltd.                                                      | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |     17938 | NS      | $165388.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                              | Diodes, Inc.                                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2003 | NS      | $152508.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                             | DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD | CUSIP: 261908107<br>LEI: 54930067A504FBYASH16 | Long             | STIV             | RF                | US        |   2000000 | PA      | $2000000.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group, Inc.                                | Destination XL Group, Inc.                                          | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4227 | NS      | $28532.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax, Inc.                                            | HilleVax, Inc.                                                      | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2161 | NS      | $36153.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Precigen, Inc.                                            | Precigen, Inc.                                                      | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |      1719 | NS      | $2612.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EyePoint Pharmaceuticals, Inc.                            | EyePoint Pharmaceuticals, Inc.                                      | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      1982 | NS      | $6937.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PCSB Financial Corp.                                      | PCSB Financial Corp.                                                | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2422 | NS      | $46114.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                    | Sonic Automotive, Inc., Class A                                     | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2896 | NS      | $142685.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                             | HB Fuller Co.                                                       | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      1264 | NS      | $90527.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                          | FutureFuel Corp.                                                    | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      4659 | NS      | $37877.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                                  | Digi International, Inc.                                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      3685 | NS      | $134686.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                                           | ODP Corp. (The)                                                     | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6499 | NS      | $295964.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                           | Papa John's International, Inc.                                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      1518 | NS      | $124946.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends, Inc.                                         | Citi Trends, Inc.                                                   | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      1191 | NS      | $31537.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries, Inc.                                       | NL Industries, Inc.                                                 | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       958 | NS      | $6523.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals, Inc.                              | A-Mark Precious Metals, Inc.                                        | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      3006 | NS      | $104398.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                                  | Tompkins Financial Corp.                                            | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      2209 | NS      | $171374.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                                 | ANI Pharmaceuticals, Inc.                                           | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1990 | NS      | $80057.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co., Inc. (The)                                 | Beachbody Co., Inc. (The)                                           | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12549 | NS      | $6600.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Maxar Technologies, Inc.                                  | Maxar Technologies, Inc.                                            | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     11942 | NS      | $617879.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio, Inc.                                      | Provention Bio, Inc.                                                | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |      1199 | NS      | $12673.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Costamare, Inc.                                           | Costamare, Inc.                                                     | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |      9048 | NS      | $83965.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp., Class A                                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     14225 | NS      | $237273.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                            | Protagonist Therapeutics, Inc.                                      | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7271 | NS      | $79326.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                                   | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      4477 | NS      | $253666.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence, Inc.                                             | Cerence, Inc.                                                       | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      6503 | NS      | $120500.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                    | Perimeter Solutions SA                                              | CUSIP: N/A<br>LEI: 2221003U8GJZ9U4MR505       | Long             | EC               | CORP              | LU        |     19091 | NS      | $174491.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PMV Pharmaceuticals, Inc.                                 | PMV Pharmaceuticals, Inc.                                           | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6376 | NS      | $55471.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmers National Banc Corp.                               | Farmers National Banc Corp.                                         | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5715 | NS      | $80695.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group, Inc.                              | Huron Consulting Group, Inc.                                        | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      1235 | NS      | $89661.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio, Inc.                                         | ImmunityBio, Inc.                                                   | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |      2783 | NS      | $14109.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hingham Institution For Savings (The)                     | Hingham Institution For Savings (The)                               | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       253 | NS      | $69817.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMCO Investors, Inc.                                     | GAMCO Investors, Inc., Class A                                      | CUSIP: 361438104<br>LEI: 51A2MDO9SJ2HTOSMLZ76 | Long             | EC               | CORP              | US        |     85505 | NS      | $1303096.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Parke Bancorp, Inc.                                       | Parke Bancorp, Inc.                                                 | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      1973 | NS      | $40920.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                                          | PBF Energy, Inc., Class A                                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     12318 | NS      | $502328.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                 | Perella Weinberg Partners                                           | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       877 | NS      | $8594.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                              | Belden, Inc.                                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      3226 | NS      | $231949.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove, Inc.                                          | Brightcove, Inc.                                                    | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      1680 | NS      | $8786.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                                | Travere Therapeutics, Inc.                                          | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       834 | NS      | $17539.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America, Inc.                            | TravelCenters of America, Inc.                                      | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      2122 | NS      | $95023.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics, Inc.                               | Sorrento Therapeutics, Inc.                                         | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |     60699 | NS      | $53779.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ABM Industries, Inc.                                      | ABM Industries, Inc.                                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     10866 | NS      | $482667.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings, Inc.                                 | KORE Group Holdings, Inc.                                           | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7759 | NS      | $9776.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Instructure Holdings, Inc.                                | Instructure Holdings, Inc.                                          | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2334 | NS      | $54708.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bridgebio Pharma, Inc.                                    | Bridgebio Pharma, Inc.                                              | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      6374 | NS      | $48569.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.                         | Peapack-Gladstone Financial Corp.                                   | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      3009 | NS      | $111994.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                                        | BGC Partners, Inc., Class A                                         | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     51833 | NS      | $195410.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems, Inc.                                      | Verint Systems, Inc.                                                | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |       973 | NS      | $35300.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines, Inc.                                        | VBI Vaccines, Inc.                                                  | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | CA        |     26766 | NS      | $10468.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Provident Bancorp, Inc.                                   | Provident Bancorp, Inc.                                             | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2526 | NS      | $18389.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                    | ProPetro Holding Corp.                                              | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14731 | NS      | $152760.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf, Inc.                                            | Terawulf, Inc.                                                      | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $1005.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings, Inc.                                       | PROG Holdings, Inc.                                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      6946 | NS      | $117317.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                  | Service Properties Trust                                            | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     25799 | NS      | $188074.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems, Inc.                           | Singular Genomics Systems, Inc.                                     | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7784 | NS      | $15645.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IonQ, Inc.                                                | IonQ, Inc.                                                          | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16212 | NS      | $55931.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AMHERST PIERPONT                                          | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaman Corp.                                               | Kaman Corp.                                                         | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      4381 | NS      | $97696.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares, Inc.                                | Red River Bancshares, Inc.                                          | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |       821 | NS      | $41920.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products, Inc.                            | Resolute Forest Products, Inc.                                      | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7436 | NS      | $160543.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                             | Kennedy-Wilson Holdings, Inc.                                       | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     19096 | NS      | $300380.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts, Inc.                            | Braemar Hotels & Resorts, Inc.                                      | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     10033 | NS      | $41235.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                                      | Hostess Brands, Inc.                                                | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21676 | NS      | $486409.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                               | Adeia, Inc.                                                         | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16945 | NS      | $160638.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp.                                       | NuScale Power Corp.                                                 | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5334 | NS      | $54726.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aaron's Co., Inc. (The)                                   | Aaron's Co., Inc. (The)                                             | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4725 | NS      | $56463.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                                      | Terreno Realty Corp.                                                | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12110 | NS      | $688695.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp.                                      | Legacy Housing Corp.                                                | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1168 | NS      | $22145.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                            | Washington Trust Bancorp, Inc.                                      | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      2948 | NS      | $139086.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Basin Royalty Trust                               | Permian Basin Royalty Trust                                         | CUSIP: 714236106<br>LEI: N/A                  | Long             |  | PF                | US        |     25900 | NS      | $652680.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics, Inc.                                       | Quad/Graphics, Inc.                                                 | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      5092 | NS      | $20775.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                             | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35281 | NS      | $742665.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                            | Preferred Bank                                                      | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1427 | NS      | $106482.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats, Inc.                                         | Vivid Seats, Inc., Class A                                          | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2626 | NS      | $19169.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Univest Financial Corp.                                   | Univest Financial Corp.                                             | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      5000 | NS      | $130650.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group, Inc.                        | Distribution Solutions Group, Inc.                                  | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $3759.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill, Inc.                                         | Benson Hill, Inc.                                                   | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14103 | NS      | $35962.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst, Inc.                                             | Ecovyst, Inc.                                                       | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11712 | NS      | $103768.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares, Inc.                          | First Community Bankshares, Inc.                                    | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $91530.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                         | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      6713 | NS      | $185010.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems, Inc.                            | Cass Information Systems, Inc.                                      | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1857 | NS      | $85087.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources, Inc.                                  | Novagold Resources, Inc.                                            | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |      1587 | NS      | $9490.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics, Inc.                                   | RAPT Therapeutics, Inc.                                             | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      1270 | NS      | $25146.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                          | AutoNation, Inc.                                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105000 | NS      | $11266500.00  | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                            | Adaptive Biotechnologies Corp.                                      | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     17560 | NS      | $134158.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.                              | Rocket Pharmaceuticals, Inc.                                        | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      8731 | NS      | $170865.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade, Inc.                                            | Accolade, Inc.                                                      | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |     10269 | NS      | $79995.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp.                                             | Redwire Corp.                                                       | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2482 | NS      | $4914.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cenntro Electric Group Ltd.                               | Cenntro Electric Group Ltd.                                         | CUSIP: N/A<br>LEI: 549300UDHPKCYMMCEM56       | Long             | EC               | CORP              | AU        |     26350 | NS      | $11594.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Co. (The)                                        | Macerich Co. (The)                                                  | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     34707 | NS      | $390800.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx, Inc.                                             | Arcellx, Inc.                                                       | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4807 | NS      | $148920.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| City Holding Co.                                          | City Holding Co.                                                    | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1945 | NS      | $181060.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                                | Edgewell Personal Care Co.                                          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      8365 | NS      | $322387.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group, Inc.                                     | Paramount Group, Inc.                                               | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     30768 | NS      | $182761.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                                        | M.D.C. Holdings, Inc.                                               | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      7111 | NS      | $224707.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp.                                         | Primo Water Corp.                                                   | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     25279 | NS      | $392835.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software, Inc.                                   | American Software, Inc., Class A                                    | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1496 | NS      | $21961.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                                       | PC Connection, Inc.                                                 | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      1726 | NS      | $80949.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTC Markets Group, Inc.                                   | OTC Markets Group, Inc., Class A                                    | CUSIP: 67106F108<br>LEI: 254900LQDMW14QIVAH45 | Long             | EC               | CORP              | US        |       100 | NS      | $5690.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                               | PCB Bancorp                                                         | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      2341 | NS      | $41412.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                      | Forestar Group, Inc.                                                | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      1830 | NS      | $28200.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                             | Columbia Banking System, Inc.                                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11435 | NS      | $344536.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight, Inc.                                              | nLight, Inc.                                                        | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6990 | NS      | $70878.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                           | O-I Glass, Inc.                                                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4985 | NS      | $82601.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      6080 | NS      | $380060.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group, Inc.                                           | DHI Group, Inc.                                                     | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      1166 | NS      | $6168.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power, Inc.                                         | Altus Power, Inc.                                                   | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |      4400 | NS      | $28688.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Modine Manufacturing Co.                                  | Modine Manufacturing Co.                                            | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      8048 | NS      | $159833.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                                       | CONSOL Energy, Inc.                                                 | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       402 | NS      | $26130.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                               | Benchmark Electronics, Inc.                                         | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      5677 | NS      | $151519.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure, Inc.                        | Radius Global Infrastructure, Inc.                                  | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |     12256 | NS      | $144865.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf, Inc.                                     | Diebold Nixdorf, Inc.                                               | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      3405 | NS      | $4835.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics, Inc.                                     | C4 Therapeutics, Inc.                                               | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6640 | NS      | $39176.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network, Inc.                                   | Butterfly Network, Inc.                                             | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21008 | NS      | $51679.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd.                                 | Triton International Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      9365 | NS      | $644124.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd.                              | Nordic American Tankers Ltd.                                        | CUSIP: N/A<br>LEI: 213800W4T8AMPKIPIU94       | Long             | EC               | CORP              | BM        |     33575 | NS      | $102739.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cara Therapeutics, Inc.                                   | Cara Therapeutics, Inc.                                             | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      6923 | NS      | $74353.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group, Inc.                         | National Western Life Group, Inc., Class A                          | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       380 | NS      | $106780.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                           | CoreCivic, Inc.                                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     18456 | NS      | $213351.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                          | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7313 | NS      | $257636.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed NV                                                | Affimed NV                                                          | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | NL        |      1287 | NS      | $1595.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                           | Selective Insurance Group, Inc.                                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      9722 | NS      | $861466.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                        | Ryman Hospitality Properties, Inc.                                  | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      8693 | NS      | $710913.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                          | Otter Tail Corp.                                                    | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3694 | NS      | $216874.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                             | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1406 | NS      | $99980.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group, Inc.                                         | Weyco Group, Inc.                                                   | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       962 | NS      | $20355.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                                         | NeoGenomics, Inc.                                                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20473 | NS      | $189170.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax, Inc.                                             | CareMax, Inc.                                                       | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9366 | NS      | $34185.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services, Inc.                         | Consumer Portfolio Services, Inc.                                   | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1457 | NS      | $12894.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of NT Butterfield & Son Ltd. (The)                   | Bank of NT Butterfield & Son Ltd. (The)                             | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |      7819 | NS      | $233084.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust, Inc.                           | Empire State Realty Trust, Inc., Class A                            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     20899 | NS      | $140859.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co.                                            | Crawford & Co., Class A                                             | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      4142 | NS      | $23029.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings, Inc.                                       | PROS Holdings, Inc.                                                 | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      2295 | NS      | $55676.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                           | Dril-Quip, Inc.                                                     | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      5682 | NS      | $154379.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                               | Minerals Technologies, Inc.                                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      5238 | NS      | $318051.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.                  | Heidrick & Struggles International, Inc.                            | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      3089 | NS      | $86399.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial, Inc.                                  | Columbia Financial, Inc.                                            | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      3822 | NS      | $82631.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                                   | Heritage Commerce Corp.                                             | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     10167 | NS      | $132171.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT, Inc.                                 | Global Medical REIT, Inc.                                           | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     10214 | NS      | $96828.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                        | Prestige Consumer Healthcare, Inc.                                  | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8116 | NS      | $508061.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest, Inc.                                          | AppHarvest, Inc.                                                    | CUSIP: 03783T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12713 | NS      | $7213.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clarus Corp.                                              | Clarus Corp.                                                        | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |       702 | NS      | $5503.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Holdings Corp.                             | Select Medical Holdings Corp.                                       | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2581 | NS      | $64086.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti, Inc.                                               | Eneti, Inc.                                                         | CUSIP: N/A<br>LEI: 549300MHZ4YKRPGBH616       | Long             | EC               | CORP              | MH        |      3743 | NS      | $37617.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                             | Knowles Corp.                                                       | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     14482 | NS      | $237794.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp.                       | Federal Agricultural Mortgage Corp., Class C                        | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      1546 | NS      | $174249.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp.                                             | Invitae Corp.                                                       | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     40827 | NS      | $75938.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MBIA, Inc.                                                | MBIA, Inc.                                                          | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      7724 | NS      | $99253.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                       | Enterprise Financial Services Corp.                                 | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      5878 | NS      | $287786.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                     | Chatham Lodging Trust                                               | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7602 | NS      | $93276.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                            | Texas Capital Bancshares, Inc.                                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      8225 | NS      | $496049.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                                      | Ermenegildo Zegna NV                                                | CUSIP: N/A<br>LEI: 8156003760472AA7E269       | Long             | EC               | CORP              | NL        |      6549 | NS      | $68568.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Inter Parfums, Inc.                                       | Inter Parfums, Inc.                                                 | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82000 | NS      | $7914640.00   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                                       | Inari Medical, Inc.                                                 | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       709 | NS      | $45064.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                      | Centrus Energy Corp., Class A                                       | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      1373 | NS      | $44595.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP, Inc.                                              | EZCORP, Inc., Class A                                               | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      7659 | NS      | $62420.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                                | Albany International Corp., Class A                                 | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      4079 | NS      | $402148.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                           | Academy Sports & Outdoors, Inc.                                     | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12454 | NS      | $654333.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group, Inc.                        | First Watch Restaurant Group, Inc.                                  | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1763 | NS      | $23853.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp.                                              | TriMas Corp.                                                        | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      6732 | NS      | $186745.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                                      | Enact Holdings, Inc.                                                | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5225 | NS      | $126027.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining, Inc.                                       | Cipher Mining, Inc.                                                 | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6532 | NS      | $3657.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Maximus, Inc.                                             | Maximus, Inc.                                                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       544 | NS      | $39891.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                          | ScanSource, Inc.                                                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      3959 | NS      | $115681.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares, Inc.                                | First Mid Bancshares, Inc.                                          | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3284 | NS      | $105350.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                                   | Powell Industries, Inc.                                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1465 | NS      | $51538.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                        | AMC Networks, Inc., Class A                                         | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      5291 | NS      | $82909.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NetScout Systems, Inc.                                    | NetScout Systems, Inc.                                              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     11309 | NS      | $367655.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio, Inc.                                          | Kronos Bio, Inc.                                                    | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6729 | NS      | $10900.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding, Inc.                                     | Morphic Holding, Inc.                                               | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |       546 | NS      | $14605.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics, Inc.                                 | Jounce Therapeutics, Inc.                                           | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |      6839 | NS      | $7591.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp.                                    | Ardmore Shipping Corp.                                              | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |      6662 | NS      | $95999.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                               | American Assets Trust, Inc.                                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8143 | NS      | $215789.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp, Inc.                                             | ThredUp, Inc., Class A                                              | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      7413 | NS      | $9711.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oportun Financial Corp.                                   | Oportun Financial Corp.                                             | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      4041 | NS      | $22265.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp.                                            | Liquidia Corp.                                                      | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2515 | NS      | $16020.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellar Bancorp, Inc.                                     | Stellar Bancorp, Inc.                                               | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      7155 | NS      | $210786.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com, Inc.                                   | 1-800-Flowers.com, Inc., Class A                                    | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4517 | NS      | $43182.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                                  | Lakeland Financial Corp.                                            | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $29188.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.                      | Cogent Communications Holdings, Inc.                                | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3208 | NS      | $183112.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree, Inc.                                             | Tiptree, Inc.                                                       | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3849 | NS      | $53270.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust, Inc.                          | Community Healthcare Trust, Inc.                                    | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      1443 | NS      | $51659.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                                   | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2867 | NS      | $394384.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                  | Genworth Financial, Inc., Class A                                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     71301 | NS      | $377182.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas, Inc.                                | Northern Oil and Gas, Inc.                                          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1752 | NS      | $53996.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Stitch Fix, Inc.                                          | Stitch Fix, Inc., Class A                                           | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      9249 | NS      | $28764.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences, Inc.                                     | IGM Biosciences, Inc.                                               | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |       439 | NS      | $7467.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Traeger, Inc.                                             | Traeger, Inc.                                                       | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4543 | NS      | $12811.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                                           | MarineMax, Inc.                                                     | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      2965 | NS      | $92567.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp.                                                | Viad Corp.                                                          | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      3256 | NS      | $79413.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                              | Arcosa, Inc.                                                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      7853 | NS      | $426732.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals, Inc.                            | KalVista Pharmaceuticals, Inc.                                      | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |      3886 | NS      | $26269.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                                     | Krystal Biotech, Inc.                                               | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      2334 | NS      | $184899.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaGen Therapeutics, Inc.                               | VistaGen Therapeutics, Inc.                                         | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4447 | NS      | $458.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stepan Co.                                                | Stepan Co.                                                          | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      3093 | NS      | $329280.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT, Inc.                                                 | AXT, Inc.                                                           | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |      6922 | NS      | $30318.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                                         | Wendy's Co. (The)                                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    249600 | NS      | $5648448.00   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software, Inc.                                     | Upland Software, Inc.                                               | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      4565 | NS      | $32548.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics, Inc.                                | Talaris Therapeutics, Inc.                                          | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3043 | NS      | $3103.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lancaster Colony Corp.                                    | Lancaster Colony Corp.                                              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       504 | NS      | $99439.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology, Inc.                                | Rackspace Technology, Inc.                                          | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9358 | NS      | $27606.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alico, Inc.                                               | Alico, Inc.                                                         | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12202 | NS      | $291261.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                           | Oceaneering International, Inc.                                     | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1557 | NS      | $27231.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management, Inc.                         | Sculptor Capital Management, Inc.                                   | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |      2082 | NS      | $18030.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                   | LiveRamp Holdings, Inc.                                             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     10790 | NS      | $252917.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares, Inc.                           | First Guaranty Bancshares, Inc.                                     | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |      1079 | NS      | $25302.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Argan, Inc.                                               | Argan, Inc.                                                         | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      2114 | NS      | $77964.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.                             | Monte Rosa Therapeutics, Inc.                                       | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4606 | NS      | $35051.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp.                                        | Getty Realty Corp.                                                  | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      6181 | NS      | $209226.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals, Inc.                       | United States Lime & Minerals, Inc.                                 | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |        78 | NS      | $10979.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urbana Corp.                                              | Urbana Corp. (Non-Voting)                                           | CUSIP: 91707P208<br>LEI: 5493003WCSNG13LU3180 | Long             | EC               | CORP              | CA        |      8400 | NS      | $24070.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Infrastructure, Inc.                             | Sterling Infrastructure, Inc.                                       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       735 | NS      | $24108.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv, Inc.                                              | Inotiv, Inc.                                                        | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |      2742 | NS      | $13545.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Construction, Inc.                                | Granite Construction, Inc.                                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      7172 | NS      | $251522.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                             | NETGEAR, Inc.                                                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      4510 | NS      | $81676.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.                           | Dime Community Bancshares, Inc.                                     | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5205 | NS      | $165675.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                                   | United Fire Group, Inc.                                             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3315 | NS      | $90698.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                                  | Relay Therapeutics, Inc.                                            | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12775 | NS      | $190858.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Materials, Inc.                                    | Summit Materials, Inc., Class A                                     | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     19379 | NS      | $550169.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.                           | Armada Hoffler Properties, Inc.                                     | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     10501 | NS      | $120761.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp, Inc.                                     | Peoples Bancorp, Inc.                                               | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4806 | NS      | $135769.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                                | Village Super Market, Inc., Class A                                 | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      1218 | NS      | $28367.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                                           | Blackbaud, Inc.                                                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       398 | NS      | $23426.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics, Inc.                                | Fulcrum Therapeutics, Inc.                                          | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6752 | NS      | $49154.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TerraVest Industries, Inc.                                | TerraVest Industries, Inc.                                          | CUSIP: 88105G103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16000 | NS      | $326026.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Weber, Inc.                                               | Weber, Inc., Class A                                                | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4386 | NS      | $35307.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| S&T Bancorp, Inc.                                         | S&T Bancorp, Inc.                                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5122 | NS      | $175069.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor, Inc.                                       | GCM Grosvenor, Inc., Class A                                        | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $5327.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphatec Holdings, Inc.                                   | Alphatec Holdings, Inc.                                             | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       903 | NS      | $11152.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp.                                  | Silvergate Capital Corp., Class A                                   | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      1543 | NS      | $26848.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                                  | Perdoceo Education Corp.                                            | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     10824 | NS      | $150453.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                           | Central Pacific Financial Corp.                                     | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3611 | NS      | $73231.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp.                                       | Cvent Holding Corp.                                                 | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7071 | NS      | $38183.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mr Cooper Group, Inc.                                     | Mr Cooper Group, Inc.                                               | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     11291 | NS      | $453107.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp, Inc.                                         | BCB Bancorp, Inc.                                                   | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      2637 | NS      | $47439.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE                                    | Ligand Pharmaceuticals, Inc.                                        | CUSIP: 532CNT029<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Fathom Digital Manufacturing C                            | Fathom Digital Manufacturing C                                      | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1678 | NS      | $2214.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aemetis, Inc.                                             | Aemetis, Inc.                                                       | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |      6665 | NS      | $26393.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alta Equipment Group, Inc.                                | Alta Equipment Group, Inc.                                          | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |      2511 | NS      | $33120.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings, Inc.                                | LL Flooring Holdings, Inc.                                          | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4527 | NS      | $25441.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group, Inc.                                      | HF Foods Group, Inc.                                                | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |      5057 | NS      | $20531.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                                 | Methode Electronics, Inc.                                           | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      5855 | NS      | $259786.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy, Inc.                                              | Audacy, Inc.                                                        | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16312 | NS      | $3671.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadstone Net Lease, Inc.                                | Broadstone Net Lease, Inc.                                          | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     28215 | NS      | $457365.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                              | Southwest Gas Holdings, Inc.                                        | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9833 | NS      | $608466.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                             | Summit Hotel Properties, Inc.                                       | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     17282 | NS      | $124776.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                                   | Veris Residential, Inc.                                             | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13825 | NS      | $220232.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                             | Sylvamo Corp.                                                       | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       360 | NS      | $17492.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                                     | Titan Machinery, Inc.                                               | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      3167 | NS      | $125824.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings, Inc.                           | Marathon Digital Holdings, Inc.                                     | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     18699 | NS      | $63950.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne, Inc.                                   | Helmerich & Payne, Inc.                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     16734 | NS      | $829504.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinco Ventures, Inc.                                      | Vinco Ventures, Inc.                                                | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15769 | NS      | $7316.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EnerSys                                                   | EnerSys                                                             | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      5937 | NS      | $438388.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs, Inc.                                          | Blend Labs, Inc., Class A                                           | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33105 | NS      | $47671.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sana Biotechnology, Inc.                                  | Sana Biotechnology, Inc.                                            | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13755 | NS      | $54332.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MicroStrategy, Inc.                                       | MicroStrategy, Inc., Class A                                        | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       610 | NS      | $86357.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fossil Group, Inc.                                        | Fossil Group, Inc.                                                  | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      7569 | NS      | $32622.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                                  | iTeos Therapeutics, Inc.                                            | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3922 | NS      | $76596.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                                | Carpenter Technology Corp.                                          | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      7775 | NS      | $287208.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zogenix, Inc.                                             | Zogenix, Inc., CVR                                                  | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             |  | CORP              | US        |      7855 | NS      | $7855.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG RE Finance Trust, Inc.                                | TPG RE Finance Trust, Inc.                                          | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10530 | NS      | $71498.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                  | Pathward Financial, Inc.                                            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      2762 | NS      | $118904.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble, Inc.                                              | Bumble, Inc., Class A                                               | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14017 | NS      | $295057.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                                  | CACI International, Inc., Class A                                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     32200 | NS      | $9678998.00   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                                   | Heartland Express, Inc.                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      7119 | NS      | $109205.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus, Inc.                                        | Benefitfocus, Inc.                                                  | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |      1522 | NS      | $15920.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                         | Cambridge Bancorp                                                   | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1211 | NS      | $100585.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen, Inc.                                              | PepGen, Inc.                                                        | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1825 | NS      | $24400.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARK, Inc.                                                | BARK, Inc.                                                          | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17986 | NS      | $26799.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First Interstate BancSystem, Inc.                         | First Interstate BancSystem, Inc., Class A                          | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     14643 | NS      | $565951.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands, Inc.                                     | Lifetime Brands, Inc.                                               | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      1765 | NS      | $13396.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                                   | Veeco Instruments, Inc.                                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1522 | NS      | $28278.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                 | Enova International, Inc.                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      5129 | NS      | $196799.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                                      | Park Aerospace Corp.                                                | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      2764 | NS      | $37065.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co.                                            | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       827 | NS      | $30971.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                   | First Financial Bancorp                                             | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     13043 | NS      | $316031.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                                         | OSI Systems, Inc.                                                   | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      2243 | NS      | $178363.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                       | CVB Financial Corp.                                                 | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20946 | NS      | $539359.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                      | Blue Foundry Bancorp                                                | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |      4575 | NS      | $58788.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NOW, Inc.                                                 | NOW, Inc.                                                           | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     17965 | NS      | $228155.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings, Inc.                                     | Torrid Holdings, Inc.                                               | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $1059.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Curo Group Holdings Corp.                                 | Curo Group Holdings Corp.                                           | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |       658 | NS      | $2335.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nautilus Biotechnology, Inc.                              | Nautilus Biotechnology, Inc.                                        | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6569 | NS      | $11824.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group, Inc.                              | Independent Bank Group, Inc.                                        | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5697 | NS      | $342275.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                                          | Kennametal, Inc.                                                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     13488 | NS      | $324521.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                            | Sierra Bancorp                                                      | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2425 | NS      | $51507.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                                | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      4418 | NS      | $170623.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                         | Alamo Group, Inc.                                                   | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       213 | NS      | $30160.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                                  | Anika Therapeutics, Inc.                                            | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      2302 | NS      | $68139.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                            | Bread Financial Holdings, Inc.                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      6275 | NS      | $236316.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                     | STAG Industrial, Inc.                                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     29185 | NS      | $942967.35    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital, Inc.                                 | BrightSpire Capital, Inc.                                           | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     15518 | NS      | $96677.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                                       | CTI BioPharma Corp.                                                 | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12589 | NS      | $75659.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Onex Corp.                                                | Onex Corp.                                                          | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |      9600 | NS      | $461856.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International, Inc.                               | Kimball International, Inc., Class B                                | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      7275 | NS      | $47287.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, Inc.                                           | AMERISAFE, Inc.                                                     | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      3265 | NS      | $169682.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands, Inc.                                         | Solo Brands, Inc., Class A                                          | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3001 | NS      | $11163.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vintage Wine Estates, Inc.                                | Vintage Wine Estates, Inc.                                          | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4469 | NS      | $14568.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corp.                              | Simmons First National Corp., Class A                               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     17188 | NS      | $370917.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                | Patterson-UTI Energy, Inc.                                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     10946 | NS      | $184330.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                  | G-III Apparel Group Ltd.                                            | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      6930 | NS      | $95010.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises LP                                      | Icahn Enterprises LP                                                | CUSIP: 451100101<br>LEI: 549300T0G4GS0SINS786 | Long             |  |  | US        |     48500 | NS      | $2456525.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp, Inc.                                       | Unity Bancorp, Inc.                                                 | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      1371 | NS      | $37469.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings, Inc.                                      | Hippo Holdings, Inc.                                                | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2823 | NS      | $38392.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneCo Ltd.                                              | StoneCo Ltd., Class A                                               | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |     21852 | NS      | $206282.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax, Inc.                                            | Icosavax, Inc.                                                      | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3675 | NS      | $29179.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chefs' Warehouse, Inc. (The)                              | Chefs' Warehouse, Inc. (The)                                        | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1547 | NS      | $51484.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                                          | Hecla Mining Co.                                                    | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     89263 | NS      | $496302.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport, Inc.                                          | Matterport, Inc.                                                    | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10002 | NS      | $28005.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rover Group, Inc.                                         | Rover Group, Inc.                                                   | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       950 | NS      | $3486.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co.                             | Portland General Electric Co.                                       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     14418 | NS      | $706482.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                             | Biohaven Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      3695 | NS      | $51286.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vertex Energy, Inc.                                       | Vertex Energy, Inc.                                                 | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |      1092 | NS      | $6770.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CIRCOR International, Inc.                                | CIRCOR International, Inc.                                          | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      2113 | NS      | $50627.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                                  | NextGen Healthcare, Inc.                                            | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5082 | NS      | $95439.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                                    | Astec Industries, Inc.                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      3616 | NS      | $147026.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                     | Quaker Chemical Corp.                                               | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       762 | NS      | $127177.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                             | ONE Gas, Inc.                                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      8749 | NS      | $662474.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings, Inc.                                      | Everi Holdings, Inc.                                                | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      6191 | NS      | $88840.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing, Inc.                                   | Rigetti Computing, Inc.                                             | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10671 | NS      | $7781.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AbCellera Biologics, Inc.                                 | AbCellera Biologics, Inc.                                           | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     19422 | NS      | $196744.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimvie, Inc.                                              | Zimvie, Inc.                                                        | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |      3333 | NS      | $31130.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                                    | TTM Technologies, Inc.                                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     16263 | NS      | $245246.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian, Inc.                                             | Aterian, Inc.                                                       | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8026 | NS      | $6182.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Eagle Outfitters, Inc.                           | American Eagle Outfitters, Inc.                                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     24934 | NS      | $348078.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp.                                      | GrowGeneration Corp.                                                | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9371 | NS      | $36734.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic, Inc.                                            | PubMatic, Inc., Class A                                             | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       640 | NS      | $8198.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp.                                      | Gladstone Land Corp.                                                | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |      2301 | NS      | $42223.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Archrock, Inc.                                            | Archrock, Inc.                                                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     21956 | NS      | $197164.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                           | Atlantic Union Bankshares Corp.                                     | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12336 | NS      | $433487.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                           | BancFirst Corp.                                                     | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      1307 | NS      | $115251.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare, Inc.                                           | Sharecare, Inc.                                                     | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46794 | NS      | $74870.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ, Inc.                                                 | AZZ, Inc.                                                           | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      3778 | NS      | $151875.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.                              | NGM Biopharmaceuticals, Inc.                                        | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      2294 | NS      | $11515.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                                           | Green Dot Corp., Class A                                            | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6494 | NS      | $102735.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                                        | Tutor Perini Corp.                                                  | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      6699 | NS      | $50577.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium, Inc.                                    | Piedmont Lithium, Inc.                                              | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |      2067 | NS      | $90989.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar, Inc.                                      | Velodyne Lidar, Inc.                                                | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |     31440 | NS      | $23224.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bioxcel Therapeutics, Inc.                                | Bioxcel Therapeutics, Inc.                                          | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |      3155 | NS      | $67769.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tupperware Brands Corp.                                   | Tupperware Brands Corp.                                             | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      6846 | NS      | $28342.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp.                                   | Arbutus Biopharma Corp.                                             | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |      7138 | NS      | $16631.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                                | Chinook Therapeutics, Inc.                                          | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      8198 | NS      | $214787.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                       | Donnelley Financial Solutions, Inc.                                 | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      3781 | NS      | $146135.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp.                                   | Snap One Holdings Corp.                                             | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |      2854 | NS      | $21148.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MoneyGram International, Inc.                             | MoneyGram International, Inc.                                       | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     15224 | NS      | $165789.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta, Inc.                                              | Nkarta, Inc.                                                        | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $30549.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine, Inc.                                     | OneWater Marine, Inc., Class A                                      | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1625 | NS      | $46475.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                   | Civitas Resources, Inc.                                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     11565 | NS      | $669960.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp, Inc.                                         | FVCBankcorp, Inc.                                                   | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |      2299 | NS      | $43841.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings, Inc.                       | Lindblad Expeditions Holdings, Inc.                                 | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      4701 | NS      | $36197.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Stock Yards Bancorp, Inc.                                 | Stock Yards Bancorp, Inc.                                           | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       865 | NS      | $56207.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co.                               | Preformed Line Products Co.                                         | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       378 | NS      | $31483.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation, Inc.                                       | Joby Aviation, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3459 | NS      | $11587.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Allbirds, Inc.                                            | Allbirds, Inc., Class A                                             | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10970 | NS      | $26547.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Mortgage Capital, Inc.                            | Invesco Mortgage Capital, Inc.                                      | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      5733 | NS      | $72984.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunnova Energy International, Inc.                        | Sunnova Energy International, Inc.                                  | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     16033 | NS      | $288754.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners, Inc.                                | Green Brick Partners, Inc.                                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      2942 | NS      | $71284.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HBT Financial, Inc.                                       | HBT Financial, Inc.                                                 | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      2001 | NS      | $39159.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                              | Select Energy Services, Inc., Class A                               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     12072 | NS      | $111545.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca, Inc.                                              | Erasca, Inc.                                                        | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10163 | NS      | $43802.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp.                            | Quanex Building Products Corp.                                      | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      5145 | NS      | $121833.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos., Inc.                              | Haverty Furniture Cos., Inc.                                        | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      2186 | NS      | $65361.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                               | Emergent BioSolutions, Inc.                                         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      7922 | NS      | $93558.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp.                                            | Rallybio Corp.                                                      | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $3633.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ribbon Communications, Inc.                               | Ribbon Communications, Inc.                                         | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     11644 | NS      | $32486.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions, Inc.                                 | Advantage Solutions, Inc.                                           | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12445 | NS      | $25885.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                              | Rambus, Inc.                                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      2789 | NS      | $99901.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                                   | FARO Technologies, Inc.                                             | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      3031 | NS      | $89141.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.                        | Provident Financial Services, Inc.                                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     10562 | NS      | $225604.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia, Inc.                                            | Phreesia, Inc.                                                      | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      4272 | NS      | $138241.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co.               | American Equity Investment Life Holding Co.                         | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     11642 | NS      | $531108.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals, Inc.                              | Inovio Pharmaceuticals, Inc.                                        | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |     39310 | NS      | $61323.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Xponential Fitness, Inc.                                  | Xponential Fitness, Inc., Class A                                   | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1851 | NS      | $42443.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                    | EnPro Industries, Inc.                                              | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      3391 | NS      | $368567.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands, Inc.                                  | Whole Earth Brands, Inc.                                            | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6062 | NS      | $24672.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                           | PRA Group, Inc.                                                     | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      6488 | NS      | $219164.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corp.                                               | Civeo Corp.                                                         | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |    256200 | NS      | $7967820.00   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                               | Unifi, Inc.                                                         | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      1941 | NS      | $16712.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                                        | ACM Research, Inc., Class A                                         | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      6927 | NS      | $53407.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                                   | Expro Group Holdings NV                                             | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |     12829 | NS      | $232589.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group, Inc.                                       | Willdan Group, Inc.                                                 | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      1828 | NS      | $32629.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ennis, Inc.                                               | Ennis, Inc.                                                         | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4042 | NS      | $89570.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                              | Avient Corp.                                                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      4030 | NS      | $136052.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus, Inc.                                            | Momentus, Inc.                                                      | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5047 | NS      | $3936.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil States International, Inc.                            | Oil States International, Inc.                                      | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     10116 | NS      | $75465.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                           | Dorian LPG Ltd.                                                     | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      5094 | NS      | $96531.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                   | Valley National Bancorp                                             | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     70241 | NS      | $794425.71    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers, Inc.                            | Ritchie Bros Auctioneers, Inc.                                      | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     16300 | NS      | $942629.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                | Gibraltar Industries, Inc.                                          | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5166 | NS      | $237016.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                             | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |   3181948 | PA      | $3181948.27   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Barnes Group, Inc.                                        | Barnes Group, Inc.                                                  | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      7978 | NS      | $325901.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                        | Buckle, Inc. (The)                                                  | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       428 | NS      | $19409.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able, Inc.                                              | N-able, Inc.                                                        | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1337 | NS      | $13744.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                         | RLJ Lodging Trust                                                   | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26350 | NS      | $279046.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal, Inc.                                       | Desktop Metal, Inc., Class A                                        | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |     41783 | NS      | $56824.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ProFrac Holding Corp.                                     | ProFrac Holding Corp., Class A                                      | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2169 | NS      | $54658.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares, Inc.                                     | Home BancShares, Inc.                                               | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30705 | NS      | $699766.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp, Inc.                                  | Enterprise Bancorp, Inc.                                            | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $59833.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly, Inc.                                              | Fastly, Inc., Class A                                               | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     18837 | NS      | $154275.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp.                                               | Chase Corp.                                                         | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       896 | NS      | $77288.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida, Inc.                                             | Tricida, Inc.                                                       | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |      4290 | NS      | $655.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Group, Inc.                                        | StoneX Group, Inc.                                                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2617 | NS      | $249400.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN, Inc.                                               | JOANN, Inc.                                                         | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1580 | NS      | $4503.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio, Inc.                                          | Instil Bio, Inc.                                                    | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10994 | NS      | $6926.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                              | South Plains Financial, Inc.                                        | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1797 | NS      | $49471.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric, Inc.                                    | Ivanhoe Electric, Inc.                                              | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $11870.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Boxed, Inc.                                               | Boxed, Inc.                                                         | CUSIP: 103174108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8662 | NS      | $1688.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Metropolitan Bank Holding Corp.                           | Metropolitan Bank Holding Corp.                                     | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $94634.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71237 | NS      | $1324295.83   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                 | V2X, Inc.                                                           | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1884 | NS      | $77790.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences, Inc.                                    | Tyra Biosciences, Inc.                                              | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1741 | NS      | $13231.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp, Inc.                                        | Home Bancorp, Inc.                                                  | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1281 | NS      | $51278.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                             | Pediatrix Medical Group, Inc.                                       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13374 | NS      | $198737.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                                      | Thryv Holdings, Inc.                                                | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3517 | NS      | $66823.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic, Inc.                                        | ContextLogic, Inc., Class A                                         | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |     92856 | NS      | $45285.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                                        | Movado Group, Inc.                                                  | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     25426 | NS      | $819988.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                        | SITE Centers Corp.                                                  | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     32082 | NS      | $438240.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                                     | Andersons, Inc. (The)                                               | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      5257 | NS      | $183942.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp.                                        | SWK Holdings Corp.                                                  | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       438 | NS      | $7726.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      4530 | NS      | $128380.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Party City Holdco, Inc.                                   | Party City Holdco, Inc.                                             | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |     10291 | NS      | $3761.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PLBY Group, Inc.                                          | PLBY Group, Inc.                                                    | CUSIP: 728RGT010<br>LEI: N/A                  | Long             |  | CORP              | US        |      4465 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                 | Kratos Defense & Security Solutions, Inc.                           | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     20778 | NS      | $214428.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group, Inc.                                        | MiMedx Group, Inc.                                                  | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17619 | NS      | $48980.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics, Inc.                                 | Tenaya Therapeutics, Inc.                                           | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3817 | NS      | $7672.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                                       | AngioDynamics, Inc.                                                 | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      5793 | NS      | $79769.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                            | Veracyte, Inc.                                                      | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     11609 | NS      | $275481.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                                        | Piper Sandler Cos.                                                  | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      2869 | NS      | $373515.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell, Inc.                                            | Stagwell, Inc.                                                      | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     11229 | NS      | $69732.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp.                                     | Ranpak Holdings Corp.                                               | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      7447 | NS      | $42969.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                                       | Graham Holdings Co., Class B                                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       609 | NS      | $367963.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp. plc                                           | Noble Corp. plc                                                     | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |     11230 | NS      | $423483.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings, Inc.                           | Concrete Pumping Holdings, Inc.                                     | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3664 | NS      | $21434.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust, Inc.                           | Ashford Hospitality Trust, Inc.                                     | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5466 | NS      | $24433.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Olo, Inc.                                                 | Olo, Inc., Class A                                                  | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14253 | NS      | $89081.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bulk Shipping, Inc.                                 | Eagle Bulk Shipping, Inc.                                           | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |      2222 | NS      | $110966.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PetIQ, Inc.                                               | PetIQ, Inc.                                                         | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |       783 | NS      | $7219.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance, Inc.                | Chicago Atlantic Real Estate Finance, Inc.                          | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $13065.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                                        | ProAssurance Corp.                                                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      7537 | NS      | $131671.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                      | SunCoke Energy, Inc.                                                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     14525 | NS      | $125350.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                                   | American Vanguard Corp.                                             | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       561 | NS      | $12179.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands, Inc.                                        | Rocky Brands, Inc.                                                  | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       906 | NS      | $21399.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International, Inc.                                 | CompX International, Inc.                                           | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $4897.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                                      | CareTrust REIT, Inc.                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     14594 | NS      | $271156.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                             | Embecta Corp.                                                       | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      1299 | NS      | $32851.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures, Inc.                                    | Loyalty Ventures, Inc.                                              | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |      2191 | NS      | $5280.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kaleyra, Inc.                                             | Kaleyra, Inc.                                                       | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               | CORP              | US        |      3940 | NS      | $2975.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc.           | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13161 | NS      | $381405.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                                | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     11748 | NS      | $516794.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                          | BankUnited, Inc.                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     11284 | NS      | $383317.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                                 | BrightView Holdings, Inc.                                           | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      8037 | NS      | $55374.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                       | Owens & Minor, Inc.                                                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     10581 | NS      | $206646.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp.                                              | iRobot Corp.                                                        | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       508 | NS      | $24450.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeStreet, Inc.                                          | HomeStreet, Inc.                                                    | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2599 | NS      | $71680.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth, Inc.                                             | eHealth, Inc.                                                       | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      3004 | NS      | $14539.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                         | Hillenbrand, Inc.                                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      5586 | NS      | $238354.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                            | Plymouth Industrial REIT, Inc.                                      | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5897 | NS      | $113104.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                      | Sportsman's Warehouse Holdings, Inc.                                | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      5837 | NS      | $54926.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics, Inc.                                  | Verve Therapeutics, Inc.                                            | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6533 | NS      | $126413.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MillerKnoll, Inc.                                         | MillerKnoll, Inc.                                                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     12607 | NS      | $264873.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx, Inc.                                                | EQRx, Inc.                                                          | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31593 | NS      | $77718.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer