# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001752724-23-009975
**Filing Date:** 2023-1
**Character Count:** 302762
**Document Hash:** 394a60506bd40cd47911cee9103f9319
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009975.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009975

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779
- **IRS NUMBER:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 23548941

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS CAPITAL FUNDS\
- **DATE OF NAME CHANGE:** 19961114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PNC FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NCP FUNDS
- **DATE OF NAME CHANGE:** 19890511

## Series and Classes Contracts Data

### BlackRock Advantage Small Cap Core Fund (Series ID: S000039982)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000124019 | Institutional Shares | BDSIX           |
| C000124020 | Investor A Shares    | BDSAX           |
| C000124021 | Investor C Shares    | BDSCX           |
| C000166014 | Class K              | BDSKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds

- **b. Investment Company Act file number:** 811-05742

- **c. CIK number of Registrant:** 0000844779

- **d. LEI of Registrant:** 549300OZUEVJZHOBFP42

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Advantage Small Cap Core Fund

- **b. EDGAR series identifier (if any):** S000039982

- **c. LEI of Series:** 5493008Z7VT7J84WYF17

**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:** $4061799570.95

**Total Liabilities:** $133486342.39

**Net Assets:** $3928313228.56

**Cash Not Reported:** $4678935.50

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166014 | -8.99%               | 10.85%               | 3.28%                |
| Class ID C000124021 | -9.07%               | 10.75%               | 3.21%                |
| Class ID C000124019 | -9.00%               | 10.85%               | 3.29%                |
| Class ID C000124020 | -8.99%               | 10.78%               | 3.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23727381.09            | $-315733460.85                             |
| Month 2  | $-32741405.51            | $401888682.27                              |
| Month 3  | $-33056473.21            | $152402101.73                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| United Natural Foods Inc                   | United Natural Foods Inc                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     20439 | NS      | $974531.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alarm.com Holdings Inc                     | Alarm.com Holdings Inc                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     50046 | NS      | $2497295.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SunPower Corp                              | SunPower Corp                              | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |    303696 | NS      | $7364628.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackline Inc                              | Blackline Inc                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     29075 | NS      | $1968086.75   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Mind Medicine MindMed Inc                  | Mind Medicine MindMed Inc                  | CUSIP: 60255C885<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | US        |     16675 | NS      | $42521.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Container Store Group Inc/The              | Container Store Group Inc/The              | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     45151 | NS      | $214467.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Shyft Group Inc/The                        | Shyft Group Inc/The                        | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     17588 | NS      | $431433.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NorthWestern Corp                          | NorthWestern Corp                          | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     84125 | NS      | $4913741.25   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Borr Drilling Ltd                          | Borr Drilling Ltd                          | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | AE        |    982043 | NS      | $4586140.81   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Karyopharm Therapeutics Inc                | Karyopharm Therapeutics Inc                | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |    665807 | NS      | $3522119.03   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Gossamer Bio Inc                           | Gossamer Bio Inc                           | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |    279252 | NS      | $2390397.12   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| PlayAGS Inc                                | PlayAGS Inc                                | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115864 | NS      | $614079.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Flywire Corp                               | Flywire Corp                               | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     40481 | NS      | $878032.89    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Kronos Bio Inc                             | Kronos Bio Inc                             | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43065 | NS      | $81823.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastly Inc                                 | Fastly Inc                                 | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |    136203 | NS      | $1315720.98   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corp                          | Tutor Perini Corp                          | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    238184 | NS      | $1703015.60   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Trust Bancorp Inc                | Community Trust Bancorp Inc                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61180 | NS      | $2931133.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ironwood Pharmaceuticals Inc               | Ironwood Pharmaceuticals Inc               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    834345 | NS      | $10103917.95  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Secure Inc                           | Clear Secure Inc                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53605 | NS      | $1666043.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyster-Yale Materials Handling             | Hyster-Yale Materials Handling Inc         | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26083 | NS      | $763710.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MidWestOne Financial Group Inc             | MidWestOne Financial Group Inc             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14208 | NS      | $495717.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    338990 | NS      | $27749721.40  | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| AtriCure Inc                               | AtriCure Inc                               | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64417 | NS      | $2934838.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                 | Qualys Inc                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     12450 | NS      | $1535334.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Stitch Fix Inc                             | Stitch Fix Inc                             | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    700471 | NS      | $2829902.84   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Veeco Instruments Inc                      | Veeco Instruments Inc                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     38090 | NS      | $757229.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corp                              | Ingevity Corp                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     95461 | NS      | $7471732.47   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorman Products Inc                        | Dorman Products Inc                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1811 | NS      | $162338.04    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Appian Corp                                | Appian Corp                                | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     92247 | NS      | $3508153.41   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sinclair Broadcast Group Inc               | Sinclair Broadcast Group Inc               | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    246449 | NS      | $4574093.44   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp/MI                   | Independent Bank Corp/MI                   | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126218 | NS      | $3097389.72   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Recursion Pharmaceuticals Inc              | Recursion Pharmaceuticals Inc              | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135240 | NS      | $1271256.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Alpine Immune Sciences Inc                 | Alpine Immune Sciences Inc                 | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      1000 | NS      | $6280.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trupanion Inc                              | Trupanion Inc                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     49495 | NS      | $2587103.65   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Fate Therapeutics Inc                      | Fate Therapeutics Inc                      | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    525611 | NS      | $10943221.02  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| ACI Worldwide Inc                          | ACI Worldwide Inc                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    813338 | NS      | $16998764.20  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Cross Country Healthcare Inc               | Cross Country Healthcare Inc               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    113383 | NS      | $4056843.74   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      6671 | NS      | $181651.33    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viemed Healthcare Inc                      | Viemed Healthcare Inc                      | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189684 | NS      | $1392280.56   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Radiant Logistics Inc                      | Radiant Logistics Inc                      | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      2988 | NS      | $15955.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peapack-Gladstone Financial Co             | Peapack-Gladstone Financial Corp           | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     99425 | NS      | $4098298.50   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Puma Biotechnology Inc                     | Puma Biotechnology Inc                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    228047 | NS      | $1030772.44   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaSpine Holdings Corp                     | SeaSpine Holdings Corp                     | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |    110928 | NS      | $830850.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Concert Pharmaceuticals Inc                | Concert Pharmaceuticals Inc                | CUSIP: 206022105<br>LEI: 529900PYI5BSGQNATP82 | Long             | EC               | CORP              | US        |     23364 | NS      | $112614.48    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients Inc                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     66052 | NS      | $8260463.12   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Madrigal Pharmaceuticals Inc               | Madrigal Pharmaceuticals Inc               | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |     31256 | NS      | $2191358.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| 5E Advanced Materials Inc                  | 5E Advanced Materials Inc                  | CUSIP: 33830Q109<br>LEI: 254900H5C60Y146YOH74 | Long             | EC               | CORP              | US        |     27359 | NS      | $306420.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Logistics Holdings I             | Universal Logistics Holdings Inc           | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $1594.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The              | Goodyear Tire & Rubber Co/The              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    326581 | NS      | $3664238.82   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson Cos Inc                          | Patterson Cos Inc                          | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     79717 | NS      | $2267151.48   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LSB Industries Inc                         | LSB Industries Inc                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     61936 | NS      | $955672.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zogenix Inc                                | Zogenix Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87079 | NS      | $59213.72     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EverQuote Inc                              | EverQuote Inc                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109647 | NS      | $1184187.60   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Enanta Pharmaceuticals Inc                 | Enanta Pharmaceuticals Inc                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     96206 | NS      | $4212860.74   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Simmons First National Corp                | Simmons First National Corp                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     25997 | NS      | $603390.37    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameresco Inc                               | Ameresco Inc                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |    106681 | NS      | $6989739.12   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| First Foundation Inc                       | First Foundation Inc                       | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     87125 | NS      | $1220621.25   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    258200 | NS      | $20736042.00  | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc                       | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    415248 | NS      | $12017277.12  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Inspire Medical Systems Inc                | Inspire Medical Systems Inc                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     41956 | NS      | $10135310.92  | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    189619 | NS      | $4101458.97   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Matrix Service Co                          | Matrix Service Co                          | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     93417 | NS      | $478295.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Group Inc                 | Independent Bank Group Inc                 | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54910 | NS      | $3620765.40   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Homology Medicines Inc                     | Homology Medicines Inc                     | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |    238568 | NS      | $367394.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Heron Therapeutics Inc                     | Heron Therapeutics Inc                     | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    843491 | NS      | $2285860.61   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Selective Insurance Group Inc              | Selective Insurance Group Inc              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     66518 | NS      | $6393710.16   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Invacare Corp                              | Invacare Corp                              | CUSIP: 461203101<br>LEI: 549300NNUTG7HCZICS76 | Long             | EC               | CORP              | US        |     69648 | NS      | $24376.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Crocs Inc                                  | Crocs Inc                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     92382 | NS      | $9330582.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Axogen Inc                                 | Axogen Inc                                 | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2479 | NS      | $27145.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194735 | NS      | $5540210.75   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Zeta Global Holdings Corp                  | Zeta Global Holdings Corp                  | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116036 | NS      | $972381.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SI-BONE Inc                                | SI-BONE Inc                                | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     30428 | NS      | $373655.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Verve Therapeutics Inc                     | Verve Therapeutics Inc                     | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20534 | NS      | $477004.82    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MRC Global Inc                             | MRC Global Inc                             | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    143578 | NS      | $1688477.28   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corp                                | Deluxe Corp                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     54601 | NS      | $1055983.34   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Knowles Corp                               | Knowles Corp                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    634413 | NS      | $9896842.80   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxford Industries Inc                      | Oxford Industries Inc                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     27246 | NS      | $3074983.56   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Navient Corp                               | Navient Corp                               | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    485592 | NS      | $8046259.44   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Seacoast Banking Corp of Flori             | Seacoast Banking Corp of Florida           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      6760 | NS      | $232408.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Conn's Inc                                 | Conn's Inc                                 | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |    312630 | NS      | $3113794.80   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Coeur Mining Inc                           | Coeur Mining Inc                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    839520 | NS      | $2938320.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ConnectOne Bancorp Inc                     | ConnectOne Bancorp Inc                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     42294 | NS      | $1109794.56   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nkarta Inc                                 | Nkarta Inc                                 | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16575 | NS      | $140556.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eHealth Inc                                | eHealth Inc                                | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |    124107 | NS      | $441820.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Atossa Therapeutics Inc                    | Atossa Therapeutics Inc                    | CUSIP: 04962H506<br>LEI: 549300QRKP1JTNHD2366 | Long             | EC               | CORP              | US        |    475215 | NS      | $356411.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LiveVox Holdings Inc                       | LiveVox Holdings Inc                       | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |     14457 | NS      | $32672.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Callon Petroleum Co                        | Callon Petroleum Co                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     28082 | NS      | $1177197.44   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                   | Yelp Inc                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    215615 | NS      | $6673284.25   | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Vertex Inc                                 | Vertex Inc                                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |       348 | NS      | $5978.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital City Bank Group Inc                | Capital City Bank Group Inc                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |    169256 | NS      | $5957811.20   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| SPECTRUM PHARMACEUTICALS INC               | SPECTRUM PHARMACEUTICALS INC               | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |    166749 | NS      | $76804.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Range Resources Corp                       | Range Resources Corp                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     43135 | NS      | $1245307.45   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GoPro Inc                                  | GoPro Inc                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    758973 | NS      | $4159172.04   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirum Pharmaceuticals Inc                  | Mirum Pharmaceuticals Inc                  | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |    195889 | NS      | $3653329.85   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneCo Ltd                                | StoneCo Ltd                                | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | BR        |   1756595 | NS      | $20517029.60  | 0.52%             |  |  |  | No            | 1                  | On Loan: —       |
| Materion Corp                              | Materion Corp                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     37080 | NS      | $2987164.80   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                | Compass Inc                                | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    360601 | NS      | $1078196.99   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Century Casinos Inc                        | Century Casinos Inc                        | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |       666 | NS      | $4975.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp Inc                 | Midland States Bancorp Inc                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |    269594 | NS      | $7254774.54   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Perpetua Resources Corp                    | Perpetua Resources Corp                    | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Long             | EC               | CORP              | US        |       713 | NS      | $1497.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancshares Inc/The                   | First Bancshares Inc/The                   | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |    124459 | NS      | $4255253.21   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Phillips Edison & Co Inc                   | Phillips Edison & Co Inc                   | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |    246050 | NS      | $7930191.50   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Houlihan Lokey Inc                         | Houlihan Lokey Inc                         | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |    195522 | NS      | $19229588.70  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Remitly Global Inc                         | Remitly Global Inc                         | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84263 | NS      | $881390.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TriNet Group Inc                           | TriNet Group Inc                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     62229 | NS      | $4509735.63   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Molecular Transport In             | Applied Molecular Transport Inc            | CUSIP: 03824M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65272 | NS      | $68535.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcus Biosciences Inc                      | Arcus Biosciences Inc                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59868 | NS      | $2105557.56   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneX Group Inc                           | StoneX Group Inc                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      5059 | NS      | $513336.73    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alexander & Baldwin Inc                    | Alexander & Baldwin Inc                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146127 | NS      | $2886008.25   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Li-Cycle Holdings Corp                     | Li-Cycle Holdings Corp                     | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18801 | NS      | $119762.37    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Moog Inc                                   | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |    205696 | NS      | $17901722.88  | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Shockwave Medical Inc                      | Shockwave Medical Inc                      | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     73676 | NS      | $18684233.60  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                | Kiniksa Pharmaceuticals Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    425763 | NS      | $7165591.29   | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Columbus McKinnon Corp/NY                  | Columbus McKinnon Corp/NY                  | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     22011 | NS      | $709414.53    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| FormFactor Inc                             | FormFactor Inc                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       670 | NS      | $15456.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Therapeutics Inc                   | Voyager Therapeutics Inc                   | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     47657 | NS      | $283082.58    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Health Group Inc                    | Bright Health Group Inc                    | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156995 | NS      | $154954.07    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verint Systems Inc                         | Verint Systems Inc                         | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |    184838 | NS      | $7269678.54   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Daktronics Inc                             | Daktronics Inc                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      7812 | NS      | $26951.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Domo Inc                                   | Domo Inc                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    230426 | NS      | $3295091.80   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Archrock Inc                               | Archrock Inc                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    542495 | NS      | $4725131.45   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Cue Biopharma Inc                          | Cue Biopharma Inc                          | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |     24211 | NS      | $93454.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hims & Hers Health Inc                     | Hims & Hers Health Inc                     | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |     27228 | NS      | $168541.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Integrations Inc                     | Power Integrations Inc                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     68651 | NS      | $5525032.48   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Proto Labs Inc                             | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     94583 | NS      | $2508341.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Medpace Holdings Inc                       | Medpace Holdings Inc                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     13408 | NS      | $2814205.12   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals Inc               | Supernus Pharmaceuticals Inc               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    294521 | NS      | $10814811.12  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Relay Therapeutics Inc                     | Relay Therapeutics Inc                     | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288174 | NS      | $5354272.92   | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Cowen Inc                                  | Cowen Inc                                  | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     76908 | NS      | $2973263.28   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corp                            | Murphy Oil Corp                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    336230 | NS      | $15870056.00  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Designer Brands Inc                        | Designer Brands Inc                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     81799 | NS      | $1251524.70   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc                      | BlueLinx Holdings Inc                      | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      4186 | NS      | $290508.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marinus Pharmaceuticals Inc                | Marinus Pharmaceuticals Inc                | CUSIP: 56854Q200<br>LEI: 549300NCT4OJF7JV1084 | Long             | EC               | CORP              | US        |     19905 | NS      | $95344.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| TG Therapeutics Inc                        | TG Therapeutics Inc                        | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |    188603 | NS      | $1663478.46   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Amalgamated Financial Corp                 | Amalgamated Financial Corp                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102312 | NS      | $2728661.04   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PowerSchool Holdings Inc                   | PowerSchool Holdings Inc                   | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16650 | NS      | $339826.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spruce Power Holding Corp                  | Spruce Power Holding Corp                  | CUSIP: 9837FR100<br>LEI: 549300W71XJ8DIF9RQ35 | Long             | EC               | CORP              | US        |       883 | NS      | $847.68       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Industrial Technologie             | Applied Industrial Technologies Inc        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |    276533 | NS      | $36637857.17  | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Street Interactive Inc                | Rush Street Interactive Inc                | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108124 | NS      | $381677.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Northrim BanCorp Inc                       | Northrim BanCorp Inc                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |    120320 | NS      | $6690995.20   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services Inc                      | Carriage Services Inc                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14983 | NS      | $376822.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Renewable Corp                  | Brookfield Renewable Corp                  | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173779 | NS      | $5666933.19   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                           | Cirrus Logic Inc                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8007 | NS      | $598202.97    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Inc                                 | Nelnet Inc                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      4177 | NS      | $411601.58    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Multiplan Corp                             | Multiplan Corp                             | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232929 | NS      | $347064.21    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     51823 | NS      | $1908122.86   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nevro Corp                                 | Nevro Corp                                 | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     91545 | NS      | $4276066.95   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| NexPoint Residential Trust Inc             | NexPoint Residential Trust Inc             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     95760 | NS      | $4605098.40   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Natera Inc                                 | Natera Inc                                 | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35059 | NS      | $1441626.08   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Asana Inc                                  | Asana Inc                                  | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246117 | NS      | $4469484.72   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Boot Barn Holdings Inc                     | Boot Barn Holdings Inc                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     25183 | NS      | $1696075.05   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Teknova Inc                          | Alpha Teknova Inc                          | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       665 | NS      | $3138.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                   | Builders FirstSource Inc                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    123831 | NS      | $7916515.83   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Properties Realty Tr             | Essential Properties Realty Trust Inc      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    234095 | NS      | $5433344.95   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Gibraltar Industries Inc                   | Gibraltar Industries Inc                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49739 | NS      | $2517290.79   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corp                         | Varex Imaging Corp                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    207839 | NS      | $4414500.36   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| ULTRAGENYX PHARMACEUTICAL INC              | ULTRAGENYX PHARMACEUTICAL IN               | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     56851 | NS      | $2063691.30   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Anywhere Real Estate Inc                   | Anywhere Real Estate Inc                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    593390 | NS      | $4480094.50   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardiovascular Systems Inc                 | Cardiovascular Systems Inc                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    192994 | NS      | $2703845.94   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter Bankshares Inc                      | Carter Bankshares Inc                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39227 | NS      | $727268.58    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WisdomTree Inc                             | WisdomTree Inc                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    176433 | NS      | $982731.81    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Group Inc                        | Paramount Group Inc                        | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |   2099654 | NS      | $13689744.08  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc                   | Winnebago Industries Inc                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    155607 | NS      | $9117014.13   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Energy Fuels Corp                    | Clean Energy Fuels Corp                    | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |    245681 | NS      | $1660803.56   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Hamilton Lane Inc                          | Hamilton Lane Inc                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |    112523 | NS      | $8313199.24   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Heartland Financial USA Inc                | Heartland Financial USA Inc                | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |    785378 | NS      | $38318592.62  | 0.98%             |  |  |  | No            | 1                  | On Loan: No      |
| Gritstone bio Inc                          | Gritstone bio Inc                          | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |     74017 | NS      | $217609.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HBT Financial Inc                          | HBT Financial Inc                          | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |    155108 | NS      | $3047872.20   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sutro Biopharma Inc                        | Sutro Biopharma Inc                        | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |    203068 | NS      | $1520979.32   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| ViewRay Inc                                | ViewRay Inc                                | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |     77030 | NS      | $371284.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sportsman's Warehouse Holdings             | Sportsman's Warehouse Holdings Inc         | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       608 | NS      | $5970.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Solaris Oilfield Infrastructur             | Solaris Oilfield Infrastructure Inc        | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |    144726 | NS      | $1587644.22   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LHC Group Inc                              | LHC Group Inc                              | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     47217 | NS      | $7715729.97   | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Paylocity Holding Corp                     | Paylocity Holding Corp                     | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      7774 | NS      | $1693410.42   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Navigator Holdings Ltd                     | Navigator Holdings Ltd                     | CUSIP: 000000000<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | US        |      2705 | NS      | $32838.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     61094 | NS      | $8776764.04   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennametal Inc                             | Kennametal Inc                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    498894 | NS      | $13180779.48  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| ONE Gas Inc                                | ONE Gas Inc                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     70038 | NS      | $6089804.10   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     12985 | NS      | $1431985.80   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intellia Therapeutics Inc                  | Intellia Therapeutics Inc                  | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |    175486 | NS      | $9030509.56   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Realty Trust                        | Acadia Realty Trust                        | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    734871 | NS      | $11302315.98  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                        | Clearway Energy Inc                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    310878 | NS      | $10234103.76  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co                       | Commercial Metals Co                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    207088 | NS      | $10192871.36  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Biomea Fusion Inc                          | Biomea Fusion Inc                          | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5814 | NS      | $41802.66     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MarineMax Inc                              | MarineMax Inc                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    221846 | NS      | $7327573.38   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     91824 | NS      | $2790531.36   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensient Technologies Corp                 | Sensient Technologies Corp                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     85390 | NS      | $6379486.90   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Alto Ingredients Inc                       | Alto Ingredients Inc                       | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     20776 | NS      | $72508.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy USA Inc                             | Murphy USA Inc                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     95804 | NS      | $28339781.24  | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandy Spring Bancorp Inc                   | Sandy Spring Bancorp Inc                   | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    338219 | NS      | $11776785.58  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Morphic Holding Inc                        | Morphic Holding Inc                        | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |     15899 | NS      | $437540.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hackett Group Inc/The                      | Hackett Group Inc/The                      | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |    272856 | NS      | $6302973.60   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Adient PLC                                 | Adient PLC                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |    139957 | NS      | $5449925.58   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp                              | EchoStar Corp                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |    182629 | NS      | $3177744.60   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Heska Corp                                 | Heska Corp                                 | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     60722 | NS      | $3907460.70   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Coastal Financial Corp/WA                  | Coastal Financial Corp/WA                  | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      4650 | NS      | $232128.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HCI Group Inc                              | HCI Group Inc                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1868 | NS      | $69900.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adaptive Biotechnologies Corp              | Adaptive Biotechnologies Corp              | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    601476 | NS      | $5280959.28   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Avrobio Inc                                | Avrobio Inc                                | CUSIP: 05455M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318078 | NS      | $289101.09    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech Inc                             | Tetra Tech Inc                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    113386 | NS      | $17528341.74  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Escalade Inc                               | Escalade Inc                               | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       357 | NS      | $3609.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Artivion Inc                               | Artivion Inc                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |    152866 | NS      | $1955156.14   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| WesBanco Inc                               | WesBanco Inc                               | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    501080 | NS      | $20268686.00  | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Altra Industrial Motion Corp               | Altra Industrial Motion Corp               | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |    292773 | NS      | $17162353.26  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Bancorp Inc                       | Lakeland Bancorp Inc                       | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |    301498 | NS      | $5631982.64   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ACADIA Pharmaceuticals Inc                 | ACADIA Pharmaceuticals Inc                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    225006 | NS      | $3505593.48   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Blueprint Medicines Corp                   | Blueprint Medicines Corp                   | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |    267091 | NS      | $12764278.89  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridian Bioscience Inc                    | Meridian Bioscience Inc                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     67889 | NS      | $2172448.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerald Holding Inc                        | Emerald Holding Inc                        | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2401 | NS      | $9219.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anika Therapeutics Inc                     | Anika Therapeutics Inc                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     27066 | NS      | $853661.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DHI Group Inc                              | DHI Group Inc                              | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      8141 | NS      | $45752.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CNB Financial Corp/PA                      | CNB Financial Corp/PA                      | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     12383 | NS      | $316385.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies Inc                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     30087 | NS      | $2402747.82   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                        | Xerox Holdings Corp                        | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    179021 | NS      | $2919832.51   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| RingCentral Inc                            | RingCentral Inc                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     11308 | NS      | $419074.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Bionano Genomics Inc                       | Bionano Genomics Inc                       | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |    353070 | NS      | $709670.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| AAR Corp                                   | AAR Corp                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      9813 | NS      | $456893.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Livent Corp                                | Livent Corp                                | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    217149 | NS      | $6078000.51   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26663 | NS      | $1096382.56   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties Inc              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    144406 | NS      | $1754532.90   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TTEC Holdings Inc                          | TTEC Holdings Inc                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     21193 | NS      | $1016204.35   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Laureate Education Inc                     | Laureate Education Inc                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    852574 | NS      | $8934975.52   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| SunOpta Inc                                | SunOpta Inc                                | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |    162529 | NS      | $1519646.15   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                              | Insperity Inc                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |    404795 | NS      | $47988447.25  | 1.22%             |  |  |  | No            | 1                  | On Loan: No      |
| PRA Group Inc                              | PRA Group Inc                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    194332 | NS      | $6681134.16   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimball International Inc                  | Kimball International Inc                  | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |    423932 | NS      | $3035353.12   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif Inc                                  | Greif Inc                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     53810 | NS      | $3783381.10   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                         | Axos Financial Inc                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      4670 | NS      | $187313.70    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Tenable Holdings Inc                       | Tenable Holdings Inc                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    268319 | NS      | $10244419.42  | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Plexus Corp                                | Plexus Corp                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      6556 | NS      | $722602.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Turbine Inc                        | Digital Turbine Inc                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    185757 | NS      | $3391922.82   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| LiveRamp Holdings Inc                      | LiveRamp Holdings Inc                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    317074 | NS      | $6962945.04   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| 8x8 Inc                                    | 8x8 Inc                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    185646 | NS      | $794564.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                  | OceanFirst Financial Corp                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    875100 | NS      | $20442336.00  | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc                        | Capital Bancorp Inc                        | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |       416 | NS      | $10325.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intra-Cellular Therapies Inc               | Intra-Cellular Therapies Inc               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |    126433 | NS      | $6855197.26   | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Kaleyra Inc                                | Kaleyra Inc                                | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               | CORP              | IT        |     18704 | NS      | $21883.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| World Fuel Services Corp                   | World Fuel Services Corp                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    349693 | NS      | $9948765.85   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     17542 | NS      | $566080.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Bancorp Inc                             | FS Bancorp Inc                             | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3393 | NS      | $116040.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Factory Holding Corp                   | Fox Factory Holding Corp                   | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     33622 | NS      | $3567294.20   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Nu Skin Enterprises Inc                    | Nu Skin Enterprises Inc                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      7190 | NS      | $299894.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings Inc                            | Q2 Holdings Inc                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |    199421 | NS      | $5424251.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Upland Software Inc                        | Upland Software Inc                        | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     31473 | NS      | $237306.42    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NuVasive Inc                               | NuVasive Inc                               | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    137374 | NS      | $5335606.16   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Braemar Hotels & Resorts Inc               | Braemar Hotels & Resorts Inc               | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |   2175200 | NS      | $8026488.00   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullinan Oncology Inc                      | Cullinan Oncology Inc                      | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25173 | NS      | $312900.39    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kforce Inc                                 | Kforce Inc                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |    143925 | NS      | $8501649.75   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology Inc                       | Amkor Technology Inc                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    266558 | NS      | $7468955.16   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Seneca Foods Corp                          | Seneca Foods Corp                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57468 | NS      | $3694043.04   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics Inc                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    190819 | NS      | $5508944.53   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerus Corp                                 | Cerus Corp                                 | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    258159 | NS      | $1032636.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                 | Atkore Inc                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |    142964 | NS      | $17463052.60  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                           | Boise Cascade Co                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     71565 | NS      | $5298672.60   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Oyster Point Pharma Inc                    | Oyster Point Pharma Inc                    | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107635 | NS      | $1203359.30   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| GCM Grosvenor Inc                          | GCM Grosvenor Inc                          | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4323 | NS      | $37912.71     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ContextLogic Inc                           | ContextLogic Inc                           | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |   1105792 | NS      | $811319.59    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Everi Holdings Inc                         | Everi Holdings Inc                         | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     29354 | NS      | $490798.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Macerich Co/The                            | Macerich Co/The                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    340921 | NS      | $4329696.70   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Kinnate Biopharma Inc                      | Kinnate Biopharma Inc                      | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |     15283 | NS      | $121041.36    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SmartFinancial Inc                         | SmartFinancial Inc                         | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39803 | NS      | $1193293.94   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| J & J Snack Foods Corp                     | J & J Snack Foods Corp                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6166 | NS      | $1011347.32   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Schrodinger Inc/United States              | Schrodinger Inc/United States              | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39763 | NS      | $715734.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ShiftPixy Inc                              | ShiftPixy Inc                              | CUSIP: 82452L302<br>LEI: 5299000XGQMB6TK04R72 | Long             | EC               | CORP              | US        |      2332 | NS      | $37708.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Roadhouse Inc                        | Texas Roadhouse Inc                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |    230529 | NS      | $22896140.28  | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Covey Co                          | Franklin Covey Co                          | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86312 | NS      | $4484771.52   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| PCB Bancorp                                | PCB Bancorp                                | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      1660 | NS      | $30909.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oscar Health Inc                           | Oscar Health Inc                           | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    732316 | NS      | $2109070.08   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Conduent Inc                               | Conduent Inc                               | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |   1267196 | NS      | $5119471.84   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| SPX Technologies Inc                       | SPX Technologies Inc                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     89113 | NS      | $5961659.70   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     53528 | NS      | $8475088.24   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                 | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     76174 | NS      | $4344203.22   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| LendingClub Corp                           | LendingClub Corp                           | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    328595 | NS      | $3387814.45   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic First Bancorp Inc                 | Republic First Bancorp Inc                 | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1353987 | NS      | $3452666.85   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Roivant Sciences Ltd                       | Roivant Sciences Ltd                       | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |      4029 | NS      | $21595.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Editas Medicine Inc                        | Editas Medicine Inc                        | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |    458598 | NS      | $4861138.80   | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Turning Point Brands Inc                   | Turning Point Brands Inc                   | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |    119787 | NS      | $2637709.74   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| MiMedx Group Inc                           | MiMedx Group Inc                           | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9827 | NS      | $31937.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Monte Rosa Therapeutics Inc                | Monte Rosa Therapeutics Inc                | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $4197.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co                               | SM Energy Co                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    380196 | NS      | $16390249.56  | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Marten Transport Ltd                       | Marten Transport Ltd                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125459 | NS      | $2673531.29   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cushman & Wakefield PLC                    | Cushman & Wakefield PLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163301 | NS      | $1864897.42   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandwidth Inc                              | Bandwidth Inc                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |    190128 | NS      | $4346326.08   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                 | EZCORP Inc                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     88455 | NS      | $886319.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hub Group Inc                              | Hub Group Inc                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    297845 | NS      | $25063656.75  | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Alector Inc                                | Alector Inc                                | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |    432436 | NS      | $3671381.64   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Astra Space Inc                            | Astra Space Inc                            | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187417 | NS      | $92602.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantum-Si Inc                             | Quantum-Si Inc                             | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94983 | NS      | $226059.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Dave & Buster's Entertainment              | Dave & Buster's Entertainment Inc          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     56614 | NS      | $2245311.24   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Beachbody Co Inc/The                       | Beachbody Co Inc/The                       | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33933 | NS      | $23753.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Ambarella Inc                              | Ambarella Inc                              | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |     19521 | NS      | $1448458.20   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| 4D Molecular Therapeutics Inc              | 4D Molecular Therapeutics Inc              | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79572 | NS      | $1923255.24   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| BJ's Restaurants Inc                       | BJ's Restaurants Inc                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |    174787 | NS      | $5607166.96   | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Bumble Inc                                 | Bumble Inc                                 | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13505 | NS      | $328981.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Option Care Health Inc                     | Option Care Health Inc                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    583976 | NS      | $17583517.36  | 0.45%             |  |  |  | No            | 1                  | On Loan: —       |
| Vor BioPharma Inc                          | Vor BioPharma Inc                          | CUSIP: 929033108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2295 | NS      | $10557.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FutureFuel Corp                            | FutureFuel Corp                            | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      6740 | NS      | $59581.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyliion Holdings Corp                      | Hyliion Holdings Corp                      | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    539847 | NS      | $1630337.94   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Portland General Electric Co               | Portland General Electric Co               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    548080 | NS      | $26981978.40  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| FARO Technologies Inc                      | FARO Technologies Inc                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     39572 | NS      | $1183994.24   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Cohen & Steers Inc                         | Cohen & Steers Inc                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     61785 | NS      | $4093256.25   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Curis Inc                                  | Curis Inc                                  | CUSIP: 231269200<br>LEI: 5299000YO6CX4WMFVX06 | Long             | EC               | CORP              | US        |    268175 | NS      | $216390.41    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KBR Inc                                    | KBR Inc                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    221067 | NS      | $11422531.89  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegiant Travel Co                        | Allegiant Travel Co                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     24197 | NS      | $1998914.17   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Bancorp Inc                          | Unity Bancorp Inc                          | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      1563 | NS      | $44561.13     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accolade Inc                               | Accolade Inc                               | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |     60801 | NS      | $536872.83    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                    | V2X Inc                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50938 | NS      | $2058404.58   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Tennant Co                                 | Tennant Co                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     17383 | NS      | $1104341.99   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sorrento Therapeutics Inc                  | Sorrento Therapeutics Inc                  | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |   3037646 | NS      | $3948939.80   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| FibroGen Inc                               | FibroGen Inc                               | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |    178094 | NS      | $2559210.78   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Veracyte Inc                               | Veracyte Inc                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |    202750 | NS      | $5624285.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Yext Inc                                   | Yext Inc                                   | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    818624 | NS      | $4363265.92   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesarstone Ltd                            | Caesarstone Ltd                            | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |     35287 | NS      | $221249.49    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Workiva Inc                                | Workiva Inc                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |    123537 | NS      | $9952140.72   | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| ThredUp Inc                                | ThredUp Inc                                | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |     56613 | NS      | $70766.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| HarborOne Bancorp Inc                      | HarborOne Bancorp Inc                      | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     30376 | NS      | $444400.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenhill & Co Inc                         | Greenhill & Co Inc                         | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |      4987 | NS      | $46678.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Wire Corp                           | Encore Wire Corp                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7226 | NS      | $1055790.86   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Privia Health Group Inc                    | Privia Health Group Inc                    | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59079 | NS      | $1413760.47   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Lulu's Fashion Lounge Holdings             | Lulu's Fashion Lounge Holdings Inc         | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $627.55       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Energy Services Reuni             | National Energy Services Reunited Corp     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5190 | NS      | $33164.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Appfolio Inc                               | Appfolio Inc                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |     35477 | NS      | $4047570.93   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Washington Trust Bancorp Inc               | Washington Trust Bancorp Inc               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     58519 | NS      | $2911905.44   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    190702 | NS      | $4468147.86   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| NextGen Healthcare Inc                     | NextGen Healthcare Inc                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59936 | NS      | $1246668.80   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| eXp World Holdings Inc                     | eXp World Holdings Inc                     | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     41162 | NS      | $537987.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO | BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  28955681 | NS      | $28955681.35  | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                      | Jackson Financial Inc                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    116200 | NS      | $4340070.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International Inc              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    697675 | NS      | $10597683.25  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Beyondspring Inc                           | Beyondspring Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9468 | NS      | $5491.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Univest Financial Corp                     | Univest Financial Corp                     | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |    113676 | NS      | $3206799.96   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Big Lots Inc                               | Big Lots Inc                               | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55318 | NS      | $1078701.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings             | Clear Channel Outdoor Holdings Inc         | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16796 | NS      | $18979.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products Inc                | Standard Motor Products Inc                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     15984 | NS      | $613945.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Riverview Bancorp Inc                      | Riverview Bancorp Inc                      | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    229609 | NS      | $1742732.31   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| 2seventy bio Inc                           | 2seventy bio Inc                           | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39311 | NS      | $616003.37    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises Inc                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    607434 | NS      | $31301074.02  | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce Inc                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     43016 | NS      | $6119456.16   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| UroGen Pharma Ltd                          | UroGen Pharma Ltd                          | CUSIP: 000000000<br>LEI: 549300C0YCX7CG2G5D50 | Long             | EC               | CORP              | US        |     77081 | NS      | $660584.17    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Berkeley Lights Inc                        | Berkeley Lights Inc                        | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |    292963 | NS      | $861311.22    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Arconic Corp                               | Arconic Corp                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      2060 | NS      | $49089.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SandRidge Energy Inc                       | SandRidge Energy Inc                       | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     45094 | NS      | $919917.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Macy's Inc                                 | Macy's Inc                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    166754 | NS      | $3918719.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Intapp Inc                                 | Intapp Inc                                 | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $7903.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulcrum Therapeutics Inc                   | Fulcrum Therapeutics Inc                   | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39505 | NS      | $270609.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherus Biosciences Inc                    | Coherus Biosciences Inc                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    567899 | NS      | $3895787.14   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Singular Genomics Systems Inc              | Singular Genomics Systems Inc              | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130459 | NS      | $266136.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Repay Holdings Corp                        | Repay Holdings Corp                        | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86708 | NS      | $768232.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PROS Holdings Inc                          | PROS Holdings Inc                          | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |    184387 | NS      | $4392098.34   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Poseida Therapeutics Inc                   | Poseida Therapeutics Inc                   | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |    157250 | NS      | $717060.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Mercury General Corp                       | Mercury General Corp                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |    279003 | NS      | $10122228.84  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| MYR Group Inc                              | MYR Group Inc                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     56633 | NS      | $5410150.49   | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| DigitalBridge Group Inc                    | DigitalBridge Group Inc                    | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    130074 | NS      | $1876967.82   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Financial Institutions Inc                 | Financial Institutions Inc                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40108 | NS      | $1015534.56   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Halozyme Therapeutics Inc                  | Halozyme Therapeutics Inc                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    116107 | NS      | $6648286.82   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Cenntro Electric Group Ltd                 | Cenntro Electric Group Ltd                 | CUSIP: 000000000<br>LEI: 549300UDHPKCYMMCEM56 | Long             | EC               | CORP              | US        |      7710 | NS      | $4811.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Everbridge Inc                             | Everbridge Inc                             | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     10248 | NS      | $334494.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Office Properties Income Trust             | Office Properties Income Trust             | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23226 | NS      | $355125.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HomeTrust Bancshares Inc                   | HomeTrust Bancshares Inc                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53811 | NS      | $1377561.60   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial C             | First Commonwealth Financial Corp          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     70246 | NS      | $1034021.12   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Zentalis Pharmaceuticals Inc               | Zentalis Pharmaceuticals Inc               | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31068 | NS      | $687224.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| CareMax Inc                                | CareMax Inc                                | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4252 | NS      | $16837.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Townsquare Media Inc                       | Townsquare Media Inc                       | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |      2943 | NS      | $21866.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zuora Inc                                  | Zuora Inc                                  | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |    164354 | NS      | $1262238.72   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Humacyte Inc                               | Humacyte Inc                               | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       979 | NS      | $3054.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kratos Defense & Security Solu             | Kratos Defense & Security Solutions Inc    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    197378 | NS      | $1879038.56   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp                          | Chord Energy Corp                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |    100168 | NS      | $15278625.04  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics Inc                           | Cytokinetics Inc                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     42473 | NS      | $1805102.50   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| PC Connection Inc                          | PC Connection Inc                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |    185200 | NS      | $10287860.00  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                               | Cadence Bank                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    213672 | NS      | $6162300.48   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Herbalife Nutrition Ltd                    | Herbalife Nutrition Ltd                    | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |    539550 | NS      | $9452916.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Ocular Therapeutix Inc                     | Ocular Therapeutix Inc                     | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |      8370 | NS      | $24858.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EastGroup Properties Inc                   | EastGroup Properties Inc                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      3341 | NS      | $518656.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Lindsay Corp                               | Lindsay Corp                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       654 | NS      | $115424.46    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 2U Inc                                     | 2U Inc                                     | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     20566 | NS      | $165144.98    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seres Therapeutics Inc                     | Seres Therapeutics Inc                     | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |    199594 | NS      | $1297361.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hawaiian Holdings Inc                      | Hawaiian Holdings Inc                      | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      1126 | NS      | $15651.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EMCOR Group Inc                            | EMCOR Group Inc                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |    239254 | NS      | $37060444.60  | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Premier Financial Corp                     | Premier Financial Corp                     | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283591 | NS      | $8275185.38   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Simply Good Foods Co/The                   | Simply Good Foods Co/The                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257638 | NS      | $10279756.20  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Capstar Financial Holdings Inc             | Capstar Financial Holdings Inc             | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100517 | NS      | $1799254.30   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| iTeos Therapeutics Inc                     | iTeos Therapeutics Inc                     | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55571 | NS      | $1119755.65   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AbCellera Biologics Inc                    | AbCellera Biologics Inc                    | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |    587046 | NS      | $7555282.02   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Northwest Inc              | First Financial Northwest Inc              | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |    124656 | NS      | $1892278.08   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics Inc                       | PTC Therapeutics Inc                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |    225182 | NS      | $9342801.18   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Foghorn Therapeutics Inc                   | Foghorn Therapeutics Inc                   | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $4056.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chico's FAS Inc                            | Chico's FAS Inc                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    629919 | NS      | $3697624.53   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Arvinas Inc                                | Arvinas Inc                                | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73130 | NS      | $3001255.20   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| RMR Group Inc/The                          | RMR Group Inc/The                          | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |    197906 | NS      | $5721462.46   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper-Standard Holdings Inc               | Cooper-Standard Holdings Inc               | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     80892 | NS      | $571906.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Innospec Inc                               | Innospec Inc                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     45018 | NS      | $4992046.02   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| JELD-WEN Holding Inc                       | JELD-WEN Holding Inc                       | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    208424 | NS      | $2155104.16   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     30505 | NS      | $6003078.95   | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Southern Missouri Bancorp Inc              | Southern Missouri Bancorp Inc              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       779 | NS      | $40398.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Lovesac Co/The                             | Lovesac Co/The                             | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9748 | NS      | $253935.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillard's Inc                              | Dillard's Inc                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |     10173 | NS      | $3659228.10   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Cellular Corp                | United States Cellular Corp                | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     34008 | NS      | $723010.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Western New England Bancorp In             | Western New England Bancorp Inc            | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      4196 | NS      | $41708.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Itron Inc                                  | Itron Inc                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     16653 | NS      | $885606.54    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federated Hermes Inc                       | Federated Hermes Inc                       | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     10459 | NS      | $397023.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jounce Therapeutics Inc                    | Jounce Therapeutics Inc                    | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |      2088 | NS      | $1837.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     15876 | NS      | $651709.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Revance Therapeutics Inc                   | Revance Therapeutics Inc                   | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |    268904 | NS      | $5837905.84   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprout Social Inc                          | Sprout Social Inc                          | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135546 | NS      | $8037877.80   | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Denbury Inc                                | Denbury Inc                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     54659 | NS      | $4906191.84   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Duck Creek Technologies Inc                | Duck Creek Technologies Inc                | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12059 | NS      | $134940.21    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eGain Corp                                 | eGain Corp                                 | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1996 | NS      | $17564.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Overstock.com Inc                          | Overstock.com Inc                          | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |    451263 | NS      | $12012621.06  | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| Hersha Hospitality Trust                   | Hersha Hospitality Trust                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     56326 | NS      | $542419.38    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corp                               | Visteon Corp                               | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |    146324 | NS      | $21480363.20  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares Inc               | Texas Capital Bancshares Inc               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     19323 | NS      | $1159186.77   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Quanterix Corp                             | Quanterix Corp                             | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34687 | NS      | $461337.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    561950 | NS      | $12098783.50  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     77815 | NS      | $2687730.10   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NeoGenomics Inc                            | NeoGenomics Inc                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    322178 | NS      | $3611615.38   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritex Holdings Inc                       | Veritex Holdings Inc                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     70741 | NS      | $2310401.06   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    330588 | NS      | $21848560.92  | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| PagerDuty Inc                              | PagerDuty Inc                              | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |    587356 | NS      | $13062797.44  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Trean Insurance Group Inc                  | Trean Insurance Group Inc                  | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16043 | NS      | $44278.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iRobot Corp                                | iRobot Corp                                | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     42396 | NS      | $2208407.64   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Patrick Industries Inc                     | Patrick Industries Inc                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     60245 | NS      | $3369502.85   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Accuray Inc                                | Accuray Inc                                | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |    366982 | NS      | $752313.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SpringWorks Therapeutics Inc               | SpringWorks Therapeutics Inc               | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79254 | NS      | $1916361.72   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharecare Inc                              | Sharecare Inc                              | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71693 | NS      | $136933.63    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil States International Inc               | Oil States International Inc               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    329732 | NS      | $2225691.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN                    | Old National Bancorp/IN                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    364451 | NS      | $6964658.61   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Aveanna Healthcare Holdings In             | Aveanna Healthcare Holdings Inc            | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142707 | NS      | $96826.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hippo Holdings Inc                         | Hippo Holdings Inc                         | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18375 | NS      | $274338.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Sciences Inc                        | Kodiak Sciences Inc                        | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |    469764 | NS      | $3466858.32   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     41547 | NS      | $3398544.60   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| International Game Technology              | International Game Technology PLC          | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |    728859 | NS      | $17886199.86  | 0.46%             |  |  |  | No            | 1                  | On Loan: —       |
| Moelis & Co                                | Moelis & Co                                | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |    214898 | NS      | $9287891.56   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| EngageSmart Inc                            | EngageSmart Inc                            | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199365 | NS      | $3383224.05   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Arcturus Therapeutics Holdings             | Arcturus Therapeutics Holdings Inc         | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74300 | NS      | $1370092.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Enstar Group Ltd                           | Enstar Group Ltd                           | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      9181 | NS      | $2001366.19   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Lending Corp                          | Open Lending Corp                          | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    349960 | NS      | $2474217.20   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    284837 | NS      | $11128581.59  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems Inc                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    220132 | NS      | $15849504.00  | 0.40%             |  |  |  | No            | 1                  | On Loan: —       |
| Silk Road Medical Inc                      | Silk Road Medical Inc                      | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     52234 | NS      | $2781460.50   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Agenus Inc                                 | Agenus Inc                                 | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |    845932 | NS      | $2284016.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Travere Therapeutics Inc                   | Travere Therapeutics Inc                   | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99829 | NS      | $2009557.77   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Shattuck Labs Inc                          | Shattuck Labs Inc                          | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4414 | NS      | $10019.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASGN Inc                                   | ASGN Inc                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    116478 | NS      | $10552906.80  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Biosciences of Califor             | Pacific Biosciences of California Inc      | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    327703 | NS      | $3522807.25   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| NETGEAR Inc                                | NETGEAR Inc                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |    189474 | NS      | $3738322.02   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    182515 | NS      | $2956743.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Evolent Health Inc                         | Evolent Health Inc                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    607714 | NS      | $17496086.06  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| iRhythm Technologies Inc                   | iRhythm Technologies Inc                   | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      5936 | NS      | $647320.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Concrete Pumping Holdings Inc              | Concrete Pumping Holdings Inc              | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18732 | NS      | $132247.92    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Andersons Inc/The                          | Andersons Inc/The                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    160718 | NS      | $6187643.00   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Vir Biotechnology Inc                      | Vir Biotechnology Inc                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    323244 | NS      | $9121945.68   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW YORK STOCK EXCHANGE                    | ZAGG INC CVR                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | CORP              | US        |    122846 | NS      | $11056.14     | 0.00%             |  |  |  | No            | 3                  | On Loan: —       |
| Universal Insurance Holdings I             | Universal Insurance Holdings Inc           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     12140 | NS      | $133418.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.           | CME E-mini Russell 2000 Index              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       419 | NC      | $648676.99    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                | Ovintiv Inc                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    336256 | NS      | $18749634.56  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| RLJ Lodging Trust                          | RLJ Lodging Trust                          | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    260659 | NS      | $3159187.08   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| iHeartMedia Inc                            | iHeartMedia Inc                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116451 | NS      | $936266.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NOW Inc                                    | NOW Inc                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     70692 | NS      | $882236.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Noble Corp PLC                             | Noble Corp PLC                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |    161377 | NS      | $5991928.01   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Outfront Media Inc                         | Outfront Media Inc                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |   2476344 | NS      | $45292331.76  | 1.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Aclaris Therapeutics Inc                   | Aclaris Therapeutics Inc                   | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |    141978 | NS      | $2160905.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Taysha Gene Therapies Inc                  | Taysha Gene Therapies Inc                  | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15649 | NS      | $34584.29     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OneSpaWorld Holdings Ltd                   | OneSpaWorld Holdings Ltd                   | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |    172308 | NS      | $1717910.76   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Resolute Forest Products Inc               | Resolute Forest Products Inc               | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     73273 | NS      | $1546060.30   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Perficient Inc                             | Perficient Inc                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     38616 | NS      | $2743666.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    987587 | NS      | $17727186.65  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| ImmunoGen Inc                              | ImmunoGen Inc                              | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     51272 | NS      | $266101.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| G1 Therapeutics Inc                        | G1 Therapeutics Inc                        | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |    185389 | NS      | $1104918.44   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Allscripts Healthcare Solution             | Allscripts Healthcare Solutions Inc        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    932895 | NS      | $17669031.30  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Esperion Therapeutics Inc                  | Esperion Therapeutics Inc                  | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |    260662 | NS      | $1746435.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Comfort Systems USA Inc                    | Comfort Systems USA Inc                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1131 | NS      | $143365.56    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IDT Corp                                   | IDT Corp                                   | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     24443 | NS      | $683181.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KnowBe4 Inc                                | KnowBe4 Inc                                | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46757 | NS      | $1154430.33   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| 89bio Inc                                  | 89bio Inc                                  | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198995 | NS      | $1591960.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloom Energy Corp                          | Bloom Energy Corp                          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |    487982 | NS      | $10389136.78  | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Great Ajax Corp                            | Great Ajax Corp                            | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |    175776 | NS      | $1371052.80   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Standex International Corp                 | Standex International Corp                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     11669 | NS      | $1225828.45   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Werner Enterprises Inc                     | Werner Enterprises Inc                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    205947 | NS      | $9057549.06   | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Hancock Whitney Corp                       | Hancock Whitney Corp                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    758427 | NS      | $41592136.68  | 1.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Denali Therapeutics Inc                    | Denali Therapeutics Inc                    | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |    328789 | NS      | $10491656.99  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Entravision Communications Cor             | Entravision Communications Corp            | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |    328128 | NS      | $1824391.68   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmer Mac                                 | Federal Agricultural Mortgage Corp         | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |    237853 | NS      | $29933800.05  | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Primo Water Corp                           | Primo Water Corp                           | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1411443 | NS      | $22089082.95  | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Bancshares Inc                      | Equity Bancshares Inc                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      4254 | NS      | $155526.24    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Phathom Pharmaceuticals Inc                | Phathom Pharmaceuticals Inc                | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15354 | NS      | $153232.92    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Barrett Business Services Inc              | Barrett Business Services Inc              | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      2690 | NS      | $264507.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     25983 | NS      | $617615.91    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     52313 | NS      | $2430985.11   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Avita Medical Inc                          | Avita Medical Inc                          | CUSIP: 05380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1282 | NS      | $8525.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholar Rock Holding Corp                  | Scholar Rock Holding Corp                  | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |     93376 | NS      | $725531.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| RLI Corp                                   | RLI Corp                                   | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     85980 | NS      | $11183418.60  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group Inc               | Covenant Logistics Group Inc               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146927 | NS      | $5640527.53   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Icosavax Inc                               | Icosavax Inc                               | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5278 | NS      | $17628.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners Inc             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     27759 | NS      | $5383580.46   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                  | Liberty Latin America Ltd                  | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     23638 | NS      | $182958.12    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Box Inc                                    | Box Inc                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    734940 | NS      | $20174103.00  | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| 1Life Healthcare Inc                       | 1Life Healthcare Inc                       | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    285356 | NS      | $4848198.44   | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Xeris Biopharma Holdings Inc               | Xeris Biopharma Holdings Inc               | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204564 | NS      | $306846.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| CSG Systems International Inc              | CSG Systems International Inc              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |    252196 | NS      | $15595800.64  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Bankwell Financial Group Inc               | Bankwell Financial Group Inc               | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1148 | NS      | $33969.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SomaLogic Inc                              | SomaLogic Inc                              | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |     12452 | NS      | $34865.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Momentive Global Inc                       | Momentive Global Inc                       | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |    292022 | NS      | $2315734.46   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Novagold Resources Inc                     | Novagold Resources Inc                     | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |    634666 | NS      | $3662022.82   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| PROG Holdings Inc                          | PROG Holdings Inc                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    187241 | NS      | $3686775.29   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Corporate Office Properties Tr             | Corporate Office Properties Trust          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    388486 | NS      | $10788256.22  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                             | Astronics Corp                             | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     87253 | NS      | $732925.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiesta Restaurant Group Inc                | Fiesta Restaurant Group Inc                | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       710 | NS      | $4629.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wingstop Inc                               | Wingstop Inc                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     92156 | NS      | $15252739.56  | 0.39%             |  |  |  | No            | 1                  | On Loan: —       |
| Cerence Inc                                | Cerence Inc                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     19462 | NS      | $399165.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| 1-800-Flowers.com Inc                      | 1-800-Flowers.com Inc                      | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    434722 | NS      | $3677748.12   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SkyWest Inc                                | SkyWest Inc                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      9446 | NS      | $174278.70    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Empire State Realty Trust Inc              | Empire State Realty Trust Inc              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      7243 | NS      | $55843.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintrust Financial Corp                    | Wintrust Financial Corp                    | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     27974 | NS      | $2557662.82   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Health Catalyst Inc                        | Health Catalyst Inc                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    232246 | NS      | $2433938.08   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Watts Water Technologies Inc               | Watts Water Technologies Inc               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |    211277 | NS      | $33476840.65  | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| GMS Inc                                    | GMS Inc                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    113689 | NS      | $5582129.90   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambac Financial Group Inc                  | Ambac Financial Group Inc                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    128086 | NS      | $2082678.36   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Inc                                    | ATI Inc                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     27298 | NS      | $832861.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| FRP Holdings Inc                           | FRP Holdings Inc                           | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33158 | NS      | $2019322.20   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Noodles & Co                               | Noodles & Co                               | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |      1561 | NS      | $8601.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc                        | Titan Machinery Inc                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      1462 | NS      | $64371.86     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Silica Holdings Inc                     | US Silica Holdings Inc                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    242945 | NS      | $3180150.05   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumo Logic Inc                             | Sumo Logic Inc                             | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |    425676 | NS      | $3235137.60   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| GAN Ltd                                    | GAN Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11110 | NS      | $14887.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     74653 | NS      | $631564.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Impinj Inc                                 | Impinj Inc                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      1808 | NS      | $230610.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Endo International PLC                     | Endo International PLC                     | CUSIP: 000000000<br>LEI: 5493007TBMWZWGZIB256 | Long             | EC               | CORP              | IE        |    724513 | NS      | $67234.81     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| elf Beauty Inc                             | elf Beauty Inc                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    243736 | NS      | $13395730.56  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Diversified Healthcare Trust               | Diversified Healthcare Trust               | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22142 | NS      | $21920.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vital Farms Inc                            | Vital Farms Inc                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |    416220 | NS      | $5939459.40   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| OSI Systems Inc                            | OSI Systems Inc                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |    171876 | NS      | $15207588.48  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                              | Synaptics Inc                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     99127 | NS      | $10504488.19  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CareDx Inc                                 | CareDx Inc                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     43111 | NS      | $558287.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ScanSource Inc                             | ScanSource Inc                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    154793 | NS      | $4622118.98   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexpoint Real Estate Finance I             | Nexpoint Real Estate Finance Inc           | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5826 | NS      | $109936.62    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REGENXBIO Inc                              | REGENXBIO Inc                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     91701 | NS      | $2191653.90   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Xencor Inc                                 | Xencor Inc                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     31714 | NS      | $942540.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tarsus Pharmaceuticals Inc                 | Tarsus Pharmaceuticals Inc                 | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12872 | NS      | $216378.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Water Products Inc                 | Mueller Water Products Inc                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      5318 | NS      | $62007.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marqeta Inc                                | Marqeta Inc                                | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1204171 | NS      | $8055903.99   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Olympic Steel Inc                          | Olympic Steel Inc                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     38269 | NS      | $1342859.21   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     82271 | NS      | $10176922.70  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Parsons Corp                               | Parsons Corp                               | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |    149383 | NS      | $7394458.50   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Petroleum Corp                   | Evolution Petroleum Corp                   | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |    226623 | NS      | $1638484.29   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp                     | Oportun Financial Corp                     | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      6353 | NS      | $35195.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellium SE                             | Constellium SE                             | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |    667722 | NS      | $8313138.90   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Steelcase Inc                              | Steelcase Inc                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    551973 | NS      | $4377145.89   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Harpoon Therapeutics Inc                   | Harpoon Therapeutics Inc                   | CUSIP: 41358P106<br>LEI: 549300VFZL0TEVXILA36 | Long             | EC               | CORP              | US        |    176944 | NS      | $121224.33    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Towne Bank/Portsmouth VA                   | Towne Bank/Portsmouth VA                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |    213716 | NS      | $6903026.80   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Kymera Therapeutics Inc                    | Kymera Therapeutics Inc                    | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124118 | NS      | $3596939.64   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    273416 | NS      | $1889304.56   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgebio Pharma Inc                       | Bridgebio Pharma Inc                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |    451359 | NS      | $4229233.83   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Allakos Inc                                | Allakos Inc                                | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |    223411 | NS      | $1843140.75   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group Inc                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    108096 | NS      | $2538094.08   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Materials Inc                       | Summit Materials Inc                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    278058 | NS      | $8422376.82   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ePlus Inc                                  | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |    235833 | NS      | $11711466.78  | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueCar Inc                                | TrueCar Inc                                | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |    239959 | NS      | $597497.91    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueBlue Inc                               | TrueBlue Inc                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8107 | NS      | $174949.06    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp/IN                    | First Financial Corp/IN                    | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75287 | NS      | $3619046.09   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookdale Senior Living Inc                | Brookdale Senior Living Inc                | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    288603 | NS      | $909099.45    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TimkenSteel Corp                           | TimkenSteel Corp                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    135329 | NS      | $2530652.30   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MDC Holdings Inc                           | MDC Holdings Inc                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    322073 | NS      | $10444827.39  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Haemonetics Corp                           | Haemonetics Corp                           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     20490 | NS      | $1748001.90   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc               | National Vision Holdings Inc               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     45869 | NS      | $1855859.74   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Mayville Engineering Co Inc                | Mayville Engineering Co Inc                | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7786 | NS      | $99505.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy Inc                             | PBF Energy Inc                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    318062 | NS      | $12649325.74  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                               | LivaNova PLC                               | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     75048 | NS      | $4155407.76   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     30610 | NS      | $1618656.80   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Allovir Inc                                | Allovir Inc                                | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20066 | NS      | $150695.66    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Backblaze Inc                              | Backblaze Inc                              | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3087 | NS      | $13798.89     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Harmony Biosciences Holdings I             | Harmony Biosciences Holdings Inc           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67602 | NS      | $4040571.54   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Lexicon Pharmaceuticals Inc                | Lexicon Pharmaceuticals Inc                | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11193 | NS      | $23953.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dyne Therapeutics Inc                      | Dyne Therapeutics Inc                      | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89958 | NS      | $1052508.60   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Olema Pharmaceuticals Inc                  | Olema Pharmaceuticals Inc                  | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164003 | NS      | $470688.61    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| RPT Realty                                 | RPT Realty                                 | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |    209890 | NS      | $2350768.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Seer Inc                                   | Seer Inc                                   | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69537 | NS      | $449209.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135545 | NS      | $2499449.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Praxis Precision Medicines Inc             | Praxis Precision Medicines Inc             | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5607 | NS      | $12391.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Radian Group Inc                           | Radian Group Inc                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    462809 | NS      | $9057172.13   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |    202290 | NS      | $10640454.00  | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Twist Bioscience Corp                      | Twist Bioscience Corp                      | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |    151976 | NS      | $4156543.60   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| NexTier Oilfield Solutions Inc             | NexTier Oilfield Solutions Inc             | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    328619 | NS      | $3348627.61   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunnova Energy International I             | Sunnova Energy International Inc           | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |    254476 | NS      | $5809687.08   | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Beam Therapeutics Inc                      | Beam Therapeutics Inc                      | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110349 | NS      | $5097020.31   | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Myriad Genetics Inc                        | Myriad Genetics Inc                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    130722 | NS      | $2648427.72   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare I             | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137494 | NS      | $8450381.24   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| 1st Source Corp                            | 1st Source Corp                            | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22259 | NS      | $1270988.90   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Nuvation Bio Inc                           | Nuvation Bio Inc                           | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156901 | NS      | $299680.91    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nektar Therapeutics                        | Nektar Therapeutics                        | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |   1149389 | NS      | $3218289.20   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cogent Communications Holdings             | Cogent Communications Holdings Inc         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17129 | NS      | $994338.45    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Corp                                | Teekay Corp                                | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     84941 | NS      | $377987.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     35739 | NS      | $6909778.26   | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| SiteOne Landscape Supply Inc               | SiteOne Landscape Supply Inc               | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     90022 | NS      | $11300461.66  | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| Alignment Healthcare Inc                   | Alignment Healthcare Inc                   | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83916 | NS      | $1116082.80   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LeMaitre Vascular Inc                      | LeMaitre Vascular Inc                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     55806 | NS      | $2614511.10   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    188857 | NS      | $11006585.96  | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| USANA Health Sciences Inc                  | USANA Health Sciences Inc                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     24171 | NS      | $1330371.84   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Surface Oncology Inc                       | Surface Oncology Inc                       | CUSIP: 86877M209<br>LEI: 549300FCSG6MNIMFH738 | Long             | EC               | CORP              | US        |     58721 | NS      | $54023.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newpark Resources Inc                      | Newpark Resources Inc                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      2233 | NS      | $8954.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Bancorp Inc/KY                    | Republic Bancorp Inc/KY                    | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35023 | NS      | $1543463.61   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| South Plains Financial Inc                 | South Plains Financial Inc                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     77229 | NS      | $2391009.84   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Goosehead Insurance Inc                    | Goosehead Insurance Inc                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     39777 | NS      | $1615343.97   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kura Oncology Inc                          | Kura Oncology Inc                          | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     68382 | NS      | $1078384.14   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust Inc                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    263170 | NS      | $7708249.30   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Codexis Inc                                | Codexis Inc                                | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    312643 | NS      | $1710157.21   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Foot Locker Inc                            | Foot Locker Inc                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    203939 | NS      | $8116772.20   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Resources Inc                     | Comstock Resources Inc                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     45670 | NS      | $838044.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Emergent BioSolutions Inc                  | Emergent BioSolutions Inc                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    287340 | NS      | $3534282.00   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Federal Inc                     | Washington Federal Inc                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81705 | NS      | $2881735.35   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardmore Shipping Corp                      | Ardmore Shipping Corp                      | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | IE        |    320391 | NS      | $4831496.28   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Modine Manufacturing Co                    | Modine Manufacturing Co                    | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |    182259 | NS      | $3858423.03   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Installed Building Products In             | Installed Building Products Inc            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     15950 | NS      | $1354633.50   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Partners Inc                       | Surgery Partners Inc                       | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     11468 | NS      | $324659.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lancaster Colony Corp                      | Lancaster Colony Corp                      | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     16404 | NS      | $3397924.56   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Paysafe Ltd                                | Paysafe Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    507837 | NS      | $721128.54    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11812 | NS      | $549376.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brigham Minerals Inc                       | Brigham Minerals Inc                       | CUSIP: 10918L103<br>LEI: 549300IQ6JCXW59RO175 | Long             | EC               | CORP              | US        |     10255 | NS      | $363334.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ALX Oncology Holdings Inc                  | ALX Oncology Holdings Inc                  | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13822 | NS      | $153424.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties I             | Ryman Hospitality Properties Inc           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     38990 | NS      | $3568754.70   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Aaron's Co Inc/The                         | Aaron's Co Inc/The                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161312 | NS      | $1966393.28   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordic American Tankers Ltd                | Nordic American Tankers Ltd                | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | NO        |    574678 | NS      | $2080334.36   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hain Celestial Group Inc/The               | Hain Celestial Group Inc/The               | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    311575 | NS      | $5838915.50   | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| C3.ai Inc                                  | C3.ai Inc                                  | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |    202543 | NS      | $2635084.43   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Diamond Offshore Drilling Inc              | Diamond Offshore Drilling Inc              | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |    148106 | NS      | $1417374.42   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| First Industrial Realty Trust              | First Industrial Realty Trust Inc          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138937 | NS      | $7023265.35   | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| CONTINGENT VALUE RIGHT                     | CONTINGENT VALUE RIGHT                     | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | CORP              | US        |     73745 | NS      | $45721.90     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Iridium Communications Inc                 | Iridium Communications Inc                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    406396 | NS      | $21579627.60  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd                           | Essent Group Ltd                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |   1160836 | NS      | $46537915.24  | 1.18%             |  |  |  | No            | 1                  | On Loan: No      |
| WESCO International Inc                    | WESCO International Inc                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     71349 | NS      | $9198313.08   | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Semtech Corp                               | Semtech Corp                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    581644 | NS      | $17879736.56  | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| OPKO Health Inc                            | OPKO Health Inc                            | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    766234 | NS      | $1149351.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Spirit Airlines Inc                        | Spirit Airlines Inc                        | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |    172005 | NS      | $3734228.55   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| CryoPort Inc                               | CryoPort Inc                               | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     14269 | NS      | $281812.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vimeo Inc                                  | Vimeo Inc                                  | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |   1107473 | NS      | $4739984.44   | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| TCR2 Therapeutics Inc                      | TCR2 Therapeutics Inc                      | CUSIP: 87808K106<br>LEI: 5493007TR1ORJAZ8YK34 | Long             | EC               | CORP              | US        |      2520 | NS      | $3351.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercantile Bank Corp                       | Mercantile Bank Corp                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     58745 | NS      | $2044913.45   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardlytics Inc                             | Cardlytics Inc                             | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |    142605 | NS      | $640296.45    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |    110824 | NS      | $3300338.72   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| H&E Equipment Services Inc                 | H&E Equipment Services Inc                 | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     58408 | NS      | $2449047.44   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Bancorp Inc                         | Origin Bancorp Inc                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |    115279 | NS      | $4717216.68   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashford Hospitality Trust Inc              | Ashford Hospitality Trust Inc              | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74574 | NS      | $485476.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Well Corp                         | American Well Corp                         | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1021571 | NS      | $3728734.15   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| BankFinancial Corp                         | BankFinancial Corp                         | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47619 | NS      | $469523.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Argo Group International Holdi             | Argo Group International Holdings Ltd      | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      5508 | NS      | $149707.44    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Consolidated Inc                 | Coca-Cola Consolidated Inc                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      9129 | NS      | $4489642.20   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Albireo Pharma Inc                         | Albireo Pharma Inc                         | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |     24967 | NS      | $551271.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mission Produce Inc                        | Mission Produce Inc                        | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     43594 | NS      | $692708.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifecore Biomedical Inc                    | Lifecore Biomedical Inc                    | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |       905 | NS      | $7701.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Donegal Group Inc                          | Donegal Group Inc                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113705 | NS      | $1690793.35   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Stoke Therapeutics Inc                     | Stoke Therapeutics Inc                     | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      5763 | NS      | $43453.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Bankshares Inc             | First Community Bankshares Inc             | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68993 | NS      | $2549291.35   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer Inc                   | Super Micro Computer Inc                   | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |    143570 | NS      | $12954321.10  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Financial Group Inc                 | Summit Financial Group Inc                 | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16031 | NS      | $454639.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    264078 | NS      | $5189132.70   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                 | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    217775 | NS      | $13885334.00  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| McGrath RentCorp                           | McGrath RentCorp                           | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     37445 | NS      | $3674103.40   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| EW Scripps Co/The                          | EW Scripps Co/The                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    231270 | NS      | $3464424.60   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                       | Chart Industries Inc                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     12468 | NS      | $1782799.32   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sana Biotechnology Inc                     | Sana Biotechnology Inc                     | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35105 | NS      | $175173.95    | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Atara Biotherapeutics Inc                  | Atara Biotherapeutics Inc                  | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |    419778 | NS      | $1901594.34   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| International Money Express In             | International Money Express Inc            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26049 | NS      | $565784.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Enterprises Inc                    | Insight Enterprises Inc                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    109653 | NS      | $11394043.23  | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| Mid Penn Bancorp Inc                       | Mid Penn Bancorp Inc                       | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99877 | NS      | $3295941.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Manitowoc Co Inc/The                       | Manitowoc Co Inc/The                       | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |    433151 | NS      | $4253542.82   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Sangamo Therapeutics Inc                   | Sangamo Therapeutics Inc                   | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |   1299078 | NS      | $4754625.48   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ACCO Brands Corp                           | ACCO Brands Corp                           | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    816427 | NS      | $4547498.39   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Deciphera Pharmaceuticals Inc              | Deciphera Pharmaceuticals Inc              | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |    481650 | NS      | $7663051.50   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Inozyme Pharma Inc                         | Inozyme Pharma Inc                         | CUSIP: 45790W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148806 | NS      | $215768.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    263982 | NS      | $11301069.42  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Integral Ad Science Holding Co             | Integral Ad Science Holding Corp           | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8854 | NS      | $88097.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atea Pharmaceuticals Inc                   | Atea Pharmaceuticals Inc                   | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    572549 | NS      | $2685254.81   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hooker Furnishings Corp                    | Hooker Furnishings Corp                    | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33057 | NS      | $562299.57    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stifel Financial Corp                      | Stifel Financial Corp                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    260663 | NS      | $16747597.75  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Eros Media World PLC                       | Eros Media World PLC                       | CUSIP: 000000000<br>LEI: 254900397NMORQEIZA86 | Long             | EC               | CORP              | US        |     23977 | NS      | $5994.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercept Pharmaceuticals Inc              | Intercept Pharmaceuticals Inc              | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |    242281 | NS      | $3612409.71   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Piedmont Office Realty Trust I             | Piedmont Office Realty Trust Inc           | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6131 | NS      | $63823.71     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Belden Inc                                 | Belden Inc                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7852 | NS      | $631614.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aerojet Rocketdyne Holdings In             | Aerojet Rocketdyne Holdings Inc            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     80032 | NS      | $4161664.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                   | Broadstone Net Lease Inc                   | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     98710 | NS      | $1675108.70   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ARS Pharmaceuticals Inc                    | ARS Pharmaceuticals Inc                    | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18285 | NS      | $113732.70    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Golden Ocean Group Ltd                     | Golden Ocean Group Ltd                     | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | NO        |    340063 | NS      | $2870131.72   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Telesat Corp                               | Telesat Corp                               | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2252 | NS      | $19367.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MONEY MARKET SERIES LLC                    | MONEY MARKET SERIES LLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 112425770 | NS      | $112380799.51 | 2.86%             |  |  |  | No            | N/A                | On Loan: No      |
| Ladder Capital Corp                        | Ladder Capital Corp                        | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    166736 | NS      | $1850769.60   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                   | Regional Management Corp                   | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     92453 | NS      | $2721816.32   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Metropolitan Bank Holding Corp             | Metropolitan Bank Holding Corp             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18830 | NS      | $1196458.20   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LSI Industries Inc                         | LSI Industries Inc                         | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |     73401 | NS      | $871269.87    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services Inc                         | Kelly Services Inc                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152242 | NS      | $2586591.58   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Co                     | Southwestern Energy Co                     | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     88666 | NS      | $613568.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Atrion Corp                                | Atrion Corp                                | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4496 | NS      | $2719180.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| OraSure Technologies Inc                   | OraSure Technologies Inc                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    693906 | NS      | $3497286.24   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| RADIUS HEALTH INC                          | RADIUS HEALTH INC                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | CORP              | US        |     72193 | NS      | $5775.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fluor Corp                                 | Fluor Corp                                 | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     60007 | NS      | $2016835.27   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Encore Capital Group Inc                   | Encore Capital Group Inc                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     65415 | NS      | $3296916.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AssetMark Financial Holdings I             | AssetMark Financial Holdings Inc           | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |    227112 | NS      | $5646004.32   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| BancFirst Corp                             | BancFirst Corp                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     24387 | NS      | $2486010.78   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Frequency Therapeutics Inc                 | Frequency Therapeutics Inc                 | CUSIP: 35803L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    399434 | NS      | $886743.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Collegium Pharmaceutical Inc               | Collegium Pharmaceutical Inc               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     60091 | NS      | $1314190.17   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tanger Factory Outlet Centers              | Tanger Factory Outlet Centers Inc          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     95078 | NS      | $1849267.10   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Malibu Boats Inc                           | Malibu Boats Inc                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42332 | NS      | $2442979.72   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB Financial Corp                         | UMB Financial Corp                         | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     74702 | NS      | $6388515.04   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Microvast Holdings Inc                     | Microvast Holdings Inc                     | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |     87903 | NS      | $192507.57    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AvidXchange Holdings Inc                   | AvidXchange Holdings Inc                   | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    259025 | NS      | $2232795.50   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| California Resources Corp                  | California Resources Corp                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       463 | NS      | $21010.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NeuroPace Inc                              | NeuroPace Inc                              | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       911 | NS      | $1466.71      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Insurance Holdings In             | Heritage Insurance Holdings Inc            | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |    195711 | NS      | $322923.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chegg Inc                                  | Chegg Inc                                  | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    194872 | NS      | $5814980.48   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Delek US Holdings Inc                      | Delek US Holdings Inc                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    207307 | NS      | $6422370.86   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightView Holdings Inc                    | BrightView Holdings Inc                    | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    177144 | NS      | $1220522.16   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Whole Earth Brands Inc                     | Whole Earth Brands Inc                     | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       839 | NS      | $3632.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Co                       | Matador Resources Co                       | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    197332 | NS      | $13094951.52  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Pharmaceuticals Inc                 | Rocket Pharmaceuticals Inc                 | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |    220759 | NS      | $4167929.92   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Bancorp Inc/MA                  | Enterprise Bancorp Inc/MA                  | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1190 | NS      | $41626.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Genco Shipping & Trading Ltd               | Genco Shipping & Trading Ltd               | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |     87433 | NS      | $1296631.39   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Eiger BioPharmaceuticals Inc               | Eiger BioPharmaceuticals Inc               | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |      3312 | NS      | $15036.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Physicians Realty Trust                    | Physicians Realty Trust                    | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     41656 | NS      | $621924.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Precigen Inc                               | Precigen Inc                               | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |    121854 | NS      | $221774.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Progyny Inc                                | Progyny Inc                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151486 | NS      | $5548932.18   | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Bluerock Homes Trust Inc                   | Bluerock Homes Trust Inc                   | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5611 | NS      | $137581.72    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp                         | CNX Resources Corp                         | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    156881 | NS      | $2725022.97   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Liberty Energy Inc                         | Liberty Energy Inc                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1197213 | NS      | $19789930.89  | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Orthofix Medical Inc                       | Orthofix Medical Inc                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36491 | NS      | $656473.09    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Reata Pharmaceuticals Inc                  | Reata Pharmaceuticals Inc                  | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |     98958 | NS      | $3916757.64   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| ArcBest Corp                               | ArcBest Corp                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     46869 | NS      | $3879347.13   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridian Corp                              | Meridian Corp                              | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $7420.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp                                  | GATX Corp                                  | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     35525 | NS      | $4005443.75   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| DHT Holdings Inc                           | DHT Holdings Inc                           | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |    311842 | NS      | $3158959.46   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Protagonist Therapeutics Inc               | Protagonist Therapeutics Inc               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3151 | NS      | $24924.41     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern First Bancshares Inc              | Southern First Bancshares Inc              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26302 | NS      | $1301949.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ODP Corp/The                               | ODP Corp/The                               | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49408 | NS      | $2378007.04   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil-Dri Corp of America                    | Oil-Dri Corp of America                    | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      1758 | NS      | $57486.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TPI Composites Inc                         | TPI Composites Inc                         | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |     61527 | NS      | $743246.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Bancorp Inc/IN                     | Horizon Bancorp Inc/IN                     | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |    198460 | NS      | $3226959.60   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lattice Semiconductor Corp                 | Lattice Semiconductor Corp                 | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    310303 | NS      | $22599367.49  | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Pyxis Oncology Inc                         | Pyxis Oncology Inc                         | CUSIP: 747324101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12210 | NS      | $17704.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Dana Inc                                   | Dana Inc                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    195453 | NS      | $3441927.33   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ensign Group Inc/The                       | Ensign Group Inc/The                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |    298044 | NS      | $28314180.00  | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxLinear Inc                              | MaxLinear Inc                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    181673 | NS      | $6649231.80   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcutis Biotherapeutics Inc                | Arcutis Biotherapeutics Inc                | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62084 | NS      | $1069707.32   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     25154 | NS      | $1213680.50   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Schnitzer Steel Industries Inc             | Schnitzer Steel Industries Inc             | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |    192059 | NS      | $6593385.47   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PetIQ Inc                                  | PetIQ Inc                                  | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      7332 | NS      | $87030.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ooma Inc                                   | Ooma Inc                                   | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    389111 | NS      | $6128498.25   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics Inc                             | Photronics Inc                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    125670 | NS      | $2362596.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc                | Raymond James Financial Inc                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     11201 | NS      | $1309396.90   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluebird Bio Inc                           | Bluebird Bio Inc                           | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    321059 | NS      | $2501049.61   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonida Senior Living Inc                   | Sonida Senior Living Inc                   | CUSIP: 140475203<br>LEI: 254900YX6LQ8K1N8PZ90 | Long             | EC               | CORP              | US        |       142 | NS      | $2182.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                      | United Fire Group Inc                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33775 | NS      | $1031826.25   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultra Clean Holdings Inc                   | Ultra Clean Holdings Inc                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     89902 | NS      | $3203208.26   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbor Realty Trust Inc                     | Arbor Realty Trust Inc                     | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    590635 | NS      | $8788648.80   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Bar Harbor Bankshares                      | Bar Harbor Bankshares                      | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5243 | NS      | $158705.61    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NanoString Technologies Inc                | NanoString Technologies Inc                | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |    259944 | NS      | $1817008.56   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                 | Sunrun Inc                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     41404 | NS      | $1348942.32   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| First Business Financial Servi             | First Business Financial Services Inc      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     40614 | NS      | $1556328.48   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Shutterstock Inc                           | Shutterstock Inc                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     60671 | NS      | $3265313.22   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                           | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20076 | NS      | $2255940.12   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |    247006 | NS      | $16055390.00  | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Resources Corp                      | Antero Resources Corp                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     18227 | NS      | $666196.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival Inc                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60566 | NS      | $1599548.06   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ChampionX Corp                             | ChampionX Corp                             | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    260234 | NS      | $8025616.56   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthEquity Inc                           | HealthEquity Inc                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    180629 | NS      | $11466328.92  | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| ExlService Holdings Inc                    | ExlService Holdings Inc                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     72392 | NS      | $13551782.40  | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Energy Fuels Inc/Canada                    | Energy Fuels Inc/Canada                    | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |     88083 | NS      | $611296.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| C4 Therapeutics Inc                        | C4 Therapeutics Inc                        | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90727 | NS      | $777530.39    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Beazer Homes USA Inc                       | Beazer Homes USA Inc                       | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     25256 | NS      | $344744.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Co                            | Hecla Mining Co                            | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     44164 | NS      | $240693.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tronox Holdings PLC                        | Tronox Holdings PLC                        | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |     38516 | NS      | $544231.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Laboratories Inc                   | Silicon Laboratories Inc                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |    213244 | NS      | $31014207.36  | 0.79%             |  |  |  | No            | 1                  | On Loan: —       |
| Avidity Biosciences Inc                    | Avidity Biosciences Inc                    | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116847 | NS      | $1360099.08   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Helix Energy Solutions Group I             | Helix Energy Solutions Group Inc           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    282906 | NS      | $1804940.28   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    556217 | NS      | $2797771.51   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Agios Pharmaceuticals Inc                  | Agios Pharmaceuticals Inc                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |    144577 | NS      | $4357550.78   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Apple Hospitality REIT Inc                 | Apple Hospitality REIT Inc                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     73980 | NS      | $1262098.80   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mersana Therapeutics Inc                   | Mersana Therapeutics Inc                   | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     48020 | NS      | $319813.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp                                 | HEICO Corp                                 | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      7791 | NS      | $987742.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| ADMA Biologics Inc                         | ADMA Biologics Inc                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151789 | NS      | $506975.26    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Selectquote Inc                            | Selectquote Inc                            | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    212882 | NS      | $127750.49    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Colony Bankcorp Inc                        | Colony Bankcorp Inc                        | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1929 | NS      | $26446.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmers National Banc Corp                 | Farmers National Banc Corp                 | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11621 | NS      | $176755.41    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennedy-Wilson Holdings Inc                | Kennedy-Wilson Holdings Inc                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    470525 | NS      | $8008335.50   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Calix Inc                                  | Calix Inc                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |    170535 | NS      | $12159145.50  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Medifast Inc                               | Medifast Inc                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     54168 | NS      | $6827876.40   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Pliant Therapeutics Inc                    | Pliant Therapeutics Inc                    | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |     97224 | NS      | $1786977.12   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Primoris Services Corp                     | Primoris Services Corp                     | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    187235 | NS      | $3997467.25   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Avient Corp                                | Avient Corp                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    561458 | NS      | $19432061.38  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryerson Holding Corp                       | Ryerson Holding Corp                       | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     53936 | NS      | $1590572.64   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cabot Corp                                 | Cabot Corp                                 | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    170415 | NS      | $12545952.30  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp                      | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1132784 | NS      | $12437968.32  | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bulk Shipping Inc                    | Eagle Bulk Shipping Inc                    | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |      7328 | NS      | $377025.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bioxcel Therapeutics Inc                   | Bioxcel Therapeutics Inc                   | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |     37409 | NS      | $619867.13    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| First Bank/Hamilton NJ                     | First Bank/Hamilton NJ                     | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      2298 | NS      | $35251.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Commerce Corp                     | Heritage Commerce Corp                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    213749 | NS      | $3037373.29   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Terreno Realty Corp                        | Terreno Realty Corp                        | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    310845 | NS      | $18227950.80  | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Performance Food Group Co                  | Performance Food Group Co                  | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     53378 | NS      | $3254990.44   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Phreesia Inc                               | Phreesia Inc                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |    242135 | NS      | $6736195.70   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Couchbase Inc                              | Couchbase Inc                              | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |     43543 | NS      | $592184.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tidewater Inc                              | Tidewater Inc                              | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     58140 | NS      | $1767456.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings Inc                      | Lantheus Holdings Inc                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    163271 | NS      | $10135863.68  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corp                                 | Terex Corp                                 | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    406955 | NS      | $18683304.05  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| BioAtla Inc                                | BioAtla Inc                                | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110406 | NS      | $1215570.06   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology Inc             | Tactile Systems Technology Inc             | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |    235284 | NS      | $2014031.04   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7 Inc                                 | Rapid7 Inc                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |    348648 | NS      | $10250251.20  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| TEGNA Inc                                  | TEGNA Inc                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    355976 | NS      | $7026966.24   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      3771 | NS      | $35485.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZipRecruiter Inc                           | ZipRecruiter Inc                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |    133888 | NS      | $2217185.28   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Lions Gate Entertainment Corp              | Lions Gate Entertainment Corp              | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |     58453 | NS      | $446580.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Passage Bio Inc                            | Passage Bio Inc                            | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213999 | NS      | $261078.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| iRadimed Corp                              | iRadimed Corp                              | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       589 | NS      | $17410.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NN Inc                                     | NN Inc                                     | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |      1027 | NS      | $1961.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IGM Biosciences Inc                        | IGM Biosciences Inc                        | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      2232 | NS      | $49126.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cyteir Therapeutics Inc                    | Cyteir Therapeutics Inc                    | CUSIP: 23284P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2314 | NS      | $3332.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecovyst Inc                                | Ecovyst Inc                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175220 | NS      | $1627793.80   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Hills Corp                           | Black Hills Corp                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    363919 | NS      | $26067517.97  | 0.66%             |  |  |  | No            | 1                  | On Loan: —       |
| BTRS Holdings Inc                          | BTRS Holdings Inc                          | CUSIP: 11778X104<br>LEI: 549300K51KDPS5MBVB54 | Long             | EC               | CORP              | US        |    159465 | NS      | $1510133.55   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Moneylion Inc                              | Moneylion Inc                              | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6186 | NS      | $4618.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulton Financial Corp                      | Fulton Financial Corp                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |   1171890 | NS      | $21785435.10  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Apellis Pharmaceuticals Inc                | Apellis Pharmaceuticals Inc                | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |    175737 | NS      | $8774548.41   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Allogene Therapeutics Inc                  | Allogene Therapeutics Inc                  | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    466084 | NS      | $4595588.24   | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Theravance Biopharma Inc                   | Theravance Biopharma Inc                   | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     83110 | NS      | $894263.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NGM Biopharmaceuticals Inc                 | NGM Biopharmaceuticals Inc                 | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |    269105 | NS      | $1488150.65   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Stepan Co                                  | Stepan Co                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     82934 | NS      | $9252946.38   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| PGT Innovations Inc                        | PGT Innovations Inc                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    314963 | NS      | $6233117.77   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Hostess Brands Inc                         | Hostess Brands Inc                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    525710 | NS      | $13878744.00  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| First United Corp                          | First United Corp                          | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |     32938 | NS      | $677205.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Saia Inc                                   | Saia Inc                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     18164 | NS      | $4424568.76   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Enova International Inc                    | Enova International Inc                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |    173543 | NS      | $7000724.62   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| First of Long Island Corp/The              | First of Long Island Corp/The              | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17948 | NS      | $349088.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenaya Therapeutics Inc                    | Tenaya Therapeutics Inc                    | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6743 | NS      | $17868.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingTree Inc                            | LendingTree Inc                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |    185103 | NS      | $4433216.85   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Chesapeake Energy Corp                     | Chesapeake Energy Corp                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     58754 | NS      | $6081039.00   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Astec Industries Inc                       | Astec Industries Inc                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     97654 | NS      | $4320212.96   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| MoneyGram International Inc                | MoneyGram International Inc                | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     89676 | NS      | $979261.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Model N Inc                                | Model N Inc                                | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |    193169 | NS      | $7510410.72   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus & Millichap Inc                     | Marcus & Millichap Inc                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |    455697 | NS      | $16970156.28  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Merchants Bancorp/IN                       | Merchants Bancorp/IN                       | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |    164267 | NS      | $4203592.53   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                      | Civitas Resources Inc                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      5587 | NS      | $376340.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Personalis Inc                             | Personalis Inc                             | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |    692417 | NS      | $1758739.18   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Infrastructure Corp             | Brookfield Infrastructure Corp             | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    260661 | NS      | $12219787.68  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Accel Entertainment Inc                    | Accel Entertainment Inc                    | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224915 | NS      | $1923023.25   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cimpress PLC                               | Cimpress PLC                               | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |     37180 | NS      | $1100156.20   | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Karuna Therapeutics Inc                    | Karuna Therapeutics Inc                    | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20938 | NS      | $4926920.78   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AFC Gamma Inc                              | AFC Gamma Inc                              | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |     19183 | NS      | $335318.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers Inc                        | Scorpio Tankers Inc                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |    241655 | NS      | $12329238.10  | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| REVOLUTION Medicines Inc                   | REVOLUTION Medicines Inc                   | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     51635 | NS      | $1218069.65   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Evo Payments Inc                           | Evo Payments Inc                           | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      2627 | NS      | $88556.17     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Golar LNG Ltd                              | Golar LNG Ltd                              | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |    155081 | NS      | $3887880.67   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Duolingo Inc                               | Duolingo Inc                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25845 | NS      | $1800621.15   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| MacroGenics Inc                            | MacroGenics Inc                            | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |    411654 | NS      | $2646935.22   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Wheels Up Experience Inc                   | Wheels Up Experience Inc                   | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    681394 | NS      | $872184.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Four Corners Property Trust In             | Four Corners Property Trust Inc            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    167216 | NS      | $4538242.24   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CorVel Corp                                | CorVel Corp                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11430 | NS      | $1748447.10   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    122195 | NS      | $6241720.60   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Diamond Therapeutics Inc             | Black Diamond Therapeutics Inc             | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102286 | NS      | $215823.46    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Flagstar Bancorp Inc                       | Flagstar Bancorp Inc                       | CUSIP: 337930705<br>LEI: 549300Q22V2Y3J4R2715 | Long             | EC               | CORP              | US        |     14791 | NS      | $555254.14    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NextCure Inc                               | NextCure Inc                               | CUSIP: 65343E108<br>LEI: 549300Y5PR6RJR1STI24 | Long             | EC               | CORP              | US        |    208022 | NS      | $293311.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Advantage Corp                       | First Advantage Corp                       | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     50620 | NS      | $673246.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabre Corp                                 | Sabre Corp                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    427532 | NS      | $2612220.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CarParts.com Inc                           | CarParts.com Inc                           | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      4751 | NS      | $25750.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Bancorp                             | Sierra Bancorp                             | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92196 | NS      | $1995121.44   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Tankers Ltd                         | Teekay Tankers Ltd                         | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |    202400 | NS      | $6828976.00   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                             | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     74614 | NS      | $7376340.04   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Inc                 | Hilton Grand Vacations Inc                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |    147703 | NS      | $6501886.06   | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Papa John's International Inc              | Papa John's International Inc              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |    286533 | NS      | $23856737.58  | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Inhibrx Inc                                | Inhibrx Inc                                | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |     28256 | NS      | $847114.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                        | Clearway Energy Inc                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    668006 | NS      | $23674132.64  | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Rigel Pharmaceuticals Inc                  | Rigel Pharmaceuticals Inc                  | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |    800655 | NS      | $537719.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive Inc                       | Sonic Automotive Inc                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |    188896 | NS      | $10037933.44  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Clover Health Investments Corp             | Clover Health Investments Corp             | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |    494484 | NS      | $647774.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Provention Bio Inc                         | Provention Bio Inc                         | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |     11029 | NS      | $99702.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    638643 | NS      | $15710617.80  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| LivePerson Inc                             | LivePerson Inc                             | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    661659 | NS      | $7767876.66   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Cargurus Inc                               | Cargurus Inc                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    112271 | NS      | $1468504.68   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Electric Co Inc                   | Franklin Electric Co Inc                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |    327398 | NS      | $27272253.40  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| CECO Environmental Corp                    | CECO Environmental Corp                    | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      8346 | NS      | $101153.52    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewise Therapeutics Inc                  | Edgewise Therapeutics Inc                  | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46540 | NS      | $416533.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Kinsale Capital Group Inc                  | Kinsale Capital Group Inc                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     22759 | NS      | $7014551.39   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods Inc                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    128816 | NS      | $6367374.88   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Heidrick & Struggles Internati             | Heidrick & Struggles International Inc     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     34070 | NS      | $1011879.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Corcept Therapeutics Inc                   | Corcept Therapeutics Inc                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    477602 | NS      | $12073778.56  | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| Cinemark Holdings Inc                      | Cinemark Holdings Inc                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    432810 | NS      | $5890544.10   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |    128226 | NS      | $6837010.32   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Nurix Therapeutics Inc                     | Nurix Therapeutics Inc                     | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64760 | NS      | $802376.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |    303365 | NS      | $8946233.85   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Insmed Inc                                 | Insmed Inc                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    266114 | NS      | $4920447.86   | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| HealthStream Inc                           | HealthStream Inc                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     19763 | NS      | $501980.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Duckhorn Portfolio Inc/The                 | Duckhorn Portfolio Inc/The                 | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |     19146 | NS      | $307484.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| NEOGAMES SA                                | NEOGAMES SA                                | CUSIP: 000000000<br>LEI: 222100MZTIQEZS4XY614 | Long             | EC               | CORP              | IL        |      6621 | NS      | $91436.01     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Bancorp Inc                      | Provident Bancorp Inc                      | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46455 | NS      | $322397.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Adverum Biotechnologies Inc                | Adverum Biotechnologies Inc                | CUSIP: 00773U108<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |    518430 | NS      | $347296.26    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |    147943 | NS      | $4664642.79   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes PLC                               | Alkermes PLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    528768 | NS      | $13102871.04  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                        | Varonis Systems Inc                        | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |    654282 | NS      | $13896949.68  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Eventbrite Inc                             | Eventbrite Inc                             | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |    584111 | NS      | $4258169.19   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| US Xpress Enterprises Inc                  | US Xpress Enterprises Inc                  | CUSIP: 90338N202<br>LEI: 549300NXY19K1OZN4915 | Long             | EC               | CORP              | US        |      1693 | NS      | $3826.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inovio Pharmaceuticals Inc                 | Inovio Pharmaceuticals Inc                 | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |    740764 | NS      | $1511158.56   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Nature's Sunshine Products Inc             | Nature's Sunshine Products Inc             | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $11205.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** BlackRock Funds

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer