# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016931
**Filing Date:** 2023-1
**Character Count:** 291728
**Document Hash:** af55ee387ce2e18740fb6d383b53cd58
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016931.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016931

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564312

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT SMALL CAP FUND (Series ID: S000006772)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000018361 | SIIT SMALL CAP FUND - CLASS A | SLPAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT SMALL CAP FUND

- **b. EDGAR series identifier (if any):** S000006772

- **c. LEI of Series:** K2NJCUMN18QCALJ6ME09

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

- **a. Date of fiscal year-end:** 2023-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $233724118.16

**Total Liabilities:** $3587572.58

**Net Assets:** $230136545.58

**Cash Not Reported:** $185.01

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018361 | 3.32%                | 11.26%               | -8.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $745892.73               | $6465360.54                                |
| Month 2  | $-921084.77              | $23757316.47                               |
| Month 3  | $-776681.78              | $-19539605.19                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PHOTRONICS, INC.                                        | PHOTRONICS INC COMMON STOCK                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               |  | US        |     10754 | NS      | $202175.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                                  | SERES THERAPEUTICS INC COMMON STOCK                       | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               |  | US        |     14802 | NS      | $96213.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITAE CORPORATION                                     | INVITAE CORP COMMON STOCK                                 | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               |  | US        |     41187 | NS      | $122325.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORPORATION                      | US CELLULAR CORP COMMON STOCK                             | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               |  | US        |      1100 | NS      | $23386.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS, INC.                                  | BJ'S RESTAURANTS INC COMMON STOCK                         | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               |  | US        |      8040 | NS      | $257923.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE, INC.                                      | LIFE STORAGE INC REIT                                     | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |      2190 | NS      | $235403.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION                             | FIRST FINANCIAL CORP/INDIANA COMMON STOCK                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               |  | US        |     10770 | NS      | $517713.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                            | CALERES INC COMMON STOCK                                  | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               |  | US        |      7080 | NS      | $171052.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                      | KURA SUSHI USA INC-CLASS A COMMON STOCK                   | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               |  | US        |      2071 | NS      | $136064.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                               | SJW GROUP COMMON STOCK                                    | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |       450 | NS      | $33610.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                            | INGLES MARKETS INC-CLASS A COMMON STOCK                   | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |     10250 | NS      | $1036275.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                              | MERITAGE HOMES CORP COMMON STOCK                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               |  | US        |      3200 | NS      | $276512.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.                      | HAWAIIAN ELECTRIC INDS COMMON STOCK                       | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               |  | US        |      5250 | NS      | $215670.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SURMODICS, INC.                                         | SURMODICS INC COMMON STOCK                                | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               |  | US        |       130 | NS      | $4696.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                                        | ROYAL GOLD INC COMMON STOCK                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |      2350 | NS      | $263975.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co                                              | LOVESAC CO/THE COMMON STOCK                               | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               |  | US        |     14019 | NS      | $365194.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                           | RELIANCE STEEL & ALUMINUM COMMON STOCK                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |      1310 | NS      | $276789.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                                        | TRICO BANCSHARES COMMON STOCK                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               |  | US        |      2350 | NS      | $128075.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                                       | STONEX GROUP INC COMMON STOCK                             | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               |  | US        |      2401 | NS      | $243629.47    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                         | TENNANT CO COMMON STOCK                                   | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               |  | US        |      1010 | NS      | $64165.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                               | PVH CORP COMMON STOCK                                     | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |      4100 | NS      | $275438.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TUPPERWARE BRANDS CORPORATION                           | TUPPERWARE BRANDS CORP COMMON STOCK                       | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               |  | US        |      9000 | NS      | $41670.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP, INC.                                      | MOVADO GROUP INC COMMON STOCK                             | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               |  | US        |     13417 | NS      | $431893.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRESS, INC.                                           | EXPRESS INC COMMON STOCK                                  | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               |  | US        |     47430 | NS      | $67350.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP TECHNOLOGIES, INC.                                  | UFP TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               |  | US        |      2665 | NS      | $319933.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                            | PLEXUS CORP COMMON STOCK                                  | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               |  | US        |      2016 | NS      | $222203.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                                             | KFORCE INC COMMON STOCK                                   | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               |  | US        |      2050 | NS      | $121093.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED                 | COMMUNITY HEALTHCARE TRUST I REIT                         | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      1900 | NS      | $66994.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.                      | HELIX ENERGY SOLUTIONS GROUP COMMON STOCK                 | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               |  | US        |     58171 | NS      | $371130.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS, INC.                                  | SIMULATIONS PLUS INC COMMON STOCK                         | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               |  | US        |      1000 | NS      | $40590.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                          | CROSS COUNTRY HEALTHCARE INC COMMON STOCK                 | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               |  | US        |     12914 | NS      | $462062.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG LOTS, INC.                                          | BIG LOTS INC COMMON STOCK                                 | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               |  | US        |      7300 | NS      | $142350.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| FORWARD AIR CORPORATION                                 | FORWARD AIR CORP COMMON STOCK                             | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               |  | US        |      1810 | NS      | $203389.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BUSINESS FIRST BANCSHARES, INC.                         | BUSINESS FIRST BANCSHARES COMMON STOCK                    | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               |  | US        |      1200 | NS      | $28224.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                            | PUBMATIC INC-CLASS A COMMON STOCK                         | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               |  | US        |      8950 | NS      | $140246.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                                     | CVB FINANCIAL CORP COMMON STOCK                           | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               |  | US        |      6362 | NS      | $182462.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                            | FRESH DEL MONTE PRODUCE INC COMMON STOCK                  | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |      2400 | NS      | $66432.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEBIRD BIO, INC.                                      | BLUEBIRD BIO INC COMMON STOCK                             | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               |  | US        |     28530 | NS      | $222248.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                                     | EAGLE BANCORP INC COMMON STOCK                            | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               |  | US        |      1900 | NS      | $89604.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                           | AMN HEALTHCARE SERVICES INC COMMON STOCK                  | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |      9350 | NS      | $1156595.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP, INC.                                | OLD SECOND BANCORP INC COMMON STOCK                       | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               |  | US        |      3450 | NS      | $60237.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                              | UNUM GROUP COMMON STOCK                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |      4693 | NS      | $197950.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                                   | KOPPERS HOLDINGS INC COMMON STOCK                         | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               |  | US        |     10300 | NS      | $306837.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                                      | DHT HOLDINGS INC COMMON STOCK                             | CUSIP: 037633232<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | DE        |     17265 | NS      | $163344.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARANTY BANCSHARES, INC.                               | GUARANTY BANCSHARES INC COMMON STOCK                      | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               |  | US        |       700 | NS      | $24920.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                           | STANDARD MOTOR PRODS COMMON STOCK                         | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               |  | US        |      2250 | NS      | $86422.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | FRESH MKT INC ESCROW SECURITY                             | CUSIP: 55336L102<br>LEI: N/A                  | Long             | EC               |  | US        |       194 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICF INTERNATIONAL, INC.                                 | ICF INTERNATIONAL INC COMMON STOCK                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               |  | US        |      1280 | NS      | $138713.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                                    | PEOPLES BANCORP INC COMMON STOCK                          | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               |  | US        |      4730 | NS      | $141900.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                                    | PROFRAC HOLDING CORP-A COMMON STOCK                       | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               |  | US        |     31370 | NS      | $739704.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORPORATION                             | DECKERS OUTDOOR CORP COMMON STOCK                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               |  | US        |       523 | NS      | $208614.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL COMPANY                               | GLOBAL INDUSTRIAL CO COMMON STOCK                         | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               |  | US        |      7972 | NS      | $196190.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                     | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |       990 | NS      | $229640.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                    | ECHOSTAR CORP-A COMMON STOCK                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               |  | US        |      2490 | NS      | $43326.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH, INC.                                | FORRESTER RESEARCH INC COMMON STOCK                       | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               |  | US        |      5951 | NS      | $209356.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                                     | ACI WORLDWIDE INC COMMON STOCK                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               |  | US        |      5700 | NS      | $119130.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                            | VISHAY INTERTECHNOLOGY INC COMMON STOCK                   | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               |  | US        |     23300 | NS      | $536832.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                     | SUTRO BIOPHARMA INC COMMON STOCK                          | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               |  | US        |     13208 | NS      | $98927.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES, INC.                       | EQUITY LIFESTYLE PROPERTIES REIT                          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      3290 | NS      | $218521.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                         | M/I HOMES INC COMMON STOCK                                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               |  | US        |      4100 | NS      | $185238.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS, INC.                                       | CHICO'S FAS INC COMMON STOCK                              | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               |  | US        |     36480 | NS      | $214137.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD, INC.                                         | BLACKBAUD INC COMMON STOCK                                | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               |  | US        |      2050 | NS      | $121503.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ, INC.                                            | IMPINJ INC COMMON STOCK                                   | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               |  | US        |      1907 | NS      | $243237.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                     | MORPHIC HOLDING INC COMMON STOCK                          | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               |  | US        |      2380 | NS      | $65497.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIANLINK, INC.                                      | MERIDIANLINK INC COMMON STOCK                             | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               |  | US        |      2000 | NS      | $29360.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY COMPANY                                  | ERIE INDEMNITY COMPANY-CL A COMMON STOCK                  | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               |  | US        |      1030 | NS      | $290861.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                                     | ARCBEST CORP COMMON STOCK                                 | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               |  | US        |      7550 | NS      | $624913.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LIMITED                           | AXIS CAPITAL HOLDINGS LTD COMMON STOCK                    | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               |  | US        |      3750 | NS      | $215850.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN FIRST BANCSHARES, INC.                         | SOUTHERN FIRST BANCSHARES COMMON STOCK                    | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               |  | US        |       550 | NS      | $27225.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                                    | LTC PROPERTIES INC REIT                                   | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      1440 | NS      | $56577.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                                   | MGP INGREDIENTS INC COMMON STOCK                          | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               |  | US        |      3338 | NS      | $417450.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL, INC.                                     | QURATE RETAIL INC-SERIES A COMMON STOCK                   | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               |  | US        |     23700 | NS      | $55695.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                            | SPROUTS FARMERS MARKET INC COMMON STOCK                   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               |  | US        |     26400 | NS      | $906312.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF N.T. BUTTERFIELD & SON LIMITED (THE)            | BANK OF N.T. BUTTERFIELD&SON COMMON STOCK                 | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               |  | US        |      3060 | NS      | $106488.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT LOGISTICS, INC.                                 | RADIANT LOGISTICS INC COMMON STOCK                        | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               |  | US        |     56934 | NS      | $304027.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION                    | QUANEX BUILDING PRODUCTS COMMON STOCK                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               |  | US        |     13870 | NS      | $329689.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF, INCORPORATED                           | DIEBOLD NIXDORF INC COMMON STOCK                          | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               |  | US        |     44670 | NS      | $96040.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC.                             | ORGANOGENESIS HOLDINGS INC COMMON STOCK                   | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               |  | US        |     77428 | NS      | $212152.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                                  | VEECO INSTRUMENTS INC COMMON STOCK                        | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               |  | US        |      2277 | NS      | $45266.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                                  | SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK                 | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               |  | US        |      5600 | NS      | $297584.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                | SEER INC COMMON STOCK                                     | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               |  | US        |     18760 | NS      | $121189.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                               | G-III APPAREL GROUP LTD COMMON STOCK                      | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               |  | US        |     12200 | NS      | $263886.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                             | SALLY BEAUTY HOLDINGS INC COMMON STOCK                    | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               |  | US        |     20200 | NS      | $237552.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                       | HAMILTON LANE INC-CLASS A COMMON STOCK                    | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               |  | US        |     10255 | NS      | $757639.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT FINANCIAL GROUP, INC.                            | SUMMIT FINANCIAL GROUP INC COMMON STOCK                   | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               |  | US        |      2000 | NS      | $56720.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP, INC.                                  | ALASKA AIR GROUP INC COMMON STOCK                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               |  | US        |      6400 | NS      | $303616.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC.                                                | NOV INC COMMON STOCK                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               |  | US        |      9574 | NS      | $215032.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corporation                                    | MERIDIAN CORP COMMON STOCK                                | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               |  | US        |      5800 | NS      | $195634.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                      | PROVIDENT FINANCIAL SERVICES COMMON STOCK                 | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               |  | US        |       500 | NS      | $11265.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                         | GENPACT LTD COMMON STOCK                                  | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               |  | US        |      5550 | NS      | $255910.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC.                                            | Ashland Inc COMMON STOCK                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               |  | US        |       120 | NS      | $13424.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORPORATION                        | PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               |  | US        |      3100 | NS      | $38161.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                               | ALX ONCOLOGY HOLDINGS INC COMMON STOCK                    | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               |  | US        |     31836 | NS      | $353379.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                           | IDACORP INC COMMON STOCK                                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               |  | US        |      2190 | NS      | $242060.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                       | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK                 | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               |  | US        |     13182 | NS      | $665427.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                                    | MARINE PRODUCTS CORP COMMON STOCK                         | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               |  | US        |      5368 | NS      | $62537.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACATAWA BANK CORPORATION                               | MACATAWA BANK CORP COMMON STOCK                           | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               |  | US        |     14760 | NS      | $163983.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSINESS FINANCIAL SERVICES, INC.                 | FIRST BUSINESS FINANCIAL SER COMMON STOCK                 | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               |  | US        |      9400 | NS      | $360208.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                             | WABASH NATIONAL CORP COMMON STOCK                         | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               |  | US        |      7900 | NS      | $198053.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                                 | CACI INTERNATIONAL INC -CL A COMMON STOCK                 | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               |  | US        |       860 | NS      | $268578.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                      | CHEMED CORP COMMON STOCK                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |       506 | NS      | $263120.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY         | AMERICAN EQUITY INVT LIFE HL COMMON STOCK                 | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               |  | US        |      6100 | NS      | $247111.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                      | ENTERPRISE FINANCIAL SERVICE COMMON STOCK                 | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               |  | US        |      5689 | NS      | $297762.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                               | CBOE GLOBAL MARKETS INC COMMON STOCK                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |      2240 | NS      | $284121.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                          | AMDOCS LTD COMMON STOCK                                   | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |      3390 | NS      | $301235.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                    | SIXTH STREET SPECIALTY LENDI COMMON STOCK                 | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               |  | US        |     10400 | NS      | $195936.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                              | ETHAN ALLEN INTERIORS INC COMMON STOCK                    | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               |  | US        |     18140 | NS      | $516083.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                       | HANOVER INSURANCE GROUP INC/ COMMON STOCK                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               |  | US        |      1580 | NS      | $232734.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINANCIAL CORPORATION                          | FLUSHING FINANCIAL CORP COMMON STOCK                      | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               |  | US        |     15600 | NS      | $325416.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORPORATION                                      | LIVENT CORP COMMON STOCK                                  | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               |  | US        |      5576 | NS      | $156072.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd                       | ALPHA & OMEGA SEMICONDUCTOR COMMON STOCK                  | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               |  | US        |      6550 | NS      | $229774.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                             | DICK'S SPORTING GOODS INC COMMON STOCK                    | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               |  | US        |      1316 | NS      | $157367.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                                  | HERITAGE COMMERCE CORP COMMON STOCK                       | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               |  | US        |     24506 | NS      | $348230.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                                          | SIERRA BANCORP COMMON STOCK                               | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               |  | US        |       900 | NS      | $19476.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS, INC.                                  | CELSIUS HOLDINGS INC COMMON STOCK                         | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               |  | US        |      1928 | NS      | $214663.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corporation N.V.                  | SAPIENS INTERNATIONAL CORP COMMON STOCK                   | CUSIP: G7T16G103<br>LEI: N/A                  | Long             | EC               |  | US        |      2500 | NS      | $48650.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                                  | BIO-TECHNE CORP COMMON STOCK                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |      2416 | NS      | $205335.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                                            | ACCOLADE INC COMMON STOCK                                 | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               |  | US        |     21890 | NS      | $193288.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                    | SCORPIO TANKERS INC COMMON STOCK                          | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |      9199 | NS      | $469332.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                 | PRIMO WATER CORP COMMON STOCK                             | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               |  | US        |      8600 | NS      | $134590.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EGAIN CORPORATION                                       | EGAIN CORP COMMON STOCK                                   | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               |  | US        |     27761 | NS      | $244296.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                                    | KELLY SERVICES INC -A COMMON STOCK                        | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               |  | US        |     18800 | NS      | $319412.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                | PROCEPT BIOROBOTICS CORP COMMON STOCK                     | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               |  | US        |      3136 | NS      | $134534.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| THERAVANCE BIOPHARMA, INC.                              | THERAVANCE BIOPHARMA INC COMMON STOCK                     | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               |  | US        |      4590 | NS      | $49388.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                    | CITY HOLDING CO COMMON STOCK                              | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               |  | US        |       770 | NS      | $78478.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE, INC.                               | MERIDIAN BIOSCIENCE INC COMMON STOCK                      | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               |  | US        |      2900 | NS      | $92800.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                               | UMB FINANCIAL CORP COMMON STOCK                           | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               |  | US        |       110 | NS      | $9407.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                                  | EXTREME NETWORKS INC COMMON STOCK                         | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               |  | US        |     13498 | NS      | $283053.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT, INC.                                          | ASSURANT INC COMMON STOCK                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               |  | US        |       540 | NS      | $69238.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                             | HURON CONSULTING GROUP INC COMMON STOCK                   | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               |  | US        |      3567 | NS      | $277726.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                                 | FIRST BUSEY CORP COMMON STOCK                             | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               |  | US        |     12830 | NS      | $334478.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENCO SHIPPING & TRADING LIMITED                        | GENCO SHIPPING & TRADING LTD COMMON STOCK                 | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               |  | US        |      7068 | NS      | $104818.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY TANKERS LTD.                                     | TEEKAY TANKERS LTD-CLASS A COMMON STOCK                   | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               |  | US        |     20638 | NS      | $696326.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFE BULKERS, INC.                                      | SAFE BULKERS INC COMMON STOCK                             | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               |  | US        |    114970 | NS      | $327664.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                                     | RENT-A-CENTER INC COMMON STOCK                            | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               |  | US        |      6900 | NS      | $166221.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                                 | COMMVAULT SYSTEMS INC COMMON STOCK                        | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |      2500 | NS      | $165000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MODEL N, INC.                                           | MODEL N INC COMMON STOCK                                  | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               |  | US        |      5470 | NS      | $212673.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                        | PACKAGING CORP OF AMERICA COMMON STOCK                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |      2090 | NS      | $284010.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                                   | CAMBIUM NETWORKS CORP COMMON STOCK                        | CUSIP: G17766109<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               |  | US        |      3220 | NS      | $68553.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                         | UGI CORP COMMON STOCK                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |      2000 | NS      | $77300.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                         | INTERFACE INC COMMON STOCK                                | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |     26854 | NS      | $290828.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                               | MATADOR RESOURCES CO COMMON STOCK                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |     22346 | NS      | $1482880.56   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP.                              | OCEANFIRST FINANCIAL CORP COMMON STOCK                    | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               |  | US        |      3700 | NS      | $86432.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HINGHAM INSTITUTION FOR SAVINGS, THE                    | HINGHAM INSTITUTION FOR SVGS COMMON STOCK                 | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               |  | US        |        90 | NS      | $26413.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP                                       | MERCHANTS BANCORP/IN COMMON STOCK                         | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               |  | US        |     10470 | NS      | $267927.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                | FABRINET COMMON STOCK                                     | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               |  | US        |      1526 | NS      | $203583.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSFIRST BANKSHARES, INC.                             | CROSSFIRST BANKSHARES INC COMMON STOCK                    | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               |  | US        |      9680 | NS      | $134261.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                             | ANTERIX INC COMMON STOCK                                  | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               |  | US        |       750 | NS      | $25500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES, INC.                                | VALMONT INDUSTRIES COMMON STOCK                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               |  | US        |       755 | NS      | $255688.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORPORATION                                    | TREDEGAR CORP COMMON STOCK                                | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               |  | US        |     24170 | NS      | $249917.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA RENEWABLES, INC.                                    | VIA RENEWABLES INC COMMON STOCK                           | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               |  | US        |      9473 | NS      | $61195.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Syndax Pharmaceuticals Inc                              | SYNDAX PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               |  | US        |      3100 | NS      | $74276.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TG THERAPEUTICS, INC.                                   | TG THERAPEUTICS INC COMMON STOCK                          | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               |  | US        |     28710 | NS      | $253222.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                     | STEPSTONE GROUP INC-CLASS A COMMON STOCK                  | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               |  | US        |      5910 | NS      | $177181.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                             | HANCOCK WHITNEY CORP COMMON STOCK                         | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               |  | US        |      6300 | NS      | $345492.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS, INC.                                   | MERCURY SYSTEMS INC COMMON STOCK                          | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               |  | US        |     18205 | NS      | $925178.10    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NECESSITY RETAIL REIT, INC.                         | NECESSITY RETAIL REIT INC/TH REIT                         | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               |  | US        |     29100 | NS      | $194388.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO.                                      | FRANKLIN COVEY CO COMMON STOCK                            | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               |  | US        |      9379 | NS      | $487332.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                            | CACTUS INC - A COMMON STOCK                               | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |     10490 | NS      | $570551.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                                   | NOBLE CORP PLC COMMON STOCK                               | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               |  | US        |      4939 | NS      | $183385.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                              | QUALYS INC COMMON STOCK                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               |  | US        |      1580 | NS      | $194845.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC.                                          | COSTAMARE INC COMMON STOCK                                | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               |  | US        |     15713 | NS      | $151473.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy, Inc.                                            | AUDACY INC COMMON STOCK                                   | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               |  | US        |    225180 | NS      | $64649.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFETIME BRANDS, INC.                                   | LIFETIME BRANDS INC COMMON STOCK                          | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               |  | US        |      7407 | NS      | $62292.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                                       | EMCOR GROUP INC COMMON STOCK                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               |  | US        |      5671 | NS      | $878437.90    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                        | N B T BANCORP INC COMMON STOCK                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               |  | US        |      6505 | NS      | $300270.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS N.V.                               | EXPRO GROUP HOLDINGS NV COMMON STOCK                      | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               |  | US        |     13384 | NS      | $232480.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST, INC.                         | ASHFORD HOSPITALITY TRUST REIT                            | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               |  | US        |     10485 | NS      | $68257.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                              | EASTGROUP PROPERTIES INC REIT                             | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      1330 | NS      | $206469.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                            | UNITED COMMUNITY BANKS/GA COMMON STOCK                    | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               |  | US        |     33515 | NS      | $1306079.55   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                                    | FTI CONSULTING INC COMMON STOCK                           | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               |  | US        |      8455 | NS      | $1461193.10   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                                 | J & J SNACK FOODS CORP COMMON STOCK                       | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               |  | US        |       840 | NS      | $137776.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                                 | WILEY (JOHN) & SONS-CLASS A COMMON STOCK                  | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               |  | US        |      2050 | NS      | $97190.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRID DYNAMICS HOLDINGS, INC.                            | GRID DYNAMICS HOLDINGS INC COMMON STOCK                   | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               |  | US        |     17890 | NS      | $227918.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY, INC.                                 | EARTHSTONE ENERGY INC - A COMMON STOCK                    | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               |  | US        |     19021 | NS      | $301292.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CIVITAS RESOURCES, INC.                                 | CIVITAS RESOURCES INC COMMON STOCK                        | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |      8600 | NS      | $579296.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP.                        | FRANKLIN STREET PROPERTIES C REIT                         | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |     27400 | NS      | $80008.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC.                                       | PJT PARTNERS INC - A COMMON STOCK                         | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               |  | US        |      1950 | NS      | $150169.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE-CRYSTAL CLEAN, INC.                            | HERITAGE-CRYSTAL CLEAN INC COMMON STOCK                   | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               |  | US        |     15857 | NS      | $501081.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS, INC.                                   | CHUY'S HOLDINGS INC COMMON STOCK                          | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               |  | US        |      8653 | NS      | $274213.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                           | BUNGE LTD COMMON STOCK                                    | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               |  | US        |      3500 | NS      | $366940.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP, INC.                                    | ORIGIN BANCORP INC COMMON STOCK                           | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               |  | US        |      3090 | NS      | $126442.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                             | QIAGEN N.V. COMMON STOCK                                  | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               |  | US        |      2850 | NS      | $141189.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                                              | LAZARD LTD-CL A COMMON STOCK                              | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               |  | US        |      4900 | NS      | $179389.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SIGA TECHNOLOGIES, INC.                                 | SIGA TECHNOLOGIES INC COMMON STOCK                        | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               |  | US        |     40040 | NS      | $367567.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA HEALTHCARE COMPANY, INC.                         | ACADIA HEALTHCARE CO INC COMMON STOCK                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               |  | US        |     23858 | NS      | $2124793.48   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| COASTAL FINANCIAL CORPORATION                           | COASTAL FINANCIAL CORP/WA COMMON STOCK                    | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               |  | US        |      4960 | NS      | $247603.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                                    | VIANT TECHNOLOGY INC-A COMMON STOCK                       | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               |  | US        |     12101 | NS      | $46225.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HACKETT GROUP, INC.                                 | HACKETT GROUP INC/THE COMMON STOCK                        | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               |  | US        |     23885 | NS      | $551743.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCRAFT BOAT HOLDINGS, INC.                         | MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK                 | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               |  | US        |     12000 | NS      | $308640.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                                   | LANDSTAR SYSTEM INC COMMON STOCK                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |      1540 | NS      | $266389.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL, INC.                                     | OLYMPIC STEEL INC COMMON STOCK                            | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               |  | US        |      7207 | NS      | $252893.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                       | HAVERTY FURNITURE COMMON STOCK                            | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               |  | US        |     27829 | NS      | $877448.37    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                           | FACTSET RESEARCH SYSTEMS INC COMMON STOCK                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |       670 | NS      | $309064.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE, INC.                                          | TRUEBLUE INC COMMON STOCK                                 | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               |  | US        |      9490 | NS      | $204794.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                   | CARA THERAPEUTICS INC COMMON STOCK                        | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               |  | US        |     12620 | NS      | $148916.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORPORATION                              | POTLATCHDELTIC CORP REIT                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |       850 | NS      | $40621.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAPACK-GLADSTONE FINANCIAL CORPORATION                 | PEAPACK GLADSTONE FINL CORP COMMON STOCK                  | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               |  | US        |      5103 | NS      | $210345.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                              | WESTAMERICA BANCORPORATION COMMON STOCK                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               |  | US        |      1610 | NS      | $99417.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIGLARI HOLDINGS INC.                                   | BIGLARI HOLDINGS INC-B COMMON STOCK                       | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               |  | US        |       818 | NS      | $117677.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                                    | SUNCOKE ENERGY INC COMMON STOCK                           | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               |  | US        |     59960 | NS      | $507261.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                            | FULTON FINANCIAL CORP COMMON STOCK                        | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |     25500 | NS      | $474045.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                                      | FNB CORP COMMON STOCK                                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               |  | US        |     45555 | NS      | $642325.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                         | CORECIVIC INC COMMON STOCK                                | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               |  | US        |     22000 | NS      | $292160.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                         | UNITED THERAPEUTICS CORP COMMON STOCK                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      4293 | NS      | $1201567.77   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc                                 | PLIANT THERAPEUTICS INC COMMON STOCK                      | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               |  | US        |      6542 | NS      | $120241.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                                 | HAEMONETICS CORP/MASS COMMON STOCK                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |      3704 | NS      | $315988.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                               | BOX INC - CLASS A COMMON STOCK                            | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |       200 | NS      | $5490.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                             | REGENCY CENTERS CORP REIT                                 | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |       650 | NS      | $43179.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapt Therapeutics Inc                                   | RAPT THERAPEUTICS INC COMMON STOCK                        | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               |  | US        |     20420 | NS      | $361025.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                               | METHODE ELECTRONICS INC COMMON STOCK                      | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               |  | US        |      6100 | NS      | $278648.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                                | APOGEE ENTERPRISES INC COMMON STOCK                       | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               |  | US        |      7200 | NS      | $347400.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                             | BELDEN INC COMMON STOCK                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               |  | US        |      2653 | NS      | $213407.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                                | PACIRA BIOSCIENCES INC COMMON STOCK                       | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               |  | US        |      2390 | NS      | $115317.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP, INC.                            | GREAT SOUTHERN BANCORP INC COMMON STOCK                   | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               |  | US        |      4800 | NS      | $300720.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.               | KNIGHT-SWIFT TRANSPORTATION COMMON STOCK                  | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               |  | US        |      1300 | NS      | $72059.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                                 | MIDDLESEX WATER CO COMMON STOCK                           | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               |  | US        |      1340 | NS      | $125223.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                             | ENNIS INC COMMON STOCK                                    | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |     31355 | NS      | $728376.65    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAGOLD RESOURCES INC.                                 | NOVAGOLD RESOURCES INC COMMON STOCK                       | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               |  | US        |     20600 | NS      | $118862.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEGREEN VACATIONS HOLDING CORPORATION                 | BLUEGREEN VACATIONS HOLDING COMMON STOCK                  | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               |  | US        |     12583 | NS      | $271163.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL CITY BANK GROUP, INC.                           | CAPITAL CITY BANK GROUP INC COMMON STOCK                  | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               |  | US        |      1200 | NS      | $42240.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                        | NEW JERSEY RESOURCES CORP COMMON STOCK                    | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |      4450 | NS      | $221387.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONAL MANAGEMENT CORP.                               | REGIONAL MANAGEMENT CORP COMMON STOCK                     | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               |  | US        |     19565 | NS      | $575993.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                             | RAMBUS INC COMMON STOCK                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               |  | US        |      7163 | NS      | $274915.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                              | WINNEBAGO INDUSTRIES COMMON STOCK                         | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               |  | US        |      5300 | NS      | $310527.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORPORATION                   | OAKTREE SPECIALTY LENDING CO COMMON STOCK                 | CUSIP: 67401P108<br>LEI: 549300J6MGCEU5928620 | Long             | EC               |  | US        |     39300 | NS      | $282174.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                                      | AVISTA CORP COMMON STOCK                                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |      4100 | NS      | $169248.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 2Seventy Bio Inc                                        | 2SEVENTY BIO INC COMMON STOCK                             | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               |  | US        |      5750 | NS      | $90102.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                | STEWART INFORMATION SERVICES COMMON STOCK                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               |  | US        |      1080 | NS      | $47800.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                              | NORTHERN OIL AND GAS INC COMMON STOCK                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |      6279 | NS      | $228492.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                          | WINTRUST FINANCIAL CORP COMMON STOCK                      | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               |  | US        |      2530 | NS      | $231317.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                      | BANNER CORPORATION COMMON STOCK                           | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               |  | US        |      1850 | NS      | $130647.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)              | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5086214 | NS      | $5086214.38   | 2.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANSIX INC.                                           | ADVANSIX INC COMMON STOCK                                 | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               |  | US        |     13000 | NS      | $535080.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA, INC.                                  | BEAZER HOMES USA INC COMMON STOCK                         | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               |  | US        |     20981 | NS      | $286390.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORPORATION                                      | GENTEX CORP COMMON STOCK                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               |  | US        |      3000 | NS      | $86700.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                            | TENET HEALTHCARE CORP COMMON STOCK                        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               |  | US        |      3200 | NS      | $147776.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL, INC.                                     | SHOE CARNIVAL INC COMMON STOCK                            | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               |  | US        |     11776 | NS      | $311004.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                  | PERRIGO CO PLC COMMON STOCK                               | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |      5400 | NS      | $174042.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                     | ONEWATER MARINE INC-CL A COMMON STOCK                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               |  | US        |      7090 | NS      | $231772.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group, Inc.                                       | PORCH GROUP INC COMMON STOCK                              | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               |  | US        |     72070 | NS      | $147022.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PILGRIM'S PRIDE CORPORATION                             | PILGRIM'S PRIDE CORP COMMON STOCK                         | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |      2900 | NS      | $75864.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL INTERNATIONAL, INC.                             | KIMBALL INTERNATIONAL-B COMMON STOCK                      | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               |  | US        |     27675 | NS      | $198153.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                         | ALKERMES PLC COMMON STOCK                                 | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |      7590 | NS      | $188080.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                                     | DIODES INC COMMON STOCK                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               |  | US        |      3870 | NS      | $356930.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                     | SOLARIS OILFIELD INFRAST-A COMMON STOCK                   | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               |  | US        |     34361 | NS      | $376940.17    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION                          | TOMPKINS FINANCIAL CORP COMMON STOCK                      | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               |  | US        |       900 | NS      | $75186.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                             | KINSALE CAPITAL GROUP INC COMMON STOCK                    | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               |  | US        |      7419 | NS      | $2286609.99   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                              | SOUTHSIDE BANCSHARES INC COMMON STOCK                     | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               |  | US        |      2000 | NS      | $72680.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                    | SMARTFINANCIAL INC COMMON STOCK                           | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               |  | US        |      1080 | NS      | $32378.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST, INC.                     | FIRST INDUSTRIAL REALTY TR REIT                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |      3850 | NS      | $194617.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                      | CORVEL CORP COMMON STOCK                                  | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               |  | US        |       670 | NS      | $102489.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION                | FIRST COMMONWEALTH FINL CORP COMMON STOCK                 | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               |  | US        |     12500 | NS      | $184000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                | ENERGIZER HOLDINGS INC COMMON STOCK                       | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |     11100 | NS      | $378399.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                                | PTC INC COMMON STOCK                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |      1160 | NS      | $147563.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINANCIAL SERVICES, INC.                       | ORRSTOWN FINL SERVICES INC COMMON STOCK                   | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               |  | US        |      7770 | NS      | $209090.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS, INC.                                          | AGILYSYS INC COMMON STOCK                                 | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               |  | US        |      4886 | NS      | $324430.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                                 | LEMAITRE VASCULAR INC COMMON STOCK                        | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               |  | US        |      1550 | NS      | $72617.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY CORPORATION                                      | TEEKAY CORP COMMON STOCK                                  | CUSIP: Y8564W103<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               |  | US        |      6840 | NS      | $30438.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                             | BRIGHTHOUSE FINANCIAL INC COMMON STOCK                    | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               |  | US        |      3600 | NS      | $200664.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation PLC                                | PROTHENA CORP PLC COMMON STOCK                            | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               |  | US        |      3440 | NS      | $215034.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FINANCIAL, INC.                                | COLUMBIA FINANCIAL INC COMMON STOCK                       | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               |  | US        |      4400 | NS      | $97152.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC.                                            | NOVANTA INC COMMON STOCK                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               |  | US        |      4923 | NS      | $776603.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                             | INTERNATIONAL SEAWAYS INC COMMON STOCK                    | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |      7211 | NS      | $310649.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                                     | ODP CORP/THE COMMON STOCK                                 | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               |  | US        |      9100 | NS      | $437983.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                 | GRAHAM HOLDINGS CO-CLASS B COMMON STOCK                   | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               |  | US        |       200 | NS      | $128736.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| P.A.M. TRANSPORTATION SERVICES, INC.                    | P.A.M. TRANSPORTATION SVCS COMMON STOCK                   | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               |  | US        |     11005 | NS      | $308470.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC, INC.                                            | MASTEC INC COMMON STOCK                                   | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               |  | US        |      1474 | NS      | $133883.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                  | SANA BIOTECHNOLOGY INC COMMON STOCK                       | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               |  | US        |     30140 | NS      | $150398.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| THE GOODYEAR TIRE & RUBBER COMPANY                      | GOODYEAR TIRE & RUBBER CO COMMON STOCK                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |     16500 | NS      | $185130.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                         | DIME COMMUNITY BANCSHARES IN COMMON STOCK                 | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               |  | US        |      4668 | NS      | $166507.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB FINANCIAL CORPORATION                              | PCSB FINANCIAL CORP COMMON STOCK                          | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               |  | US        |      7733 | NS      | $154505.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Post Holdings, Inc.                                     | POST HOLDINGS INC COMMON STOCK                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               |  | US        |      2304 | NS      | $215677.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES, INC.                       | NAPCO SECURITY TECHNOLOGIES COMMON STOCK                  | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               |  | US        |      5348 | NS      | $141080.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                        | PRICESMART INC COMMON STOCK                               | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |      1530 | NS      | $108691.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                          | PRAXIS PRECISION MEDICINES I COMMON STOCK                 | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               |  | US        |     28560 | NS      | $63117.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM, INC.                                         | NORDSTROM INC COMMON STOCK                                | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               |  | US        |      7800 | NS      | $163566.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                           | AMERICAN STATES WATER CO COMMON STOCK                     | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               |  | US        |      2080 | NS      | $203819.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                                     | PC CONNECTION INC COMMON STOCK                            | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               |  | US        |     10505 | NS      | $583552.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP, INC.                          | COVENANT LOGISTICS GROUP INC COMMON STOCK                 | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               |  | US        |      7410 | NS      | $284469.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB FINANCIAL CORP.                                     | MVB FINANCIAL CORP COMMON STOCK                           | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               |  | US        |       350 | NS      | $8358.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP, INC.                                 | UNITED FIRE GROUP INC COMMON STOCK                        | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               |  | US        |      1500 | NS      | $45825.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT, INC.                           | MONARCH CASINO & RESORT INC COMMON STOCK                  | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               |  | US        |      2413 | NS      | $204743.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                     | SANMINA CORP COMMON STOCK                                 | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     14186 | NS      | $937552.74    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                           | HARMONIC INC COMMON STOCK                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               |  | US        |     14582 | NS      | $223687.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                        | NATIONAL RETAIL PROPERTIES REIT                           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |       500 | NS      | $23180.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALERUS FINANCIAL CORPORATION                            | ALERUS FINANCIAL CORP COMMON STOCK                        | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               |  | US        |      1100 | NS      | $26026.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                  | EVEREST RE GROUP LTD COMMON STOCK                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |       940 | NS      | $317663.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE LIBERTY PROPERTIES, INC.                            | ONE LIBERTY PROPERTIES INC REIT                           | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |      1300 | NS      | $30992.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN SOFTWARE, INC.                                 | AMERICAN SOFTWARE INC-CL A COMMON STOCK                   | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               |  | US        |      3000 | NS      | $44430.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                  | AKERO THERAPEUTICS INC COMMON STOCK                       | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               |  | US        |      4338 | NS      | $201717.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP.                                    | PARK AEROSPACE CORP COMMON STOCK                          | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               |  | US        |      3433 | NS      | $45418.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                           | PREMIER INC-CLASS A COMMON STOCK                          | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |      5520 | NS      | $184092.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                         | HUB GROUP INC-CL A COMMON STOCK                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               |  | US        |      2250 | NS      | $189337.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SERVICES, INC.                         | BARRETT BUSINESS SVCS INC COMMON STOCK                    | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               |  | US        |      4315 | NS      | $424293.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                  | PRIMIS FINANCIAL CORP COMMON STOCK                        | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               |  | US        |     14600 | NS      | $180310.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP INC.                                      | DONEGAL GROUP INC-CL A COMMON STOCK                       | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               |  | US        |      1550 | NS      | $23048.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC BANCORP, INC.                                  | REPUBLIC BANCORP INC-CLASS A COMMON STOCK                 | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               |  | US        |       850 | NS      | $37459.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                                        | MCGRATH RENTCORP COMMON STOCK                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               |  | US        |       300 | NS      | $29436.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                                    | UNIFIRST CORP/MA COMMON STOCK                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               |  | US        |       610 | NS      | $118193.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dice Therapeutics Inc                                   | DICE THERAPEUTICS INC COMMON STOCK                        | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               |  | US        |      4053 | NS      | $141084.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NOW INC.                                                | NOW INC COMMON STOCK                                      | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               |  | US        |     16478 | NS      | $205645.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                  | COGENT BIOSCIENCES INC COMMON STOCK                       | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               |  | US        |     11587 | NS      | $145764.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC.                                    | TITAN MACHINERY INC COMMON STOCK                          | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               |  | US        |     15993 | NS      | $704171.79    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO ENERGY, INC.                                     | VAALCO ENERGY INC COMMON STOCK                            | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               |  | US        |    103010 | NS      | $533591.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                       | SENSIENT TECHNOLOGIES CORP COMMON STOCK                   | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               |  | US        |       830 | NS      | $62009.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORPORATION                                    | SEABOARD CORP COMMON STOCK                                | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               |  | US        |        18 | NS      | $71151.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                               | ENOVA INTERNATIONAL INC COMMON STOCK                      | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               |  | US        |      3450 | NS      | $139173.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                                        | NV5 GLOBAL INC COMMON STOCK                               | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               |  | US        |      5958 | NS      | $860990.58    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB BANCORP                                             | RBB BANCORP COMMON STOCK                                  | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               |  | US        |      9420 | NS      | $211667.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AEHR TEST SYSTEMS                                       | AEHR TEST SYSTEMS COMMON STOCK                            | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               |  | US        |      6999 | NS      | $182463.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ASSETMARK FINANCIAL HOLDINGS, INC.                      | ASSETMARK FINANCIAL HOLDINGS COMMON STOCK                 | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               |  | US        |      9464 | NS      | $235275.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                                     | BALCHEM CORP COMMON STOCK                                 | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               |  | US        |      1670 | NS      | $235136.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMBRIDGE BANCORP                                       | CAMBRIDGE BANCORP COMMON STOCK                            | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               |  | US        |      1120 | NS      | $99579.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                          | HERITAGE FINANCIAL CORP COMMON STOCK                      | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               |  | US        |      2340 | NS      | $76986.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transmedics Group Inc                                   | TRANSMEDICS GROUP INC COMMON STOCK                        | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               |  | US        |      3087 | NS      | $190992.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP, INC.                         | SELECTIVE INSURANCE GROUP COMMON STOCK                    | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               |  | US        |      2310 | NS      | $222037.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                               | NU SKIN ENTERPRISES INC - A COMMON STOCK                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               |  | US        |      5600 | NS      | $233576.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM, INC.                                      | HEALTHSTREAM INC COMMON STOCK                             | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               |  | US        |      3600 | NS      | $91440.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES, INC.                            | BRIDGEWATER BANCSHARES INC COMMON STOCK                   | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               |  | US        |      4887 | NS      | $94172.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                             | CENTERSPACE REIT                                          | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      1120 | NS      | $72240.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                                  | ITEOS THERAPEUTICS INC COMMON STOCK                       | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               |  | US        |     18892 | NS      | $380673.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.          | CHARLES RIVER LABORATORIES COMMON STOCK                   | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               |  | US        |       472 | NS      | $107885.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                                  | WW INTERNATIONAL INC COMMON STOCK                         | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               |  | US        |     26170 | NS      | $108082.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE CORPORATION                                       | CHASE CORP COMMON STOCK                                   | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               |  | US        |      3361 | NS      | $319295.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                                  | NETSCOUT SYSTEMS INC COMMON STOCK                         | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |      3900 | NS      | $145392.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                     | ELF BEAUTY INC COMMON STOCK                               | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               |  | US        |      4773 | NS      | $262324.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL, INC.                          | OIL STATES INTERNATIONAL INC COMMON STOCK                 | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               |  | US        |     27410 | NS      | $185017.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                    | ASSOCIATED BANC-CORP COMMON STOCK                         | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               |  | US        |     30700 | NS      | $755220.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT, INC.                                               | AXT INC COMMON STOCK                                      | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               |  | US        |     57493 | NS      | $305287.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                       | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |      4700 | NS      | $231381.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORPORATION (BRY)                                 | BERRY CORP COMMON STOCK                                   | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               |  | US        |     52190 | NS      | $470231.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                             | KINIKSA PHARMACEUTICALS-A COMMON STOCK                    | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               |  | US        |     26867 | NS      | $452171.61    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORPORATION                            | LANCASTER COLONY CORP COMMON STOCK                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |      1000 | NS      | $207140.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                                  | 1ST SOURCE CORP COMMON STOCK                              | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               |  | US        |      4128 | NS      | $235708.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                             | AMERICAN ASSETS TRUST INC REIT                            | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     12160 | NS      | $356166.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                  | MEDPACE HOLDINGS INC COMMON STOCK                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               |  | US        |       170 | NS      | $35681.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                           | SHOALS TECHNOLOGIES GROUP -A COMMON STOCK                 | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               |  | US        |      7033 | NS      | $203746.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY             | JAZZ PHARMACEUTICALS PLC COMMON STOCK                     | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |      1670 | NS      | $262039.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                            | MODINE MANUFACTURING CO COMMON STOCK                      | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               |  | US        |     47178 | NS      | $998758.26    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.            | AMERICAN AXLE & MFG HOLDINGS COMMON STOCK                 | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               |  | US        |     29100 | NS      | $302931.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                                      | RYDER SYSTEM INC COMMON STOCK                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |      3500 | NS      | $327215.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                                            | GENESCO INC COMMON STOCK                                  | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               |  | US        |      5000 | NS      | $261000.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY, INC.                                    | HOULIHAN LOKEY INC COMMON STOCK                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               |  | US        |       970 | NS      | $95399.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION                      | NATIONAL BANK HOLD-CL A COMMON STOCK                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               |  | US        |      1900 | NS      | $88369.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                  | NURIX THERAPEUTICS INC COMMON STOCK                       | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               |  | US        |     20750 | NS      | $257092.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA, INC.                           | HEARTLAND FINANCIAL USA INC COMMON STOCK                  | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               |  | US        |      2400 | NS      | $117096.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS, INC.                       | INTERNATIONAL MONEY EXPRESS COMMON STOCK                  | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               |  | US        |     12474 | NS      | $270935.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY INCOME TRUST                    | UNIVERSAL HEALTH RLTY INCOME REIT                         | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |      1000 | NS      | $52490.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP.                                              | ARKO CORP COMMON STOCK                                    | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               |  | US        |      5800 | NS      | $54694.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                  | MARCUS & MILLICHAP INC COMMON STOCK                       | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               |  | US        |      1800 | NS      | $67032.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                            | SABRA HEALTH CARE REIT INC REIT                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     34700 | NS      | $447977.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                        | LATHAM GROUP INC COMMON STOCK                             | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               |  | US        |     11697 | NS      | $40354.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                                 | CARTER BANKSHARES INC COMMON STOCK                        | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               |  | US        |      8111 | NS      | $150377.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                              | PROMETHEUS BIOSCIENCES INC COMMON STOCK                   | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               |  | US        |      2407 | NS      | $98951.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                           | PROGRESS SOFTWARE CORP COMMON STOCK                       | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |      3350 | NS      | $178622.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYSTUDIOS, INC.                                       | PLAYSTUDIOS INC COMMON STOCK                              | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               |  | US        |      6600 | NS      | $27588.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                              | MATSON INC COMMON STOCK                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |      3600 | NS      | $229536.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | SEI LIQUIDITY FUND                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |   3237111 | NS      | $3236920.89   | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGI INTERNATIONAL INC.                                 | DIGI INTERNATIONAL INC COMMON STOCK                       | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               |  | US        |      8932 | NS      | $379342.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                        | FIRST WATCH RESTAURANT GROUP COMMON STOCK                 | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               |  | US        |     24795 | NS      | $388785.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                 | CUSTOMERS BANCORP INC COMMON STOCK                        | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               |  | US        |      5300 | NS      | $171031.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP.                               | FOX FACTORY HOLDING CORP COMMON STOCK                     | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               |  | US        |      8240 | NS      | $874264.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                                | MERSANA THERAPEUTICS INC COMMON STOCK                     | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               |  | US        |     11160 | NS      | $74325.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GROUP, LTD.                   | WHITE MOUNTAINS INSURANCE GP COMMON STOCK                 | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               |  | US        |       128 | NS      | $173934.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LIMITED                            | TRITON INTERNATIONAL LTD COMMON STOCK                     | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               |  | US        |     13200 | NS      | $890604.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc                                  | VENTYX BIOSCIENCES INC COMMON STOCK                       | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               |  | US        |      4739 | NS      | $137383.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                    | VIAVI SOLUTIONS INC COMMON STOCK                          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |     41015 | NS      | $464699.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP, INC.                             | BUILD-A-BEAR WORKSHOP INC COMMON STOCK                    | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               |  | US        |      4180 | NS      | $99275.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                                    | UFP INDUSTRIES INC COMMON STOCK                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               |  | US        |      2850 | NS      | $233301.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                            | CASEY'S GENERAL STORES INC COMMON STOCK                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |      1230 | NS      | $298914.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PETMED EXPRESS, INC.                                    | PETMED EXPRESS INC COMMON STOCK                           | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               |  | US        |      1760 | NS      | $34848.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS, INC.                                | POWER INTEGRATIONS INC COMMON STOCK                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               |  | US        |      2290 | NS      | $184299.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST, INC.                                     | REDWOOD TRUST INC REIT                                    | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     28900 | NS      | $228310.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                             | MERIT MEDICAL SYSTEMS INC COMMON STOCK                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |      1600 | NS      | $115200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORPORATION                           | AMERICAN VANGUARD CORP COMMON STOCK                       | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               |  | US        |      2170 | NS      | $49910.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                              | VILLAGE SUPER MARKET-CLASS A COMMON STOCK                 | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               |  | US        |     16844 | NS      | $379663.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FIRST OF LONG ISLAND CORPORATION                    | FIRST OF LONG ISLAND CORP COMMON STOCK                    | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               |  | US        |      6775 | NS      | $131773.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH, INC.                                    | EVOLENT HEALTH INC - A COMMON STOCK                       | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               |  | US        |     18350 | NS      | $528296.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                     | WINMARK CORP COMMON STOCK                                 | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               |  | US        |       553 | NS      | $132720.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                | PROASSURANCE CORP COMMON STOCK                            | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               |  | US        |       900 | NS      | $17991.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVINT SMART HOME, INC.                                 | VIVINT SMART HOME INC COMMON STOCK                        | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               |  | US        |     56350 | NS      | $522928.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CRAWFORD & COMPANY                                      | CRAWFORD & COMPANY -CL A COMMON STOCK                     | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               |  | US        |      8900 | NS      | $56337.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                         | MURPHY USA INC COMMON STOCK                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |      1600 | NS      | $473296.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIAT NETWORKS, INC.                                    | AVIAT NETWORKS INC COMMON STOCK                           | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               |  | US        |      6180 | NS      | $194422.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED              | REINSURANCE GROUP OF AMERICA COMMON STOCK                 | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               |  | US        |      1372 | NS      | $198116.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                             | GREIF INC-CL A COMMON STOCK                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               |  | US        |     11200 | NS      | $787472.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                              | LAMB WESTON HOLDINGS INC COMMON STOCK                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |      1550 | NS      | $134695.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                               | CUBESMART REIT                                            | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |      4400 | NS      | $182116.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX, INC.                                             | CALIX INC COMMON STOCK                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               |  | US        |      3989 | NS      | $284415.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                        | BUCKLE INC/THE COMMON STOCK                               | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               |  | US        |      2312 | NS      | $101612.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                               | Nexstar Media Group Inc COMMON STOCK                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |      3600 | NS      | $682416.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS, INC.                                 | BIOLIFE SOLUTIONS INC COMMON STOCK                        | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               |  | US        |      6100 | NS      | $129137.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                              | AMYLYX PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               |  | US        |      4823 | NS      | $185058.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| WEIS MARKETS, INC.                                      | WEIS MARKETS INC COMMON STOCK                             | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |      3702 | NS      | $322851.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                       | STANDEX INTERNATIONAL CORP COMMON STOCK                   | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |      1020 | NS      | $107151.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                                | MUELLER INDUSTRIES INC COMMON STOCK                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |      8820 | NS      | $606551.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INCORPORATED                               | RBC BEARINGS INC COMMON STOCK                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               |  | US        |       832 | NS      | $197159.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                                  | SPX TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               |  | US        |      2813 | NS      | $188189.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS, CO.                                     | CRANE HOLDINGS CO COMMON STOCK                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               |  | US        |      1700 | NS      | $180098.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OCULAR THERAPEUTIX, INC.                                | OCULAR THERAPEUTIX INC COMMON STOCK                       | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               |  | US        |     21662 | NS      | $64336.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                           | JACK HENRY & ASSOCIATES INC COMMON STOCK                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |      1670 | NS      | $316214.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI COMPOSITES, INC.                                    | TPI COMPOSITES INC COMMON STOCK                           | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               |  | US        |     11000 | NS      | $132880.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                       | LATTICE SEMICONDUCTOR CORP COMMON STOCK                   | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               |  | US        |      2860 | NS      | $208293.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                        | GEN DIGITAL INC COMMON STOCK                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |      2000 | NS      | $45920.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORPORATION LTD.                                    | SFL CORP LTD COMMON STOCK                                 | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               |  | US        |     52910 | NS      | $517988.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                       | HORACE MANN EDUCATORS COMMON STOCK                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               |  | US        |       200 | NS      | $7718.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                    | OLD NATIONAL BANCORP COMMON STOCK                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               |  | US        |     14400 | NS      | $275184.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T OFFSHORE, INC.                                      | W&T OFFSHORE INC COMMON STOCK                             | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               |  | US        |     71740 | NS      | $492853.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                            | CLEARWATER PAPER CORP COMMON STOCK                        | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               |  | US        |     11400 | NS      | $444942.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES, INC.                   | APPLIED INDUSTRIAL TECH INC COMMON STOCK                  | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               |  | US        |      4041 | NS      | $535392.09    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                | CHINOOK THERAPEUTICS INC COMMON STOCK                     | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               |  | US        |     11164 | NS      | $252864.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS, INC.                           | APELLIS PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               |  | US        |      4145 | NS      | $206959.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB BANCORP                                             | PCB BANCORP COMMON STOCK                                  | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               |  | US        |     10100 | NS      | $188062.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                             | SOUTHWESTERN ENERGY CO COMMON STOCK                       | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               |  | US        |     21400 | NS      | $148088.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                             | HALOZYME THERAPEUTICS INC COMMON STOCK                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |     28690 | NS      | $1642789.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES, INC.                                   | THOR INDUSTRIES INC COMMON STOCK                          | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               |  | US        |      3300 | NS      | $284262.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMIZERx Corp                                         | OPTIMIZERX CORP COMMON STOCK                              | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               |  | US        |      4650 | NS      | $98068.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC.                           | INVESCO MORTGAGE CAPITAL REIT                             | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |      7650 | NS      | $100444.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW MOUNTAIN FINANCE CORPORATION                        | NEW MOUNTAIN FINANCE CORP COMMON STOCK                    | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               |  | US        |     15300 | NS      | $195381.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                | GROUP 1 AUTOMOTIVE INC COMMON STOCK                       | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               |  | US        |      2750 | NS      | $531685.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                      | HENRY SCHEIN INC COMMON STOCK                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |      3330 | NS      | $269463.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Company Inc                                     | AARON'S CO INC/THE COMMON STOCK                           | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               |  | US        |     46748 | NS      | $569858.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, INC.                                            | EZCORP INC-CL A COMMON STOCK                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               |  | US        |      1597 | NS      | $16001.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                            | CENTRAL GARDEN AND PET CO-A COMMON STOCK                  | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |      1810 | NS      | $70716.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                                   | GENTHERM INC COMMON STOCK                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               |  | US        |      3960 | NS      | $283496.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                          | IRONWOOD PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               |  | US        |     68700 | NS      | $831957.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION                     | SELECT MEDICAL HOLDINGS CORP COMMON STOCK                 | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     21700 | NS      | $533386.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                          | EXELIXIS INC COMMON STOCK                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     20600 | NS      | $351848.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA, INC.                                        | ALTICE USA INC- A COMMON STOCK                            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               |  | US        |     19500 | NS      | $88920.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                               | RPC INC COMMON STOCK                                      | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               |  | US        |     23110 | NS      | $213998.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                          | PERDOCEO EDUCATION CORP COMMON STOCK                      | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     27059 | NS      | $388296.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRION CORPORATION                                      | ATRION CORPORATION COMMON STOCK                           | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               |  | US        |        90 | NS      | $54432.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                           | TOOTSIE ROLL INDS COMMON STOCK                            | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               |  | US        |      1230 | NS      | $55288.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET HOSPITALITY CORP.                                | TARGET HOSPITALITY CORP COMMON STOCK                      | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               |  | US        |     23395 | NS      | $338291.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| DELUXE CORPORATION                                      | DELUXE CORP COMMON STOCK                                  | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |      7700 | NS      | $148918.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORPORATION                             | FIRST ADVANTAGE CORP COMMON STOCK                         | CUSIP: 31846B108<br>LEI: 5493009E31FM2H8Q7497 | Long             | EC               |  | US        |      5620 | NS      | $74746.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MARIN BANCORP                                   | BANK OF MARIN BANCORP/CA COMMON STOCK                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               |  | US        |      5050 | NS      | $181244.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL, INC.                                 | CRA INTERNATIONAL INC COMMON STOCK                        | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               |  | US        |      3102 | NS      | $382352.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC GAMMA, INC.                                         | AFC GAMMA INC REIT                                        | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               |  | US        |      4870 | NS      | $85127.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HF SINCLAIR CORPORATION                                 | HF SINCLAIR CORP COMMON STOCK                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               |  | US        |      2873 | NS      | $179102.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL, INC.                                | SCHNEIDER NATIONAL INC-CL B COMMON STOCK                  | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               |  | US        |      4600 | NS      | $118496.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                              | ULTRA CLEAN HOLDINGS INC COMMON STOCK                     | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               |  | US        |      3300 | NS      | $117579.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                            | ALLETE INC COMMON STOCK                                   | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               |  | US        |      2750 | NS      | $182050.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                          | CITIZENS FINANCIAL GROUP COMMON STOCK                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |      9147 | NS      | $387649.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MID BANCSHARES, INC.                              | FIRST MID BANCSHARES INC COMMON STOCK                     | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               |  | US        |      1000 | NS      | $34650.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                       | NORTHWEST NATURAL HOLDING CO COMMON STOCK                 | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               |  | US        |      2330 | NS      | $116756.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                      | BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               |  | US        |     28610 | NS      | $2152616.40   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                          | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK                 | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               |  | US        |     21430 | NS      | $468674.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                              | MANHATTAN ASSOCIATES INC COMMON STOCK                     | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               |  | US        |      1870 | NS      | $235507.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORPORATION                                | SENECA FOODS CORP - CL A COMMON STOCK                     | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               |  | US        |       850 | NS      | $54638.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP, INC.                               | MDU RESOURCES GROUP INC COMMON STOCK                      | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               |  | US        |      6500 | NS      | $204685.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT, INC.                     | WORLD WRESTLING ENTERTAIN-A COMMON STOCK                  | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               |  | US        |      3207 | NS      | $256175.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY BANCSHARES, INC.                                 | EQUITY BANCSHARES INC - CL A COMMON STOCK                 | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               |  | US        |      6250 | NS      | $228500.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                | COMSTOCK RESOURCES INC COMMON STOCK                       | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               |  | US        |     25771 | NS      | $472897.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYNES INTERNATIONAL, INC.                              | HAYNES INTERNATIONAL INC COMMON STOCK                     | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               |  | US        |      8863 | NS      | $442795.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                                        | PDC ENERGY INC COMMON STOCK                               | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               |  | US        |     10100 | NS      | $750632.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTORS TITLE COMPANY                                 | INVESTORS TITLE CO COMMON STOCK                           | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               |  | US        |        90 | NS      | $13818.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.                      | KULICKE & SOFFA INDUSTRIES COMMON STOCK                   | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               |  | US        |      4100 | NS      | $196595.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                              | TERRENO REALTY CORP REIT                                  | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      1950 | NS      | $114348.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORONE BANCORP, INC.                                 | HARBORONE BANCORP INC COMMON STOCK                        | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               |  | US        |      6489 | NS      | $94934.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                                   | DORMAN PRODUCTS INC COMMON STOCK                          | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               |  | US        |      1350 | NS      | $121014.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                             | INHIBRX INC COMMON STOCK                                  | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               |  | US        |     13658 | NS      | $409466.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                  | MURPHY OIL CORP COMMON STOCK                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |      5247 | NS      | $247658.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCANTILE BANK CORPORATION                             | MERCANTILE BANK CORP COMMON STOCK                         | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               |  | US        |     16265 | NS      | $566184.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP, INC.                           | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK                  | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               |  | US        |      1330 | NS      | $168178.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT BANCORP, INC.                                 | PROVIDENT BANCORP INC COMMON STOCK                        | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               |  | US        |      8581 | NS      | $59552.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MITEK SYSTEMS, INC.                                     | MITEK SYSTEMS INC COMMON STOCK                            | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               |  | US        |      5894 | NS      | $60295.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                | SONOCO PRODUCTS CO COMMON STOCK                           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |      3700 | NS      | $227069.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                                | NOVA LTD COMMON STOCK                                     | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               |  | US        |      5285 | NS      | $452237.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDCAP FINANCIAL INVESTMENT CORPORATION                 | MIDCAP FINANCIAL INVESTMENT COMMON STOCK                  | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               |  | US        |     21366 | NS      | $264724.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CASS INFORMATION SYSTEMS, INC.                          | CASS INFORMATION SYSTEMS INC COMMON STOCK                 | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               |  | US        |      6360 | NS      | $276532.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHRIM BANCORP, INC.                                  | NORTHRIM BANCORP INC COMMON STOCK                         | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               |  | US        |      5350 | NS      | $297513.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION                         | NATIONAL HEALTHCARE CORP COMMON STOCK                     | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               |  | US        |      1250 | NS      | $77050.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                           | PERMIAN RESOURCES CORP COMMON STOCK                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               |  | US        |     20107 | NS      | $204287.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL BANCORP, INC.                                   | CAPITAL BANCORP INC/MD COMMON STOCK                       | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               |  | US        |      5951 | NS      | $147703.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                             | HANMI FINANCIAL CORPORATION COMMON STOCK                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               |  | US        |     31903 | NS      | $862976.15    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE, INC.                                   | TEXAS ROADHOUSE INC COMMON STOCK                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               |  | US        |       560 | NS      | $55619.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                               | ALEXANDER & BALDWIN INC REIT                              | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |      4920 | NS      | $97170.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES, INC.                                | ARRAY TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               |  | US        |      6874 | NS      | $143941.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                   | SHOCKWAVE MEDICAL INC COMMON STOCK                        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               |  | US        |      4447 | NS      | $1127759.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                          | DAY ONE BIOPHARMACEUTICALS I COMMON STOCK                 | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               |  | US        |      1930 | NS      | $40973.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                          | JOHN B. SANFILIPPO & SON INC COMMON STOCK                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               |  | US        |      1010 | NS      | $85536.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORPORATION                               | CNB FINANCIAL CORP/PA COMMON STOCK                        | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               |  | US        |     15460 | NS      | $395003.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION, INC.                                   | GRAY TELEVISION INC COMMON STOCK                          | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               |  | US        |      9524 | NS      | $111430.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                                     | FLOWERS FOODS INC COMMON STOCK                            | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |      8900 | NS      | $267445.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE REALTY TRUST, INC.                      | PIEDMONT OFFICE REALTY TRU-A REIT                         | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     22800 | NS      | $237348.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SP PLUS CORPORATION                                     | SP PLUS CORP COMMON STOCK                                 | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               |  | US        |      7768 | NS      | $271025.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                               | V2X INC COMMON STOCK                                      | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               |  | US        |      5272 | NS      | $213041.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWLERO CORP.                                           | BOWLERO CORP COMMON STOCK                                 | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               |  | US        |     10259 | NS      | $143215.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SUPER MICRO COMPUTER, INC.                              | SUPER MICRO COMPUTER INC COMMON STOCK                     | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               |  | US        |      2989 | NS      | $269697.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN, INC.                                             | ARGAN INC COMMON STOCK                                    | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               |  | US        |      7232 | NS      | $274454.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC.                                     | VERINT SYSTEMS INC COMMON STOCK                           | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               |  | US        |     10325 | NS      | $406082.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNANTPARK INVESTMENT CORPORATION                      | PENNANTPARK INVESTMENT CORP COMMON STOCK                  | CUSIP: 708062104<br>LEI: 529900OK432R4C6NQQ73 | Long             | EC               |  | US        |     55400 | NS      | $343480.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                                    | GLOBUS MEDICAL INC - A COMMON STOCK                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               |  | US        |      2300 | NS      | $169947.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                            | APPLE HOSPITALITY REIT INC REIT                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     56575 | NS      | $965169.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                             | RENAISSANCERE HOLDINGS LTD COMMON STOCK                   | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               |  | US        |      2743 | NS      | $518180.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                                    | AURA BIOSCIENCES INC COMMON STOCK                         | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               |  | US        |      1630 | NS      | $23276.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                                          | OMNICELL INC COMMON STOCK                                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               |  | US        |      2115 | NS      | $109155.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                 | PMV PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               |  | US        |     10440 | NS      | $104191.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                                  | FEDERATED HERMES INC COMMON STOCK                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |      7900 | NS      | $299884.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES, INC.                                | NICOLET BANKSHARES INC COMMON STOCK                       | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               |  | US        |      3232 | NS      | $267351.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                        | CLEARFIELD INC COMMON STOCK                               | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               |  | US        |      8503 | NS      | $1119164.86   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP.                                    | CENTRUS ENERGY CORP-CLASS A COMMON STOCK                  | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               |  | US        |      9942 | NS      | $377796.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS, INC.                         | LINCOLN ELECTRIC HOLDINGS COMMON STOCK                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               |  | US        |       770 | NS      | $113867.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                   | CAMDEN PROPERTY TRUST REIT                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      2100 | NS      | $252693.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR HOLDINGS, INC.                                      | QCR HOLDINGS INC COMMON STOCK                             | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               |  | US        |      1650 | NS      | $86806.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                                 | KITE REALTY GROUP TRUST REIT                              | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      7000 | NS      | $159600.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL, INC.                                 | ATN INTERNATIONAL INC COMMON STOCK                        | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               |  | US        |       830 | NS      | $40180.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LIMITED                                    | ENSTAR GROUP LTD COMMON STOCK                             | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               |  | US        |       660 | NS      | $143873.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                   | AMERICAN HOMES 4 RENT- A REIT                             | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      5200 | NS      | $171964.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                       | CORCEPT THERAPEUTICS INC COMMON STOCK                     | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               |  | US        |      4400 | NS      | $111232.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                                 | SIGNET JEWELERS LTD COMMON STOCK                          | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               |  | US        |      4900 | NS      | $318500.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| AMC NETWORKS INC.                                       | AMC NETWORKS INC-A COMMON STOCK                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               |  | US        |      9100 | NS      | $181636.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL PHARMACEUTICALS, INC.                             | RIGEL PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               |  | US        |     82335 | NS      | $55296.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                                     | LEGACY HOUSING CORP COMMON STOCK                          | CUSIP: 52472M101<br>LEI: V6WE5M18QYITU8L1QF76 | Long             | EC               |  | US        |     14730 | NS      | $258069.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                   | NEWMARKET CORP COMMON STOCK                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |       400 | NS      | $126408.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORPORATION                                     | PARSONS CORP COMMON STOCK                                 | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               |  | US        |      4148 | NS      | $205326.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                                 | LANTHEUS HOLDINGS INC COMMON STOCK                        | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |     10990 | NS      | $682259.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORPORATION                                   | CHAMPIONX CORP COMMON STOCK                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               |  | US        |      9237 | NS      | $284869.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BEAUTY HEALTH COMPANY                               | BEAUTY HEALTH CO/THE COMMON STOCK                         | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               |  | US        |     13482 | NS      | $144931.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                               | COMFORT SYSTEMS USA INC COMMON STOCK                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               |  | US        |      2272 | NS      | $287998.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                     | KRYSTAL BIOTECH INC COMMON STOCK                          | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               |  | US        |      3815 | NS      | $296578.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                              | CULLEN/FROST BANKERS INC COMMON STOCK                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |      1300 | NS      | $188591.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH PLAINS FINANCIAL, INC.                            | SOUTH PLAINS FINANCIAL INC COMMON STOCK                   | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               |  | US        |      3588 | NS      | $111084.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                       | GENERATION BIO CO COMMON STOCK                            | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               |  | US        |     13921 | NS      | $74198.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES, INC.                                 | UNITED BANKSHARES INC COMMON STOCK                        | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               |  | US        |      4772 | NS      | $204671.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                      | BADGER METER INC COMMON STOCK                             | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               |  | US        |      2135 | NS      | $247275.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                        | CHESAPEAKE UTILITIES CORP COMMON STOCK                    | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |      1260 | NS      | $150859.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                                  | AMERCO-NON VOTING COMMON STOCK                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               |  | US        |      2844 | NS      | $179655.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS, INC.                            | FINANCIAL INSTITUTIONS INC COMMON STOCK                   | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               |  | US        |     16088 | NS      | $407348.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                                      | HOPE BANCORP INC COMMON STOCK                             | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               |  | US        |     26100 | NS      | $355482.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES, INC.                         | ARMADA HOFFLER PROPERTIES IN REIT                         | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |      5000 | NS      | $60750.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                      | CIRRUS LOGIC INC COMMON STOCK                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |      5880 | NS      | $439294.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS, INC.                                      | SAUL CENTERS INC REIT                                     | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |       950 | NS      | $40945.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                              | AVERY DENNISON CORP COMMON STOCK                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               |  | US        |      1580 | NS      | $305461.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                             | CROCS INC COMMON STOCK                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               |  | US        |      5980 | NS      | $603980.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC.                               | ANYWHERE REAL ESTATE INC COMMON STOCK                     | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               |  | US        |     16700 | NS      | $126085.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL WESTERN LIFE GROUP, INC.                       | NATIONAL WESTERN LIFE GROU-A COMMON STOCK                 | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               |  | US        |       300 | NS      | $63240.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC.                               | ALTA EQUIPMENT GROUP INC COMMON STOCK                     | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               |  | US        |     17640 | NS      | $212385.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                                 | SYNOVUS FINANCIAL CORP COMMON STOCK                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               |  | US        |      5800 | NS      | $244354.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                           | ORGANON & CO COMMON STOCK                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     24400 | NS      | $634888.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                          | ESQUIRE FINANCIAL HOLDINGS I COMMON STOCK                 | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               |  | US        |      3885 | NS      | $174203.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                           | HAWKINS INC COMMON STOCK                                  | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               |  | US        |      2500 | NS      | $104000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                          | ANAPTYSBIO INC COMMON STOCK                               | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               |  | US        |      2300 | NS      | $63549.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC.                                          | TIDEWATER INC COMMON STOCK                                | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               |  | US        |      6595 | NS      | $200488.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                               | EXLSERVICE HOLDINGS INC COMMON STOCK                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |      2955 | NS      | $553176.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                  | OLD REPUBLIC INTL CORP COMMON STOCK                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               |  | US        |      6600 | NS      | $161700.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                             | VAXCYTE INC COMMON STOCK                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               |  | US        |      5219 | NS      | $240387.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOVOS BRANDS, INC.                                      | SOVOS BRANDS INC COMMON STOCK                             | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               |  | US        |      2860 | NS      | $41155.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                 | KARUNA THERAPEUTICS INC COMMON STOCK                      | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               |  | US        |      1213 | NS      | $285431.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORPORATION                                 | ACCO BRANDS CORP COMMON STOCK                             | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               |  | US        |     49600 | NS      | $276272.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST, INC.                                | ARBOR REALTY TRUST INC REIT                               | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |     15600 | NS      | $232128.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                         | PBF ENERGY INC-CLASS A COMMON STOCK                       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |      4575 | NS      | $181947.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY CASINOS, INC.                                   | CENTURY CASINOS INC COMMON STOCK                          | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               |  | US        |     17480 | NS      | $130575.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                                    | THRYV HOLDINGS INC COMMON STOCK                           | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               |  | US        |      5220 | NS      | $100119.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                              | CURTISS-WRIGHT CORP COMMON STOCK                          | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               |  | US        |      1190 | NS      | $210213.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS, INC.                     | COMPUTER PROGRAMS & SYSTEMS COMMON STOCK                  | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               |  | US        |     12431 | NS      | $367957.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP.                                    | FS KKR CAPITAL CORP COMMON STOCK                          | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               |  | US        |     14600 | NS      | $289956.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS NATIONAL BANC CORP.                             | FARMERS NATL BANC CORP COMMON STOCK                       | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               |  | US        |     12360 | NS      | $187995.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                               | COMMERCIAL METALS CO COMMON STOCK                         | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               |  | US        |     19700 | NS      | $969634.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MID PENN BANCORP, INC.                                  | MID PENN BANCORP INC COMMON STOCK                         | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               |  | US        |      7000 | NS      | $231000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.                | HEIDRICK & STRUGGLES INTL COMMON STOCK                    | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               |  | US        |      8827 | NS      | $262161.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, INC.                                                | 2U INC COMMON STOCK                                       | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               |  | US        |      5390 | NS      | $43281.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                             | AVNET INC COMMON STOCK                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               |  | US        |      9600 | NS      | $433632.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| URSTADT BIDDLE PROPERTIES INC.                          | URSTADT BIDDLE - CLASS A REIT                             | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               |  | US        |      2550 | NS      | $48781.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                   | CAL-MAINE FOODS INC COMMON STOCK                          | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |      2650 | NS      | $154442.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | SERVICE PROPERTIES TRUST REIT                             | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     21900 | NS      | $171915.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED BANK                                        | AMALGAMATED FINANCIAL CORP COMMON STOCK                   | CUSIP: 022671101<br>LEI: 254900FMBXF85WQYV433 | Long             | EC               |  | US        |      8946 | NS      | $238589.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                                | WASHINGTON FEDERAL INC COMMON STOCK                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               |  | US        |     10000 | NS      | $352700.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                          | SUPERNUS PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |      2800 | NS      | $102816.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidxchange Holdings Inc                                | AVIDXCHANGE HOLDINGS INC COMMON STOCK                     | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               |  | US        |      7400 | NS      | $63788.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY, INC.                                  | ASPEN TECHNOLOGY INC COMMON STOCK                         | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               |  | US        |       390 | NS      | $89895.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKAMI TECHNOLOGY, INC.                                 | ALKAMI TECHNOLOGY INC COMMON STOCK                        | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               |  | US        |     23284 | NS      | $292679.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellar Bancorp, Inc.                                   | STELLAR BANCORP INC COMMON STOCK                          | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               |  | US        |      8311 | NS      | $280994.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH MEDICAL PRODUCTS, INC.                             | UTAH MEDICAL PRODUCTS INC COMMON STOCK                    | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               |  | US        |      1310 | NS      | $116668.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT FINANCIAL, INC                                      | HBT FINANCIAL INC/DE COMMON STOCK                         | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               |  | US        |      8300 | NS      | $163095.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares, Inc.                        | FIRST COMMUNITY BANKSHARES COMMON STOCK                   | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               |  | US        |      8090 | NS      | $298925.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                  | ENPRO INDUSTRIES INC COMMON STOCK                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               |  | US        |      1703 | NS      | $202316.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen, Inc.                                          | PRECIGEN INC COMMON STOCK                                 | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               |  | US        |     97950 | NS      | $178269.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| VISHAY PRECISION GROUP, INC.                            | VISHAY PRECISION GROUP COMMON STOCK                       | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               |  | US        |     23645 | NS      | $959277.65    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN, INC.                                     | BROWN & BROWN INC COMMON STOCK                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               |  | US        |      4500 | NS      | $268155.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL, INC.                                       | ICU MEDICAL INC COMMON STOCK                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               |  | US        |       300 | NS      | $47769.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC.                                          | BANDWIDTH INC-CLASS A COMMON STOCK                        | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               |  | US        |      2820 | NS      | $64465.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL LOGISTICS HOLDINGS, INC.                      | UNIVERSAL LOGISTICS HOLDINGS COMMON STOCK                 | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               |  | US        |     14450 | NS      | $548666.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                 | ARROW ELECTRONICS INC COMMON STOCK                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |      2140 | NS      | $232703.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                 | KEZAR LIFE SCIENCES INC COMMON STOCK                      | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               |  | US        |      1820 | NS      | $14214.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                                  | ENSIGN GROUP INC/THE COMMON STOCK                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |     20525 | NS      | $1949875.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                            | STURM RUGER & CO INC COMMON STOCK                         | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               |  | US        |      1210 | NS      | $66465.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAD/GRAPHICS, INC.                                     | QUAD GRAPHICS INC COMMON STOCK                            | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               |  | US        |     21039 | NS      | $77844.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                     | GRIFFON CORP COMMON STOCK                                 | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               |  | US        |      6887 | NS      | $243179.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                                 | MSA SAFETY INC COMMON STOCK                               | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               |  | US        |      1530 | NS      | $215745.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP.                                               | RLI CORP COMMON STOCK                                     | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               |  | US        |      1850 | NS      | $240629.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                               | VAREX IMAGING CORP COMMON STOCK                           | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               |  | US        |      1500 | NS      | $31860.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERON THERAPEUTICS, INC.                                | HERON THERAPEUTICS INC COMMON STOCK                       | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               |  | US        |     26640 | NS      | $72194.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BRISTOW GROUP INC.                                      | BRISTOW GROUP INC COMMON STOCK                            | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               |  | US        |     16550 | NS      | $430300.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                | OOMA INC COMMON STOCK                                     | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               |  | US        |      1500 | NS      | $23625.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                           | NISOURCE INC COMMON STOCK                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |      3300 | NS      | $92202.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION                      | REX AMERICAN RESOURCES CORP COMMON STOCK                  | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               |  | US        |     15813 | NS      | $466641.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                  | STOKE THERAPEUTICS INC COMMON STOCK                       | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               |  | US        |      5916 | NS      | $44606.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                       | H&R BLOCK INC COMMON STOCK                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |      8200 | NS      | $358422.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                           | STERLING INFRASTRUCTURE INC COMMON STOCK                  | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               |  | US        |     14256 | NS      | $466884.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                              | UNITED NATURAL FOODS INC COMMON STOCK                     | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               |  | US        |     19195 | NS      | $915217.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                       | OSI SYSTEMS INC COMMON STOCK                              | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |      1140 | NS      | $100867.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTAR FINANCIAL HOLDINGS, INC.                        | CAPSTAR FINANCIAL HOLDINGS I COMMON STOCK                 | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1400 | NS      | $25060.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP, INC.                           | GERMAN AMERICAN BANCORP COMMON STOCK                      | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               |  | US        |      1700 | NS      | $67762.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                  | CATHAY GENERAL BANCORP COMMON STOCK                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               |  | US        |      8600 | NS      | $399642.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES, INC.                                | DOLBY LABORATORIES INC-CL A COMMON STOCK                  | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |       260 | NS      | $19466.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS INC.                        | RAYONIER ADVANCED MATERIALS COMMON STOCK                  | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               |  | US        |     33441 | NS      | $258833.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                          | TRINSEO PLC COMMON STOCK                                  | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               |  | US        |      6900 | NS      | $170085.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                                  | TTM TECHNOLOGIES COMMON STOCK                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               |  | US        |     17600 | NS      | $282832.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP, INC.                         | SOUTHERN MISSOURI BANCORP COMMON STOCK                    | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               |  | US        |      2492 | NS      | $129235.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS, INC.                              | TRAVERE THERAPEUTICS INC COMMON STOCK                     | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               |  | US        |      3660 | NS      | $73675.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES, INC.                                | ORMAT TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               |  | US        |      1940 | NS      | $175434.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                          | CALIFORNIA WATER SERVICE GRP COMMON STOCK                 | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               |  | US        |      3050 | NS      | $198036.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                              | RESOURCES CONNECTION INC COMMON STOCK                     | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     22283 | NS      | $430061.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                              | SAREPTA THERAPEUTICS INC COMMON STOCK                     | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               |  | US        |      1641 | NS      | $201531.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                           | UNIVEST FINANCIAL CORP COMMON STOCK                       | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               |  | US        |     10630 | NS      | $299872.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS, INC.                     | TANGER FACTORY OUTLET CENTER REIT                         | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     22800 | NS      | $443460.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STATES BANCORP, INC.                            | MIDLAND STATES BANCORP INC COMMON STOCK                   | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               |  | US        |     13400 | NS      | $360594.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                               | CNO FINANCIAL GROUP INC COMMON STOCK                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               |  | US        |     40000 | NS      | $939200.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                                  | RUSH ENTERPRISES INC-CL A COMMON STOCK                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               |  | US        |      3200 | NS      | $164896.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                     | SPARTANNASH CO COMMON STOCK                               | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |     13500 | NS      | $443475.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                                | F5 INC COMMON STOCK                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |      1180 | NS      | $182439.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                              | EPLUS INC COMMON STOCK                                    | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               |  | US        |      1770 | NS      | $87898.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLER INDUSTRIES, INC.                                 | MILLER INDUSTRIES INC/TENN COMMON STOCK                   | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               |  | US        |      1000 | NS      | $27590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                   | INDUSTRIAL LOGISTICS PROPERT REIT                         | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     14200 | NS      | $57794.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                           | ONE GAS INC COMMON STOCK                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               |  | US        |      2630 | NS      | $228678.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FIRST BANCSHARES, INC.                              | FIRST BANCSHARES INC/MS COMMON STOCK                      | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               |  | US        |      6257 | NS      | $213926.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.             | APOLLO COMMERCIAL REAL ESTAT REIT                         | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     18100 | NS      | $223716.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER'S, INC.                                       | ALEXANDER'S INC REIT                                      | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |       180 | NS      | $43963.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                  | INGREDION INC COMMON STOCK                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |      7690 | NS      | $753389.30    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                         | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK                 | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               |  | US        |      9630 | NS      | $204059.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                           | PRIMORIS SERVICES CORP COMMON STOCK                       | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               |  | US        |     18400 | NS      | $392840.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS, INC.                             | IONIS PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               |  | US        |      6515 | NS      | $265746.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC FIRST BANCORP, INC.                            | REPUBLIC FIRST BANCORP INC COMMON STOCK                   | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               |  | US        |     31509 | NS      | $80347.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORPORATION                         | ATLANTICUS HOLDINGS CORP COMMON STOCK                     | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               |  | US        |      7809 | NS      | $224899.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                             | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK                  | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               |  | US        |      4140 | NS      | $1000099.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                          | PREFERRED BANK/LOS ANGELES COMMON STOCK                   | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               |  | US        |       350 | NS      | $26456.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP.                     | WILLSCOT MOBILE MINI HOLDING COMMON STOCK                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |     41182 | NS      | $1985384.22   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK FIRST CORPORATION                                  | BANK FIRST CORP COMMON STOCK                              | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               |  | US        |       400 | NS      | $38012.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                       | SPROUT SOCIAL INC - CLASS A COMMON STOCK                  | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               |  | US        |     11835 | NS      | $701815.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                      | SIMMONS FIRST NATL CORP-CL A COMMON STOCK                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               |  | US        |      9914 | NS      | $230103.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                   | TREEHOUSE FOODS INC COMMON STOCK                          | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |     36515 | NS      | $1804936.45   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP.                                  | STIFEL FINANCIAL CORP COMMON STOCK                        | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               |  | US        |      7480 | NS      | $480590.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOODLES & COMPANY                                       | NOODLES & CO COMMON STOCK                                 | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               |  | US        |     12746 | NS      | $70230.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                                    | SNAP-ON INC COMMON STOCK                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |        70 | NS      | $16842.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORPORATION                                         | CTS CORP COMMON STOCK                                     | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               |  | US        |      2100 | NS      | $89250.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                          | IVERIC BIO INC COMMON STOCK                               | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               |  | US        |      7498 | NS      | $177102.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                  | FAIR ISAAC CORP COMMON STOCK                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |       600 | NS      | $371832.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET, INC.                                        | HOMESTREET INC COMMON STOCK                               | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               |  | US        |      8400 | NS      | $229320.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                                      | DHT HOLDINGS INC COMMON STOCK                             | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | US        |     11000 | NS      | $111430.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP.                         | METROPOLITAN BANK HOLDING CO COMMON STOCK                 | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               |  | US        |      6920 | NS      | $439696.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMATION SERVICES GROUP, INC.                        | INFORMATION SERVICES GROUP COMMON STOCK                   | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               |  | US        |     29800 | NS      | $159728.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                  | GLOBAL NET LEASE INC REIT                                 | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     18300 | NS      | $247599.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE, INC.                                        | LITTELFUSE INC COMMON STOCK                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               |  | US        |       560 | NS      | $138040.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                             | IRIDIUM COMMUNICATIONS INC COMMON STOCK                   | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               |  | US        |      9993 | NS      | $530628.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                                  | MARTEN TRANSPORT LTD COMMON STOCK                         | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               |  | US        |      5800 | NS      | $123598.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES, INC.                        | SCHNITZER STEEL INDS INC-A COMMON STOCK                   | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               |  | US        |      6100 | NS      | $209413.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP HOLDINGS, INC.                                      | FRP HOLDINGS INC COMMON STOCK                             | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               |  | US        |       450 | NS      | $27405.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                 | BLACK HILLS CORP COMMON STOCK                             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               |  | US        |      3350 | NS      | $239960.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                                        | SCANSOURCE INC COMMON STOCK                               | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               |  | US        |     11210 | NS      | $334730.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTO INGREDIENTS, INC.                                  | ALTO INGREDIENTS INC COMMON STOCK                         | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               |  | US        |     56594 | NS      | $197513.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                              | ADDUS HOMECARE CORP COMMON STOCK                          | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               |  | US        |       910 | NS      | $100354.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN AEROGELS, INC.                                    | ASPEN AEROGELS INC COMMON STOCK                           | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               |  | US        |     20040 | NS      | $241682.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS, INC.                               | KIMBALL ELECTRONICS INC COMMON STOCK                      | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               |  | US        |     12100 | NS      | $279389.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                                          | MYR GROUP INC/DELAWARE COMMON STOCK                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               |  | US        |      1360 | NS      | $129920.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECHNOLOGIES, INC.                                | TETRA TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               |  | US        |     14690 | NS      | $55968.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX MEDICAL INC.                                   | ORTHOFIX MEDICAL INC COMMON STOCK                         | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               |  | US        |       660 | NS      | $11873.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METROCITY BANKSHARES, INC.                              | METROCITY BANKSHARES INC COMMON STOCK                     | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               |  | US        |      5576 | NS      | $125460.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                          | TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK                 | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               |  | US        |     32450 | NS      | $277772.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc                                   | CULLINAN ONCOLOGY INC COMMON STOCK                        | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               |  | US        |      2510 | NS      | $31199.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                                      | SPS COMMERCE INC COMMON STOCK                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               |  | US        |     13065 | NS      | $1858626.90   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                          | EXPONENT INC COMMON STOCK                                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               |  | US        |     17380 | NS      | $1797265.80   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| BEL FUSE INC.                                           | BEL FUSE INC-CL B COMMON STOCK                            | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               |  | US        |     10088 | NS      | $347430.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                     | DOUGLAS ELLIMAN INC COMMON STOCK                          | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               |  | US        |     47536 | NS      | $195848.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                                | NORTHFIELD BANCORP INC COMMON STOCK                       | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               |  | US        |      7423 | NS      | $118396.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW FINANCIAL CORPORATION                             | ARROW FINANCIAL CORP COMMON STOCK                         | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               |  | US        |      3131 | NS      | $110117.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, INC.                                           | MAXIMUS INC COMMON STOCK                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               |  | US        |      2600 | NS      | $182780.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                          | AMERICAN FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               |  | US        |      1830 | NS      | $260262.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                         | AMERICAN EAGLE OUTFITTERS COMMON STOCK                    | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               |  | US        |     11923 | NS      | $188621.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP, INC.                         | INTERACTIVE BROKERS GRO-CL A COMMON STOCK                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               |  | US        |      2573 | NS      | $206611.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                        | AUTONATION INC COMMON STOCK                               | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               |  | US        |      1690 | NS      | $209407.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR BANCORP, INC.                                  | FLAGSTAR BANCORP INC COMMON STOCK                         | CUSIP: 337930705<br>LEI: 549300Q22V2Y3J4R2715 | Long             | EC               |  | US        |     11300 | NS      | $424202.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES, INC.                               | INSIGHT ENTERPRISES INC COMMON STOCK                      | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               |  | US        |      1640 | NS      | $170412.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE, INC.                                | NEXTGEN HEALTHCARE INC COMMON STOCK                       | CUSIP: 65343C102<br>LEI: 549300N5HIPS1URF0F20 | Long             | EC               |  | US        |      6000 | NS      | $124800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                                | BOOT BARN HOLDINGS INC COMMON STOCK                       | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               |  | US        |      5635 | NS      | $379517.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, INC                                          | AMERISAFE INC COMMON STOCK                                | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               |  | US        |      1750 | NS      | $103897.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR, INC.                                           | POPULAR INC COMMON STOCK                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |      9350 | NS      | $682737.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, INC.                                               | 8X8 INC COMMON STOCK                                      | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               |  | US        |     69480 | NS      | $297374.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                        | UNITI GROUP INC REIT                                      | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |     34365 | NS      | $261861.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORPORATION                      | MATTHEWS INTL CORP-CLASS A COMMON STOCK                   | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               |  | US        |      2200 | NS      | $69652.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                              | Atkore Inc COMMON STOCK                                   | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               |  | US        |      5700 | NS      | $696255.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                         | CSG SYSTEMS INTL INC COMMON STOCK                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |      5800 | NS      | $358672.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP, INC.                                    | BYLINE BANCORP INC COMMON STOCK                           | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               |  | US        |      5000 | NS      | $113950.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                                 | HEARTLAND EXPRESS INC COMMON STOCK                        | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               |  | US        |     37360 | NS      | $625406.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION                             | RYERSON HOLDING CORP COMMON STOCK                         | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               |  | US        |     14530 | NS      | $428489.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS, INC.                             | SMART GLOBAL HOLDINGS INC COMMON STOCK                    | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               |  | US        |     13000 | NS      | $219830.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION.                                      | FLUOR CORP COMMON STOCK                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               |  | US        |      6700 | NS      | $225187.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                                | WERNER ENTERPRISES INC COMMON STOCK                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               |  | US        |     12200 | NS      | $536556.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS, INC.                               | ANI PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               |  | US        |      1000 | NS      | $41950.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION                   | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK                  | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               |  | US        |      3750 | NS      | $175800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                             | USANA HEALTH SCIENCES INC COMMON STOCK                    | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               |  | US        |       880 | NS      | $48435.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                  | XPONENTIAL FITNESS INC-A COMMON STOCK                     | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               |  | US        |     21470 | NS      | $475345.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC.                            | BROOKDALE SENIOR LIVING INC COMMON STOCK                  | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               |  | US        |     12569 | NS      | $39592.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS, INC.                                     | ACUITY BRANDS INC COMMON STOCK                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               |  | US        |      1210 | NS      | $227830.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                            | COCA-COLA CONSOLIDATED INC COMMON STOCK                   | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               |  | US        |       298 | NS      | $146556.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                                  | URBAN OUTFITTERS INC COMMON STOCK                         | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               |  | US        |      6893 | NS      | $199483.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDAVA PLC                                              | ENDAVA PLC- SPON ADR DEPOSITARY RECEIPT                   | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               |  | US        |      3270 | NS      | $250841.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                                        | TETRA TECH INC COMMON STOCK                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               |  | US        |      1740 | NS      | $268986.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGames S.A.                                           | NEOGAMES SA COMMON STOCK                                  | CUSIP: L6673X107<br>LEI: 222100MZTIQEZS4XY614 | Long             | EC               |  | US        |     14470 | NS      | $199830.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                           | CHESAPEAKE ENERGY CORP COMMON STOCK                       | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |      1360 | NS      | $140760.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                                      | PROVENTION BIO INC COMMON STOCK                           | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               |  | US        |     18833 | NS      | $170250.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVISTA BANCSHARES, INC.                                | CIVISTA BANCSHARES INC COMMON STOCK                       | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               |  | US        |     16440 | NS      | $375818.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE RMR GROUP INC.                                      | RMR GROUP INC/THE - A COMMON STOCK                        | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               |  | US        |      7380 | NS      | $213355.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.                      | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               |  | US        |     52750 | NS      | $579722.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENUS INC.                                             | AGENUS INC COMMON STOCK                                   | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               |  | US        |    188784 | NS      | $509716.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                | EMPLOYERS HOLDINGS INC COMMON STOCK                       | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |      1850 | NS      | $85969.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                                      | GETTY REALTY CORP REIT                                    | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      3800 | NS      | $125476.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                                   | MDC HOLDINGS INC COMMON STOCK                             | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               |  | US        |      6500 | NS      | $210795.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                            | SAFETY INSURANCE GROUP INC COMMON STOCK                   | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               |  | US        |       970 | NS      | $88987.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORPORATION                           | AMERICAN WOODMARK CORP COMMON STOCK                       | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               |  | US        |      3200 | NS      | $173440.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                      | UNITIL CORP COMMON STOCK                                  | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               |  | US        |      4384 | NS      | $240330.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                                         | MARINEMAX INC COMMON STOCK                                | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               |  | US        |      3900 | NS      | $128817.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP, INC.                           | COMMUNITY TRUST BANCORP INC COMMON STOCK                  | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               |  | US        |     13670 | NS      | $654929.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                     | TRONOX HOLDINGS PLC COMMON STOCK                          | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               |  | US        |     11600 | NS      | $163908.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                                | XPEL INC COMMON STOCK                                     | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               |  | US        |      2306 | NS      | $158076.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                               | NATIONAL FUEL GAS CO COMMON STOCK                         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |      8800 | NS      | $582824.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                            | ENCOMPASS HEALTH CORP COMMON STOCK                        | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |      3960 | NS      | $231580.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE COMMERCIAL CORPORATION                        | GLADSTONE COMMERCIAL CORP REIT                            | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |     15500 | NS      | $294345.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP.                                     | RITHM CAPITAL CORP REIT                                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     31400 | NS      | $284170.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                                | NORTHWESTERN CORP COMMON STOCK                            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               |  | US        |      3150 | NS      | $183991.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                                    | SILGAN HOLDINGS INC COMMON STOCK                          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     13421 | NS      | $709970.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO, INC.                                          | WESBANCO INC COMMON STOCK                                 | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               |  | US        |      8300 | NS      | $335735.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                    | FIRST AMERICAN FINANCIAL COMMON STOCK                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               |  | US        |      3100 | NS      | $169415.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                                  | TRI POINTE HOMES INC COMMON STOCK                         | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               |  | US        |     24200 | NS      | $446248.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                              | CBIZ INC COMMON STOCK                                     | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               |  | US        |      8237 | NS      | $408967.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS, INC.                              | REVANCE THERAPEUTICS INC COMMON STOCK                     | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               |  | US        |      7144 | NS      | $155096.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                          | CATALYST PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |     34166 | NS      | $572963.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                                      | A10 NETWORKS INC COMMON STOCK                             | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               |  | US        |     32968 | NS      | $616831.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                       | TALOS ENERGY INC COMMON STOCK                             | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               |  | US        |     12020 | NS      | $236193.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DESTINATION XL GROUP, INC.                              | DESTINATION XL GROUP INC COMMON STOCK                     | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               |  | US        |     68008 | NS      | $452933.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DUCOMMUN INCORPORATED                                   | DUCOMMUN INC COMMON STOCK                                 | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               |  | US        |      3206 | NS      | $161293.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP, INC.                                  | LAKELAND BANCORP INC COMMON STOCK                         | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               |  | US        |     27640 | NS      | $516315.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                                     | EQUITY COMMONWEALTH REIT                                  | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |      6140 | NS      | $166332.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORPORATION                                         | IDT CORP-CLASS B COMMON STOCK                             | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               |  | US        |      5480 | NS      | $153166.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES FINANCIAL SERVICES CORP.                        | PEOPLES FINANCIAL SERVICES COMMON STOCK                   | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               |  | US        |      2923 | NS      | $166435.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                                   | TRUSTCO BANK CORP NY COMMON STOCK                         | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               |  | US        |      9320 | NS      | $361988.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                                | ADT INC COMMON STOCK                                      | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               |  | US        |     26001 | NS      | $242849.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORPORATION                            | INDEPENDENT BANK CORP - MICH COMMON STOCK                 | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               |  | US        |     32780 | NS      | $804421.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                          | EPR PROPERTIES REIT                                       | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      6800 | NS      | $282948.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS, INC.                                     | CLEAN HARBORS INC COMMON STOCK                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               |  | US        |      4231 | NS      | $507720.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                        | ELME COMMUNITIES REIT                                     | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |      1000 | NS      | $19760.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARD'S, INC.                                         | DILLARDS INC-CL A COMMON STOCK                            | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               |  | US        |       767 | NS      | $275889.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| VIMEO, INC.                                             | VIMEO INC COMMON STOCK                                    | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               |  | US        |     11420 | NS      | $48877.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTH'S HOSPITALITY GROUP, INC.                          | RUTH'S HOSPITALITY GROUP INC COMMON STOCK                 | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               |  | US        |     18110 | NS      | $317106.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                              | ALBERTSONS COS INC - CLASS A COMMON STOCK                 | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               |  | US        |      7500 | NS      | $157125.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                              | ENANTA PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               |  | US        |      1450 | NS      | $63495.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS, INC.                            | AMNEAL PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               |  | US        |     25780 | NS      | $65996.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                            | GROCERY OUTLET HOLDING CORP COMMON STOCK                  | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               |  | US        |      1800 | NS      | $54486.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                     | KODIAK SCIENCES INC COMMON STOCK                          | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               |  | US        |     25410 | NS      | $187525.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                                    | HOSTESS BRANDS INC COMMON STOCK                           | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               |  | US        |      7537 | NS      | $198976.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                 | PRIVIA HEALTH GROUP INC COMMON STOCK                      | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               |  | US        |      2830 | NS      | $67721.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON TECHNOLOGIES, INC.                               | HUDSON TECHNOLOGIES INC COMMON STOCK                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               |  | US        |     60861 | NS      | $687120.69    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                              | RHYTHM PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               |  | US        |      6500 | NS      | $174005.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| NEUROCRINE BIOSCIENCES, INC.                            | NEUROCRINE BIOSCIENCES INC COMMON STOCK                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |      3337 | NS      | $423999.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                            | GRAND CANYON EDUCATION INC COMMON STOCK                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |       250 | NS      | $28267.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA LTD.                              | LIBERTY LATIN AMERIC-CL A COMMON STOCK                    | CUSIP: G9001E102<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               |  | US        |     13687 | NS      | $105937.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                        | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |      4890 | NS      | $292275.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                                      | VISTA OUTDOOR INC COMMON STOCK                            | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               |  | US        |      4330 | NS      | $121110.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                       | SERVICE CORP INTERNATIONAL COMMON STOCK                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |      3950 | NS      | $282227.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                   | UNIVERSAL CORP/VA COMMON STOCK                            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               |  | US        |      2200 | NS      | $125202.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                  | OTTER TAIL CORP COMMON STOCK                              | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |      2350 | NS      | $140130.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION PRODUCE, INC.                                   | MISSION PRODUCE INC COMMON STOCK                          | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               |  | US        |      3000 | NS      | $47670.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                   | BLOOMIN' BRANDS INC COMMON STOCK                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               |  | US        |     12600 | NS      | $283752.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                         | O-I GLASS INC COMMON STOCK                                | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     19200 | NS      | $315072.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                    | COGENT COMMUNICATIONS HOLDIN COMMON STOCK                 | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               |  | US        |      2450 | NS      | $142222.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                             | AXONICS INC COMMON STOCK                                  | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               |  | US        |      2489 | NS      | $170446.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers By Vitamin Cottage Inc                  | NATURAL GROCERS BY VITAMIN C COMMON STOCK                 | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               |  | US        |     12866 | NS      | $129689.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                | ATEA PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               |  | US        |     38330 | NS      | $179767.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC.                              | VANDA PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               |  | US        |     11140 | NS      | $121537.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                             | ALECTOR INC COMMON STOCK                                  | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               |  | US        |     45640 | NS      | $387483.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                                   | LA-Z-BOY INC COMMON STOCK                                 | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               |  | US        |      9000 | NS      | $245070.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                     | INTER PARFUMS INC COMMON STOCK                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               |  | US        |       840 | NS      | $80043.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK-OHIO HOLDINGS CORP.                                | PARK-OHIO HOLDINGS CORP COMMON STOCK                      | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               |  | US        |      7900 | NS      | $105465.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                          | OFFICE PROPERTIES INCOME TRU REIT                         | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |     13400 | NS      | $204886.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPECT CAPITAL CORPORATION                            | PROSPECT CAPITAL CORP COMMON STOCK                        | CUSIP: 74348T102<br>LEI: 549300FSD8T39P5Q0O47 | Long             | EC               |  | US        |     19800 | NS      | $153252.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE YORK WATER COMPANY                                  | YORK WATER CO COMMON STOCK                                | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               |  | US        |      1600 | NS      | $73104.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                             | OFG BANCORP COMMON STOCK                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     25540 | NS      | $739893.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES, INC.                        | FIRST FINL BANKSHARES INC COMMON STOCK                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               |  | US        |     14372 | NS      | $531045.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                         | WORLD FUEL SERVICES CORP COMMON STOCK                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |     18000 | NS      | $512100.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                | GMS INC COMMON STOCK                                      | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               |  | US        |      4400 | NS      | $216040.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS, INC.                                    | CALAVO GROWERS INC COMMON STOCK                           | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               |  | US        |      1330 | NS      | $46496.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                       | RLJ LODGING TRUST REIT                                    | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     14900 | NS      | $180588.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRadimed Corp                                           | IRADIMED CORP COMMON STOCK                                | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               |  | US        |      2969 | NS      | $87763.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                       | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |     14800 | NS      | $909608.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES, INC.                        | NATIONAL PRESTO INDS INC COMMON STOCK                     | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               |  | US        |       490 | NS      | $33868.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                          | STEPAN CO COMMON STOCK                                    | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               |  | US        |      1000 | NS      | $111570.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                             | ARCELLX INC COMMON STOCK                                  | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               |  | US        |     10598 | NS      | $211324.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                              | FEDERAL SIGNAL CORP COMMON STOCK                          | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               |  | US        |     19450 | NS      | $945075.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC.                                   | GENERAC HOLDINGS INC COMMON STOCK                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               |  | US        |       595 | NS      | $62784.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE'S BARGAIN OUTLET HOLDINGS, INC.                   | OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK                 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               |  | US        |      8235 | NS      | $501511.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 VERTICALS, INC.                                      | I3 VERTICALS INC-CLASS A COMMON STOCK                     | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               |  | US        |      3446 | NS      | $90595.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                              | XENCOR INC COMMON STOCK                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               |  | US        |      3280 | NS      | $97481.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HIBBETT, INC.                                           | HIBBETT INC COMMON STOCK                                  | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               |  | US        |      8735 | NS      | $582275.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS, INC.                             | CASELLA WASTE SYSTEMS INC-A COMMON STOCK                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               |  | US        |      2580 | NS      | $222112.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS, INC.                             | EAGLE PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               |  | US        |      1050 | NS      | $38136.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | CORP              | US        |  -3234734 | PA      | $-3234734.23  | -1.41%            | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLEGRO MICROSYSTEMS, INC                               | ALLEGRO MICROSYSTEMS INC COMMON STOCK                     | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               |  | US        |      6422 | NS      | $199981.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND HILL INVESTMENT GROUP, INC.                     | DIAMOND HILL INVESTMENT GRP COMMON STOCK                  | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               |  | US        |       290 | NS      | $51608.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPPENHEIMER HOLDINGS INC.                               | OPPENHEIMER HOLDINGS-CL A COMMON STOCK                    | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               |  | US        |      9828 | NS      | $409434.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                  | AMKOR TECHNOLOGY INC COMMON STOCK                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               |  | US        |     42232 | NS      | $1183340.64   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                                     | S & T BANCORP INC COMMON STOCK                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               |  | US        |      2500 | NS      | $93550.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES, INC.                              | HOMETRUST BANCSHARES INC COMMON STOCK                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               |  | US        |      5830 | NS      | $149248.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                              | SPIRE INC COMMON STOCK                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |      1390 | NS      | $102999.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWESTONE FINANCIAL GROUP, INC.                        | MIDWESTONE FINANCIAL GROUP I COMMON STOCK                 | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               |  | US        |      1000 | NS      | $34890.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES, INC.                                  | CHART INDUSTRIES INC COMMON STOCK                         | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               |  | US        |      3739 | NS      | $534639.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                           | AMPHASTAR PHARMACEUTICALS IN COMMON STOCK                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               |  | US        |      3800 | NS      | $112062.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                                | OPTION CARE HEALTH INC COMMON STOCK                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |     38630 | NS      | $1163149.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                    | HUBBELL INC COMMON STOCK                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               |  | US        |      1150 | NS      | $292169.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                              | PAR PACIFIC HOLDINGS INC COMMON STOCK                     | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               |  | US        |     16410 | NS      | $384486.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORPORATION                             | CAMDEN NATIONAL CORP COMMON STOCK                         | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               |  | US        |      8200 | NS      | $358996.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS, INC.                          | WYNDHAM HOTELS & RESORTS INC COMMON STOCK                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               |  | US        |      9205 | NS      | $674910.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                              | TOWNE BANK COMMON STOCK                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               |  | US        |     12900 | NS      | $416670.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                          | INNOVIVA INC COMMON STOCK                                 | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     30057 | NS      | $394648.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTESIAN RESOURCES CORPORATION                          | ARTESIAN RESOURCES CORP-CL A COMMON STOCK                 | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               |  | US        |      1000 | NS      | $54560.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                  | CASTLE BIOSCIENCES INC COMMON STOCK                       | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               |  | US        |      3980 | NS      | $93888.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PLYMOUTH INDUSTRIAL REIT, INC.                          | PLYMOUTH INDUSTRIAL REIT INC REIT                         | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |      8300 | NS      | $171810.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                            | PROTAGONIST THERAPEUTICS INC COMMON STOCK                 | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               |  | US        |     17240 | NS      | $136368.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DASEKE, INC.                                            | DASEKE INC COMMON STOCK                                   | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               |  | US        |     36511 | NS      | $212859.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC.                                         | SSR MINING INC COMMON STOCK                               | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               |  | US        |     11920 | NS      | $180707.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                             | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK                  | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               |  | US        |      2300 | NS      | $39629.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                                    | REPLIGEN CORP COMMON STOCK                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               |  | US        |       896 | NS      | $160240.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORPORATION                                  | SOUTHSTATE CORP COMMON STOCK                              | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               |  | US        |      2293 | NS      | $201440.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION          | SCIENCE APPLICATIONS INTE COMMON STOCK                    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |      2480 | NS      | $273072.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                        | MGE ENERGY INC COMMON STOCK                               | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               |  | US        |      2190 | NS      | $157701.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA, INC.                         | MOTORCAR PARTS OF AMERICA IN COMMON STOCK                 | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               |  | US        |      3780 | NS      | $42600.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO