# EDGAR Filing Document

**Accession Number:** 0000934563
**File Stem:** 0001752724-23-041039
**Filing Date:** 2023-2
**Character Count:** 325832
**Document Hash:** 6e4c5cd1c70bf6e435d9d79e49b99f00
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041039.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041039

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HC CAPITAL TRUST
- **CENTRAL INDEX KEY:** 0000934563
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08918
- **FILM NUMBER:** 23670829

**BUSINESS ADDRESS:**
- **STREET 1:** 300 BARR HARBOR DRIVE, 5TH FLOOR
- **CITY:** WEST CONSHOHOCKEN
- **STATE:** PA
- **ZIP:** 19428
- **BUSINESS PHONE:** 610-828-7200

**MAIL ADDRESS:**
- **STREET 1:** 300 BARR HARBOR DRIVE, 5TH FLOOR
- **CITY:** WEST CONSHOHOCKEN
- **STATE:** PA
- **ZIP:** 19428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIRTLE CALLAGHAN TRUST
- **DATE OF NAME CHANGE:** 20100305

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HC CAPITAL TRUST
- **DATE OF NAME CHANGE:** 20100305

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIRTLE CALLAGHAN TRUST
- **DATE OF NAME CHANGE:** 19941222

## Series and Classes Contracts Data

### The Small Capitalization - Mid Capitalization Equity Portfolio (Series ID: S000009380)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000025695 | HC Strategic Shares | HCCEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HC Capital Trust

- **b. Investment Company Act file number:** 811-08918

- **c. CIK number of Registrant:** 0000934563

- **d. LEI of Registrant:** 549300WBB2KZ0XDJW948

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

  - **Street Address 1:** Five Tower Bridge, 300 Barr Harbor

  - **City:** West Conshohocken

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19428

  - **Telephone number:** 610-828-7200

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

- **a. Name of Series:** The Small Capitalization - Mid Capitalization Equity Portfolio

- **b. EDGAR series identifier (if any):** S000009380

- **c. LEI of Series:** 549300LTMELHYALL9X90

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $72393702.45

**Total Liabilities:** $843700.42

**Net Assets:** $71550002.03

**Cash Not Reported:** $186967.03

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025695 | 11.05%               | 3.58%                | -5.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $194341.09               | $6806339.51                                |
| Month 2  | $56387.71                | $2455700.14                                |
| Month 3  | $-30991.89               | $-4244475.68                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NORDIC AMERICAN TANKERS LIMITED                           | NORDIC AMERICAN TANKERS LIMITED                    | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |      2578 | NS      | $7888.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                              | ALLETE INC                                         | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      1876 | NS      | $121020.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                              | FULTON FINANCIAL CORP                              | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      6458 | NS      | $108688.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTAGE SOLUTIONS INC.                                  | ADVANTAGE SOLUTIONS INC                            | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10356 | NS      | $21540.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                                | NORTHWEST BANCSHARES INC                           | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13708 | NS      | $191637.84    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP.                                    | STIFEL FINANCIAL CORP                              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      1512 | NS      | $88255.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                                      | MATERION CORP                                      | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       191 | NS      | $16714.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                             | AMERICAN STATES WATER CO                           | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       161 | NS      | $14900.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                               | FIRST MERCHANTS CORP                               | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      2416 | NS      | $99321.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC PARTNERS, INC.                                        | BGC PARTNERS INC                                   | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     13347 | NS      | $50318.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                        | INTERDIGITAL INC                                   | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      3676 | NS      | $181888.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                               | SI BONE INC                                        | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |       492 | NS      | $6691.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOGEN, INC.                                           | IMMUNOGEN INC                                      | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |      3251 | NS      | $16124.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO., INC.                               | FRANKLIN ELECTRIC CO INC                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       141 | NS      | $11244.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMONADE, INC.                                            | LEMONADE INC                                       | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |      3209 | NS      | $43899.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET, INC.                                              | NELNET INC CLASS A                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       351 | NS      | $31853.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC.                           | NEXTIER OILFIELD SOLUTIONS INC                     | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      2855 | NS      | $26380.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX, INC.                                               | CALIX INC                                          | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       835 | NS      | $57139.05     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VINTAGE WINE ESTATES, INC.                                | VINTAGE WINE ESTATES INC                           | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13531 | NS      | $44111.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE, INC.                                     | DIGITAL TURBINE INC                                | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |       959 | NS      | $14615.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERESCO, INC.                                            | AMERESCO INC CLASS A                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      1546 | NS      | $88338.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                                        | HOPE BANCORP INC                                   | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     13411 | NS      | $171794.91    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORPORATION                                     | CHAMPIONX CORP                                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      4798 | NS      | $139094.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WIDEOPENWEST, INC.                                        | WIDEOPENWEST INC                                   | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      8650 | NS      | $78801.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Science 37 Holdings Inc                                   | SCIENCE 37 HOLDINGS INC                            | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9655 | NS      | $4008.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                     | BLOOMIN BRANDS INC                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       805 | NS      | $16196.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.                           | HEALTHCARE SERVICES GROUP                          | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      1131 | NS      | $13572.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc                                | GLOBAL WATER RESOURCES INC                         | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $7994.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                          | HARMONY BIOSCIENCES HOLDINGS INC                   | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2328 | NS      | $128272.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL COMPANY                                    | STAAR SURGICAL CO                                  | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      1272 | NS      | $61742.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC.                                           | PLUG POWER INC                                     | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      1604 | NS      | $19841.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INCORPORATED                                     | CONDUENT INC                                       | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     10305 | NS      | $41735.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP, INC.                             | GERMAN AMERICAN BANCORP INC                        | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $2611.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                                 | ANAVEX LIFE SCIENCES CORP                          | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      1323 | NS      | $12250.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MACERICH COMPANY                                      | MACERICH COMPANY                                   | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      7560 | NS      | $85125.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                            | STEPAN COMPANY                                     | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |        85 | NS      | $9049.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                              | SAFETY INSURANCE GROUP INC                         | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       599 | NS      | $50471.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                          | MGE ENERGY INC                                     | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $12320.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                                   | DELEK US HOLDINGS INC                              | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      3905 | NS      | $105435.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT BLOCKCHAIN, INC.                                     | RIOT BLOCKCHAIN INC                                | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     11757 | NS      | $39856.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP INDUSTRIES, INC.                                      | UFP INDUSTRIES INC                                 | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2155 | NS      | $170783.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPHARM, INC.                                            | KEMPHARM INC                                       | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |       850 | NS      | $3901.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CNO FINANCIAL GROUP, INC.                                 | CNO FINCANCIAL GROUP INC                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      3379 | NS      | $77210.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                                            | ADICET BIO INC                                     | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      6939 | NS      | $62034.66     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI, INC.                                             | AGILITI INC                                        | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9300 | NS      | $151683.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS, INC.                                         | Q2 HOLDINGS INC                                    | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      5370 | NS      | $144291.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.                        | RYMAN HOSPITALITY PROPERTIES INC                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1766 | NS      | $144423.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| B. RILEY FINANCIAL, INC.                                  | B RILEY FINANCIAL INC                              | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       493 | NS      | $16860.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORPORATION                        | US CELLULAR CORP                                   | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      3194 | NS      | $66594.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BEAUTY HEALTH COMPANY                                 | BEAUTY HEALTH CO THE                               | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      1318 | NS      | $11993.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                          | IDEX CORP                                          | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       332 | NS      | $75805.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                                   | LANTHEUS HOLDINGS INC                              | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       546 | NS      | $27824.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORPORATION                      | INTERNATIONAL BANCSHARES CORP                      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       129 | NS      | $5903.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APYX MEDICAL CORPORATION                                  | APYX MEDICAL CORP                                  | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Long             | EC               | CORP              | US        |      2962 | NS      | $6931.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                            | VICTORY CAPITAL HOLDINGS INC                       | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      2045 | NS      | $54867.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                                       | ANDERSONS INC                                      | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1208 | NS      | $42267.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boxed, Inc.                                               | BOXED INC                                          | CUSIP: 103174108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28008 | NS      | $5458.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc                          | ALPINE INCOME PROPERTY TRUST INC                   | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       516 | NS      | $9845.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKAMI TECHNOLOGY, INC.                                   | ALKAMI TECHNOLOGY INC                              | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2112 | NS      | $30814.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORPORATION                                        | CONMED CORP                                        | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |        42 | NS      | $3722.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                             | COLUMBIA BANKING SYSTEM                            | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3735 | NS      | $112535.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE VITA COCO COMPANY, INC.                               | VITA COCO CO INC THE                               | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |       341 | NS      | $4712.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                             | AMPLITUDE INC                                      | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1038 | NS      | $12539.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDS' END, INC.                                          | LANDS END INC                                      | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |       607 | NS      | $4607.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                                     | DORMAN PRODUCTS INC                                | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $44801.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION                           | UNITED STATES STEEL CORP                           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       365 | NS      | $9143.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                                    | TRI POINTE HOMES INC                               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2166 | NS      | $40265.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENIDGE GENERATION HOLDINGS INC.                        | GREENIDGE GENERATION HOLDINGS INC                  | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36681 | NS      | $10604.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                                 | YELP INC                                           | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      6760 | NS      | $184818.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC.                                                  | WEX US                                             | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       166 | NS      | $27165.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Owlet Inc                                                 | OWLET INC                                          | CUSIP: 69120X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14622 | NS      | $8175.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                                | TEGNA INC COM                                      | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      2249 | NS      | $47656.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVRx Inc                                                  | CVRX INC                                           | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       799 | NS      | $14661.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                                  | ACLARIS THERAPEUTICS INC                           | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |       337 | NS      | $5307.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC.                                       | LIBERTY ENERGY INC                                 | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4448 | NS      | $71212.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS, INC.                                    | TENABLE HOLDINGS INC                               | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |       781 | NS      | $29795.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                    | VERVE THERAPEUTICS INC                             | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $10661.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS, INC.                           | ARROWHEAD PHARMACEUTICALS INC                      | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1554 | NS      | $63030.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atreca Inc                                                | ATRECA INC                                         | CUSIP: 04965G109<br>LEI: 549300B5CQV1OOXFLU71 | Long             | EC               | CORP              | US        |      2816 | NS      | $2254.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INCORPORATED                         | GRANITE CONSTRUCTION INC                           | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      3323 | NS      | $116537.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ?, INC.                                             | GUESS INC                                          | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1362 | NS      | $28179.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB BANCORP, INC.                                         | BCB BANCORP INC                                    | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      2204 | NS      | $39649.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                              | ENCOMPASS HEALTH CORP                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        47 | NS      | $2811.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS, INC.                       | TANGER FACTORY OUTLET CENTER                       | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     11883 | NS      | $213181.02    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                           | CORECIVIC INC                                      | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      1360 | NS      | $15721.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY, INC.                                   | EARTHSTONE ENERGY INC                              | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      1588 | NS      | $22597.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                 | PAN AMERICAN SILVER CORP CVR                       | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             |  | CORP              | CA        |    108208 | NS      | $61786.77     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                         | INSTALLED BUILDING PRODUCTS INC                    | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       370 | NS      | $31672.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation                        | MASONITE INTERNATIONAL CORP                        | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |       863 | NS      | $69566.43     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS, INC.                                              | VENTAS INC                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       312 | NS      | $14055.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUECAR, INC.                                             | TRUECAR INC                                        | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     18443 | NS      | $46291.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGIMARC CORPORATION                                      | DIGIMARC CORP                                      | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |       313 | NS      | $5787.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORPORATION                                  | BLOOM ENERGY CORPORATION                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1099 | NS      | $21012.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES, INC.                                       | PNM RESOURCES INC                                  | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       185 | NS      | $9026.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI GROUP, INC.                                           | DHI GROUP INC                                      | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      8509 | NS      | $45012.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                                       | VISTEON CORP                                       | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       872 | NS      | $114083.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS, INC.                                    | PTC THERAPEUTICS INC                               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       142 | NS      | $5420.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                       | SUTRO BIOPHARMA INC                                | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     26396 | NS      | $213279.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                               | CENTERSPACE                                        | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      2642 | NS      | $155006.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                                         | DANA INC                                           | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     26419 | NS      | $399719.47    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                         | RLJ LODGING TRUST                                  | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6433 | NS      | $68125.47     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON BEACH BRANDS HOLDING COMPANY                     | HAMILTON BEACH BRANDS HOLDING COMPANY CLASS A      | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       891 | NS      | $11039.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LIMITED                                         | GOLAR LNG LTD                                      | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |      2312 | NS      | $52690.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlington Asset Investment Corp.                          | ARLINGTON ASSET INVESTMENT CORP                    | CUSIP: 041356205<br>LEI: 549300LA9ZT7L8G7IT53 | Long             | EC               | CORP              | US        |      4822 | NS      | $14128.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                                       | PC CONNECTION INC                                  | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       110 | NS      | $5159.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                       | ELF BEAUTY INC                                     | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      3023 | NS      | $167171.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LEXICON PHARMACEUTICALS, INC.                             | LEXICON PHARMACEUTICALS INC                        | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12224 | NS      | $23347.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                   | TRIUMPH FINANCIAL INC                              | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       126 | NS      | $6157.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC FIRST BANCORP, INC.                              | REPUBLIC FIRST BANCORP INC                         | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |      8127 | NS      | $17473.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                        | CIRRUS LOGIC INC                                   | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        55 | NS      | $4096.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST, INC.                           | ASHFORD HOSPITALITY TRUST INC                      | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $3012.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                                      | JACK IN THE BOX INC                                | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       181 | NS      | $12349.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE, INC.                                              | N ABLE INC                                         | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16199 | NS      | $166525.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS, INC.                                | TRAVERE THERAPEUTICS INC                           | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4673 | NS      | $98273.19     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                                  | PATRICK INDS INC                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |        91 | NS      | $5514.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS, LTD.                          | JAMES RIVER GROUP HOLDINGS                         | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       287 | NS      | $6001.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                             | 4D MOLECULAR THERAPEUTICS IN                       | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15327 | NS      | $340412.67    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKKT HOLDINGS, INC.                                      | BAKKT HOLDINGS INC                                 | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8053 | NS      | $9583.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BIOLIFE SOLUTIONS, INC.                                   | BIOLIFE SOLUTIONS INC                              | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |       325 | NS      | $5915.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                                  | FB FINANCIAL CORP                                  | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      1703 | NS      | $61546.42     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS, INC.                                 | ANI PHARMACEUTICALS INC                            | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       166 | NS      | $6678.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                                       | EAGLE BANCORP INC                                  | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3263 | NS      | $143800.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                              | CENTRAL GARDEN PET CO                              | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       340 | NS      | $12733.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SS INST TREAS PLUS MM FUN                                 | SS INST TREAS PLUS MM FUN                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2982949 | NS      | $2982949.04   | 4.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE, INC.                                  | GUIDEWIRE SOFTWARE INC                             | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       846 | NS      | $52925.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC.                                    | LUMENTUM HOLDINGS INC                              | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       475 | NS      | $24780.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                         | SENSIENT TECHNOLOGIES CORP                         | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       898 | NS      | $65482.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF N.T. BUTTERFIELD & SON LIMITED (THE)              | BANK OF NT BUTTERFIELD SON LTD THE                 | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      5652 | NS      | $168486.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                | MERITAGE CORP                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1111 | NS      | $102434.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                         | SM ENERGY CO                                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       419 | NS      | $14593.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES, INC.                             | SOUTH JERSEY INDUSTRIES INC                        | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      1558 | NS      | $55355.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP, INC.                                           | LHC GROUP INC                                      | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       776 | NS      | $125471.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                                       | DIODES INC                                         | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       169 | NS      | $12867.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP, INC.                                   | AVIS BUDGET GROUP INC                              | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       119 | NS      | $19507.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                                    | DYCOM INDUSTRIES INC                               | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1585 | NS      | $148356.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYNES INTERNATIONAL, INC.                                | HAYNES INTERNATIONAL INC                           | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       759 | NS      | $34678.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                          | ZIFF DAVIS INC                                     | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |        53 | NS      | $4192.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                  | FIRST FINANCIAL BANCORP                            | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3478 | NS      | $84271.94     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Acumen Pharmaceuticals Inc                                | ACUMEN PHARMACEUTICALS INC                         | CUSIP: 00509G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3641 | NS      | $19661.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP, INC.                                 | DIGITALBRIDGE GROUP INC                            | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      2814 | NS      | $30785.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TILLY'S, INC.                                             | TILLY S INC                                        | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $5068.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORPORATION (BRY)                                   | BERRY CORP                                         | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9716 | NS      | $77728.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                         | PORTLAND GENERAL ELECTRIC COMPANY                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       464 | NS      | $22736.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFECORE BIOMEDICAL, INC..                                | LIFECORE BIOMEDICAL INC                            | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      1757 | NS      | $11385.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT, INC.                                          | PERFICIENT INC                                     | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |        88 | NS      | $6145.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                              | CASEY S GENERAL STORES INC                         | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       205 | NS      | $45991.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC.                                             | EVERCORE INC                                       | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1749 | NS      | $190780.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                      | LXP INDUSTRIAL TRUST                               | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      1990 | NS      | $19939.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                       | SPARTANNASH CO                                     | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1127 | NS      | $34080.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD.                                    | NABORS INDUSTRIES LTD                              | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        94 | NS      | $14557.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                           | AMERICAN EAGLE OUTFITTERS INC                      | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      1447 | NS      | $20200.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                         | TEREX CORP                                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      2067 | NS      | $88302.24     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES, INC.                         | CONSUMER PORTFOLIO SERVICES INC                    | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2878 | NS      | $25470.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                           | OCEANEERING INTERNATIONAL INC                      | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1775 | NS      | $31044.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons S.A.                             | ORION ENGINEERED CARBONS SA                        | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      1544 | NS      | $27498.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VOXX INTERNATIONAL CORPORATION                            | VOXX INTERNATIONAL CORP                            | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |       554 | NS      | $4642.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                    | OTTER TAIL CORP                                    | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $30998.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCE OF AMERICA COMPANIES INC.                         | FINANCE OF AMERICA COS INC                         | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27335 | NS      | $34715.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                           | FIRST CITIZENS BANCSHARES INC CLASS A              | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       124 | NS      | $94036.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FINANCIAL CORP.                                   | PREMIER FINANCIAL CORP                             | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6085 | NS      | $164112.45    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION PETROLEUM CORPORATION                           | EVOLUTION PETROLEUM CORP                           | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      2568 | NS      | $19388.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                           | HUB GROUP INC                                      | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $46581.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BALLY'S CORPORATION                                       | BALLYS CORP                                        | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |       622 | NS      | $12054.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES, INC.                              | WORTHINGTON INDUSTRIES INC                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1868 | NS      | $92858.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO, INC.                                            | WESBANCO INC                                       | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2812 | NS      | $103987.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE REALTY TRUST, INC.                        | PIEDMONT OFFICE REALTY TRU A                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17858 | NS      | $163757.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                                    | FEDERATED HERMES INC                               | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      3056 | NS      | $110963.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES, INC.                                      | ARCH RESOURCES INC                                 | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1094 | NS      | $156212.26    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION, INC.                                           | TRUPANION INC                                      | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      1582 | NS      | $75192.46     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC.                                               | SUNRUN INC                                         | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      3233 | NS      | $77656.66     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                                   | ARS PHARMACEUTICALS INC                            | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7589 | NS      | $64734.17     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skywater Technology Inc                                   | SKYWATER TECHNOLOGY INC                            | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       683 | NS      | $4856.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                               | RANGE RESOURCES CORP                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      2186 | NS      | $54693.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT THE RUNWAY, INC.                                     | RENT THE RUNWAY INC                                | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12041 | NS      | $36725.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMLAND PARTNERS INC.                                    | FARMLAND PARTNERS INC                              | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |       681 | NS      | $8485.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                               | ARVINAS INC                                        | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       539 | NS      | $18439.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVO PAYMENTS, INC.                                        | EVO PAYMENTS INC                                   | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |       717 | NS      | $24263.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                                   | JOUNCE THERAPEUTICS INC                            | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     15658 | NS      | $17380.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                        | BADGER METER INC                                   | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       521 | NS      | $56804.63     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP.                                | ALBANY INTERNATIONAL CORP                          | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |        68 | NS      | $6704.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHRIM BANCORP, INC.                                    | NORTHRIM BANCORP                                   | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      1622 | NS      | $88512.54     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH, INC.                                      | EVOLENT HEALTH INC                                 | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      1328 | NS      | $37290.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                   | KARUNA THERAPEUTICS INC                            | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $7467.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC.                                              | NOVANTA INC                                        | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       111 | NS      | $15081.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                                    | 1ST SOURCE CORP                                    | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $4884.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                                   | MIDDLESEX WATER CO                                 | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2072 | NS      | $163004.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                        | RH                                                 | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       231 | NS      | $61720.89     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                        | PROVIDENT FINANCIAL SVCS                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      3124 | NS      | $66728.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                                          | PDC ENERGY INC                                     | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       291 | NS      | $18472.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HYDROFARM HOLDINGS GROUP, INC.                            | HYDROFARM HOLDINGS GROUP INC                       | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |     20306 | NS      | $31474.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                                      | KELLY SERVICES INC CLASS A                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $10038.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COWEN INC.                                                | COWEN INC                                          | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |       677 | NS      | $26145.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BIOPHARMA INC                                         | PDL BIOPHARMA INC                                  | CUSIP: 69329Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2087 | NS      | $5154.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING, INC.                           | DIAMOND OFFSHORE DRILLING INC                      | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |      2885 | NS      | $30004.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                            | ANAPTYSBIO INC                                     | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       564 | NS      | $17478.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ROCK RESORTS, INC.                                    | RED ROCK RESORTS INC CLASS A                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3161 | NS      | $126471.61    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidxchange Holdings Inc                                  | AVIDXCHANGE HOLDINGS INC                           | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23967 | NS      | $238231.98    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                                           | BENSON HILL INC                                    | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53388 | NS      | $136139.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                                 | ALEXANDER BALDWIN INC                              | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9305 | NS      | $174282.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                               | SOUTHWESTERN ENERGY CO                             | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     30524 | NS      | $178565.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                                     | TD SYNNEX CORP                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        34 | NS      | $3220.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.                       | DAVE BUSTER S ENTERTAINMENT INC                    | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      1221 | NS      | $43272.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                                | EASTGROUP PROPERTIES INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1133 | NS      | $167751.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                                 | W R BERKLEY CORP                                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      4197 | NS      | $304576.29    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES, INC.                                  | INSTEEL INDUSTRIES INC                             | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       443 | NS      | $12191.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp                                              | INNOVID CORP                                       | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28935 | NS      | $49478.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORPORATION                                    | SOUTHSTATE CORP                                    | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       113 | NS      | $8628.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Satsuma Pharmaceuticals Inc                               | SATSUMA PHARMACEUTICALS INC                        | CUSIP: 80405P107<br>LEI: 549300CFJJ7QFB1VAD84 | Long             | EC               | CORP              | US        |      3235 | NS      | $2911.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARATEK PHARMACEUTICALS, INC.                             | PARATEK PHARMACEUTICALS INC                        | CUSIP: 699374302<br>LEI: 5493007V5QDIWECEYV79 | Long             | EC               | CORP              | US        |     15971 | NS      | $29865.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                               | HURON CONSULTING GROUP INC                         | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       373 | NS      | $27079.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORPORATION                                       | VERICEL CORP                                       | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       792 | NS      | $20861.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                         | PRESTIGE CONSUMER HEALTHCARE INC                   | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1583 | NS      | $99095.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                                       | NEWMARK GROUP INC                                  | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3583 | NS      | $28556.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION                            | LAKELAND FINANCIAL CORP                            | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $32179.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                                      | PEOPLES BANCORP INC                                | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5624 | NS      | $158878.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARATANA THERAPEUTICS CVR                                  | ARATANA THERAPEUTICS CVR                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       759 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                               | HALOZYME THERAPEUTICS INC                          | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      4978 | NS      | $283248.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                                | ETSY INC                                           | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       331 | NS      | $39647.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE, INC.                                             | MAGNITE INC                                        | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     13858 | NS      | $146756.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BRAVES                                            | LIBERTY MEDIA CORP BRAVES                          | CUSIP: 531229706<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      1640 | NS      | $53578.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENUS INC.                                               | AGENUS INC                                         | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |      3315 | NS      | $7956.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                               | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       363 | NS      | $15100.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                                   | MSA SAFETY INC                                     | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |        33 | NS      | $4758.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                         | PENNYMAC FINANCIAL SERVICES                        | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       871 | NS      | $49350.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                              | INGLES MARKETS INC                                 | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       230 | NS      | $22185.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XERIS BIOPHARMA HOLD CVR                                  | XERIS BIOPHARMA HOLD CVR                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |      5589 | NS      | $793.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                     | AECOM                                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      4051 | NS      | $344051.43    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                                        | BRISTOW GROUP INC                                  | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      1593 | NS      | $43218.09     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                   | BLACK HILLS CORP                                   | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       726 | NS      | $51066.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                   | PRIMO WATER CORP                                   | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10160 | NS      | $157886.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES, INC.                     | APPLIED INDUSTRIAL TECH INC                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        63 | NS      | $7939.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                                               | KFORCE INC                                         | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       982 | NS      | $53843.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                                    | TTM TECHNOLOGIES INC                               | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       801 | NS      | $12079.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                             | FIRST BANCORP                                      | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       952 | NS      | $40783.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS HOLDINGS, INC.                       | LINDBLAD EXPEDITIONS HOLDINGS INC                  | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      5491 | NS      | $42280.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & WESSON BRANDS, INC.                               | SMITH WESSON BRANDS INC                            | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      1298 | NS      | $11266.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                                    | ENSIGN GROUP INC                                   | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       222 | NS      | $21003.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE, INC.                                     | TEXAS ROADHOUSE INC CLASS A                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       581 | NS      | $52841.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP GROUP, INC.                                           | BRP GROUP INC A                                    | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $4826.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE YORK WATER COMPANY                                    | THE YORK WATER CO                                  | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1877 | NS      | $84427.46     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                             | AMN HEALTHCARE SERVICES INC                        | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       590 | NS      | $60663.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                                    | RUSH ENTERPRISES INC CLASS A SHARES                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1578 | NS      | $82497.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP.                                                | ARKO CORP                                          | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1764 | NS      | $15276.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                                | ADDUS HOMECARE CORP                                | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      2048 | NS      | $203755.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                                            | KRONOS BIO INC                                     | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30765 | NS      | $49839.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STATES BANCORP, INC.                              | MIDLAND STATES BANCORP INC                         | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      1295 | NS      | $34472.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                                   | SIGNET JEWELERS LTD                                | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       158 | NS      | $10744.00     | 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        |      1880 | NS      | $59690.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                                 | ZEVIA PBC                                          | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3519 | NS      | $14392.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAD/GRAPHICS, INC.                                       | QUAD GRAPHICS INC                                  | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      5037 | NS      | $20550.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                               | KINIKSA PHARMACEUTICALS LTD                        | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       442 | NS      | $6621.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                               | AXONICS INC                                        | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |       694 | NS      | $43395.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                 | MATADOR RESOURCES CO                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       416 | NS      | $23811.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY, INC.                               | BEACON ROOFING SUPPLY INC                          | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      5077 | NS      | $268014.83    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Oramed Pharmaceuticals Inc                                | ORAMED PHARMACEUTICALS INC                         | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |       878 | NS      | $10562.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE, INC.                                 | GOOSEHEAD INSURANCE INC                            | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      1150 | NS      | $39491.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL, INC.                           | PAPA JOHN S INTERNATIONAL INC                      | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       731 | NS      | $60168.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                               | VAXCYTE INC                                        | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      3598 | NS      | $172524.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Company Inc                                       | AARON S CO INC THE                                 | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $5592.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP, INC.                                    | ALASKA AIR GROUP INC                               | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        20 | NS      | $858.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                                | CURTISS WRIGHT CORP                                | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       700 | NS      | $116893.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Netstreit Corp                                            | NETSTREIT CORP                                     | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      6043 | NS      | $110768.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS, INC.                                        | VAIL RESORTS INC                                   | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       145 | NS      | $34560.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                           | ACADIA HEALTHCARE                                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      3094 | NS      | $254698.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.                 | KNIGHT SWIFT TRANSPORTION HOLDINGS                 | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6008 | NS      | $314879.28    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS, INC.                                    | CELSIUS HOLDINGS INC                               | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       816 | NS      | $84896.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP, INC.                                      | BYLINE BANCORP INC                                 | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       418 | NS      | $9601.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                                         | EMCOR GROUP INC                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1160 | NS      | $171807.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HACKETT GROUP, INC.                                   | HACKETT GROUP INC THE                              | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       135 | NS      | $2749.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP, INC.                          | NEW YORK COMMUNITY BANCORP INC                     | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      2678 | NS      | $23030.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                                 | RPC INC                                            | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |      7933 | NS      | $70524.37     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING CHECK CORP.                                      | STERLING CHECK CORP                                | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2722 | NS      | $42109.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                                 | BOX INC CLASS A                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      1089 | NS      | $33900.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                          | NEW JERSEY RESOURCES CORP                          | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       812 | NS      | $40291.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS, INC.                                       | PROS HOLDINGS INC                                  | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      5413 | NS      | $131319.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                         | GRAPHIC PACKAGING HOLDING CO                       | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2133 | NS      | $47459.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co                                                | LOVESAC CO THE                                     | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       584 | NS      | $12853.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                           | UNITED THERAPEUTICS CORP                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       604 | NS      | $167966.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP, INC.                             | PACIFIC PREMIER BANCORP INC                        | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1042 | NS      | $32885.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                              | ANTERO RESOURCES CORP                              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      3497 | NS      | $108372.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| E2OPEN PARENT HOLDINGS, INC.                              | E2OPEN PARENT HOLDINGS INC                         | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28336 | NS      | $166332.32    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE, INC.                                 | MERIDIAN BIOSCIENCE INC                            | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |       194 | NS      | $6442.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES, INC.                             | SUMMIT HOTEL PROPERTIES INC                        | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      7641 | NS      | $55168.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                                      | UNIFIRST CORP                                      | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        39 | NS      | $7526.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                                          | MOELIS CO                                          | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |       128 | NS      | $4911.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC.                                              | OVINTIV INC                                        | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3747 | NS      | $190010.37    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                                         | MILLERKNOLL INC                                    | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      7084 | NS      | $148834.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS, INC.                            | BIOCRYST PHARMACEUTICALS INC                       | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      2995 | NS      | $34382.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                                 | AAR CORP                                           | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       347 | NS      | $15580.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GEO GROUP, INC.                                       | THE GEO GROUP INC                                  | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      1472 | NS      | $16118.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                                   | HAEMONETICS CORP                                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       434 | NS      | $34134.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                            | SWEETGREEN INC                                     | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12824 | NS      | $109901.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION            | SSCIENCE APPLICATIONS INTERNATIONAL CORP           | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      1018 | NS      | $112926.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                                      | LTC PROPERTIES INC                                 | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       713 | NS      | $25332.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Transmedics Group Inc                                     | TRANSMEDICS GROUP INC                              | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       391 | NS      | $24132.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP, INC.                           | SELECTIVE INSURANCE GROUP INC                      | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      1404 | NS      | $124408.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS, INC.                                | CELLDEX THERAPEUTICS INC                           | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      5325 | NS      | $237335.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                         | LATTICE SEMICONDUCTOR CORP                         | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      3614 | NS      | $234476.32    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EGAIN CORPORATION                                         | EGAIN CORP                                         | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       581 | NS      | $5246.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                                   | COMMVAULT SYSTEMS INC                              | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       574 | NS      | $36070.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                                    | SCHOLASTIC CORP                                    | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $21111.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC.                                   | MAXAR TECHNOLOGIES INC                             | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      1312 | NS      | $67882.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                     | SHENANDOAH TELECOMMUNICATIONS CO                   | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       769 | NS      | $12211.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                    | MEDPACE HOLDINGS INC                               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       599 | NS      | $127233.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 2Seventy Bio Inc                                          | 2SEVENTY BIO INC                                   | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       353 | NS      | $3307.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                  | GMS INC                                            | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       192 | NS      | $9561.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                      | KONTOOR BRANDS INC                                 | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2897 | NS      | $115851.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED                       | CHEESECAKE FACTORY INC                             | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      1684 | NS      | $53399.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                    | MURPHY OIL CORP                                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       150 | NS      | $6451.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS, INC.                               | INTELLIA THERAPEUTICS INC                          | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      1055 | NS      | $36808.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA LTD.                                | LIBERTY LILAC GROUP CLASS C                        | CUSIP: G9001E128<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     19781 | NS      | $150335.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                       | NAVIENT CORP                                       | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       875 | NS      | $14393.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                        | GOODYEAR TIRE RUBBER CO                            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      2005 | NS      | $20350.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                   | BOOZ ALLEN HAMILTON HOLDING CORP                   | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        62 | NS      | $6480.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio Inc                                         | GRITSTONE BIO INC                                  | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |      1612 | NS      | $5561.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| P.A.M. TRANSPORTATION SERVICES, INC.                      | P A M TRANSPORTATION SVCS                          | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       412 | NS      | $10670.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS, INC.                        | ATLAS AIR WORLDWIDE HOLDINGS                       | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      1731 | NS      | $174484.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                       | TRONOX HOLDINGS PLC                                | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      2194 | NS      | $30079.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEM, INC                                                 | STEM INC                                           | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      1724 | NS      | $15412.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                                       | STEVEN MADDEN LTD                                  | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       412 | NS      | $13167.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL, INC.                                       | MFA FINANCIAL INC                                  | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      1597 | NS      | $15730.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE REALREAL, INC.                                        | REALREAL INC THE                                   | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      9002 | NS      | $11252.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS WORLDWIDE, INC.                                    | KRONOS WORLDWIDE INC                               | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      1585 | NS      | $14899.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                             | RAYMOND JAMES FINANCIAL INC                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      3315 | NS      | $354207.75    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                             | TOOTSIE ROLL INDUSTRIES INC                        | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      1534 | NS      | $65302.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                                        | GETTY REALTY CORP NEW                              | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      6119 | NS      | $207128.15    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp                  | MADISON SQUARE GARDEN ENTERTAINMENT                | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1345 | NS      | $60484.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                                            | OMNICELL INC                                       | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1347 | NS      | $67915.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.              | AMERICAN AXLE MANUFACTURING HOLDINGS INC           | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2008 | NS      | $15702.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS, INC.                 | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC            | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9946 | NS      | $626399.08    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                              | MODINE MANUFACTURING CO                            | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     10286 | NS      | $204279.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS, INC.                                      | CALAVO GROWERS INC                                 | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1312 | NS      | $38572.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                       | SOLARIS OILFIELD INFRASTRUCTURE INC                | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      2735 | NS      | $27158.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                              | UNITED COMMUNITY BANKS INC GA                      | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      3391 | NS      | $114615.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                                              | GENESCO INC                                        | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1806 | NS      | $83112.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                                 | G III APPAREL GROUP LTD                            | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       792 | NS      | $10858.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTAINER GROUP HOLDINGS LIMITED                          | TEXTAINER GROUP HOLDINGS LTD                       | CUSIP: G8766E109<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | BM        |      3689 | NS      | $114395.89    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP.                                            | TOPBUILD CORP                                      | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       428 | NS      | $66977.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC.                                            | MODIVCARE INC                                      | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       277 | NS      | $24855.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                                  | XPEL INC                                           | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       851 | NS      | $51111.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                                       | TTEC HOLDINGS INC                                  | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |        81 | NS      | $3574.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                            | CALIFORNIA WATER SERVICE GROUP                     | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1134 | NS      | $68765.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                | PATTERSON UTI ENERGY INC                           | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      9817 | NS      | $165318.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIE ENERGY LTD.                                         | GENIE ENERGY LTD CLASS B                           | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      3048 | NS      | $31516.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                             | AMPHASTAR PHARMACEUTICALS INC                      | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      5164 | NS      | $144695.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY           | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY    | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      2133 | NS      | $97307.46     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORPORATION LTD.                                      | SFL CORP LTD                                       | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |     18257 | NS      | $168329.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                  | COMSTOCK RESOURCES INC                             | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      9016 | NS      | $123609.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                            | SUPERNUS PHARMACEUTICALS INC                       | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1709 | NS      | $60960.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                                  | PTC INC                                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       868 | NS      | $104194.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INCORPORATED                                         | ASGN INC                                           | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       917 | NS      | $74717.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                             | INNOSPEC INC                                       | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1018 | NS      | $104711.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PUBLIC LIMITED COMPANY                             | ADIENT PLC                                         | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      1571 | NS      | $54497.99     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                  | ALIGNMENT HEALTHCARE INC                           | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1217 | NS      | $14311.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                         | NATIONAL STORAGE AFFILIATES                        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1574 | NS      | $56852.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                               | AMERICAN ASSETS TRUST INC                          | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6539 | NS      | $173283.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION PRODUCE, INC.                                     | MISSION PRODUCE INC                                | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9470 | NS      | $110041.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                                      | ORTHOPEDIATRICS CORP                               | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |       209 | NS      | $8303.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE, INC.                                | TANDEM DIABETES CARE INC                           | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1621 | NS      | $72863.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                          | CHESAPEAKE UTILITIES CORP                          | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      1671 | NS      | $197478.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                                 | CNX RESOURCES CORP                                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      8222 | NS      | $138458.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                                    | ASTEC INDUSTRIES INC                               | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1637 | NS      | $66560.42     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                             | SHOALS TECHNOLOGIES GROUP INC                      | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6744 | NS      | $166374.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                           | MACROGENICS INC                                    | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     45403 | NS      | $304654.13    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                                     | HILLTOP HOLDINGS INC                               | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       868 | NS      | $26048.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP.                               | INVENTRUST PROPERTIES CORP                         | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      1337 | NS      | $31646.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP.                             | TOPGOLF CALLAWAY BRND CRP                          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       925 | NS      | $18268.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                                       | GLAUKOS CORP                                       | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       698 | NS      | $30488.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC.                                | BIOXCEL THERAPEUTICS INC                           | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |      2914 | NS      | $62592.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                            | NATIONAL VISION HOLDINGS INC                       | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       149 | NS      | $5775.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES, INC.                                    | CHART INDUSTRIES INC                               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1248 | NS      | $143807.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                                  | BANC OF CALIFORNIA INC                             | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       813 | NS      | $12951.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                                  | FULCRUM THERAPEUTICS INC                           | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19751 | NS      | $143787.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                              | SABRA HEALTHCARE REIT INC                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      6550 | NS      | $81416.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                             | ADTALEM GLOBAL EDUCATION INC                       | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      3247 | NS      | $115268.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                               | ABM INDUSTRIES INC                                 | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1375 | NS      | $61077.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC.                               | LPL FINANCIAL HOLDINGS INC                         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1916 | NS      | $414181.72    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES, INC.                                  | ARRAY TECHNOLOGIES INC                             | CUSIP: 04271T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8245 | NS      | $159375.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                                | COOPER COMPANIES INC                               | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1363 | NS      | $450703.21    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                                      | VIANT TECHNOLOGY INC A                             | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3774 | NS      | $15171.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunitybio Inc                                           | IMMUNITYBIO INC                                    | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     21053 | NS      | $106738.71    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST BANCORP                                             | FIRST BANCORP                                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     29399 | NS      | $373955.28    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                  | FABRINET                                           | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      2761 | NS      | $354015.42    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                              | MACY S INC                                         | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      8527 | NS      | $176082.55    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTRAVISION COMMUNICATIONS CORPORATION                    | ENTRAVISION COMMUNICATIONS CORP A                  | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      2513 | NS      | $12062.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                                  | POWERSCHOOL HOLDINGS INC                           | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $14932.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVISTA BANCSHARES, INC.                                  | CIVISTA BANCSHARES INC                             | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       229 | NS      | $5040.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE, INC                                            | BLACKLINE INC                                      | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       101 | NS      | $6794.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL, INC.                                     | STAG INDUSTRIAL INC                                | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      3002 | NS      | $96994.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                                    | VEECO INSTRUMENTS INC                              | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       661 | NS      | $12281.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                    | EXP WORLD HOLDINGS INC                             | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      1705 | NS      | $18891.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                                | GREEN BRICK PARTNERS INC                           | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      4688 | NS      | $113590.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT, INC.                                             | HUBSPOT INC                                        | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       186 | NS      | $53778.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC BIOSCIENCES OF CALIFORNIA, INC.                   | PACIFIC BOISCIENCES OF CALIFORNIA INC              | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     29118 | NS      | $238185.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                                        | SHUTTERSTOCK INC                                   | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      3507 | NS      | $184889.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                         | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      3325 | NS      | $124255.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                   | KYMERA THERAPEUTICS INC                            | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7491 | NS      | $186975.36    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORPORATION                                        | LIVENT CORP                                        | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      9191 | NS      | $182625.17    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                               | ARES MANAGEMENT CORP A                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      1343 | NS      | $91914.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                                | AMYLYX PHARMACEUTICALS INC                         | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7009 | NS      | $258982.55    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC FINANCIAL GROUP, INC.                               | AMBAC FINANCIAL GROUP INC                          | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       689 | NS      | $12016.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                    | MARCUS MILLICHAP INC                               | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      2843 | NS      | $97941.35     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PHATHOM PHARMACEUTICALS, INC.                             | PHATHOM PHARMACEUTICALS INC                        | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $7607.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                                     | MGP INGREDIENTS INC                                | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |        37 | NS      | $3936.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                                      | GLOBUS MEDICAL INC                                 | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       140 | NS      | $10397.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CATO CORPORATION                                      | CATO CORP                                          | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      4500 | NS      | $41985.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TURTLE BEACH CORPORATION                                  | TURTLE BEACH CORP                                  | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      6636 | NS      | $47580.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                    | MONTAUK RENEWABLES INC                             | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14929 | NS      | $164666.87    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ESPERION THERAPEUTICS, INC.                               | ESPERION THERAPEUTICS INC                          | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      1435 | NS      | $8940.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                                 | EXLSERVICE HOLDINGS INC                            | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       514 | NS      | $87087.02     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                              | BIOHAVEN LTD                                       | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |       421 | NS      | $5843.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                           | WORLD FUEL SERVICES CORP                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      7285 | NS      | $199099.05    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                                  | DINE BRANDS GLOBAL INC                             | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1018 | NS      | $65762.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPING WORLD HOLDINGS, INC.                              | CAMPING WORLD HOLDINGS INC A                       | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      7181 | NS      | $160279.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                    | CASTLE BIOSCIENCES INC                             | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $7603.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRACTA THERAPEUTICS, INC.                                | VIRACTA THERAPEUTICS INC                           | CUSIP: 92765F108<br>LEI: 549300O5S543GE2D9G67 | Long             | EC               | CORP              | US        |      1674 | NS      | $2444.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                              | CACTUS INC A                                       | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       460 | NS      | $23119.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURE SOFTWARE, INC.                                      | ASURE SOFTWARE INC                                 | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3150 | NS      | $29421.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                          | PRICESMART INC                                     | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       202 | NS      | $12277.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                              | CENTRAL GARDEN PET CO CLASS A                      | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       990 | NS      | $35442.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS, INC.                                       | LITHIA MOTORS INC                                  | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       334 | NS      | $68383.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITI TRENDS, INC.                                         | CITI TRENDS INC                                    | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      6294 | NS      | $166665.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                                 | SILICON LABORATORIES INC                           | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1083 | NS      | $146930.61    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSELL 2000 MINI INDEX FUTURE MAR23                      | RUSSELL 2000 MINI INDEX FUTURE MAR23               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        24 | NC      | $-48944.16    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                                 | WESCO INTERNATIONAL INC                            | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       166 | NS      | $20783.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP.                                | OCEANFIRST FINANCIAL CORP                          | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8522 | NS      | $181092.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC.                                            | TIDEWATER INC                                      | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      4093 | NS      | $150827.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCOMMERCE INC.                                         | EVERCOMMERCE INC                                   | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3738 | NS      | $27810.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE HOLDING COMPANY, INC.                           | COMMSCOPE HOLDING INC                              | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      9012 | NS      | $66238.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE COMMERCIAL CORPORATION                          | GLADSTONE COMMERCIAL CORP                          | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      2520 | NS      | $46620.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                  | PATHWARD FINANCIAL INC                             | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       155 | NS      | $6672.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                                      | REPLIGEN CORP                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       493 | NS      | $83469.83     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                            | GREENBRIER COMPANIES INC                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      4896 | NS      | $164162.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                          | PROTO LABS INC                                     | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      4768 | NS      | $121727.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES, INC.                                    | AVID BIOSERVICES INC                               | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |       914 | NS      | $12585.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                              | ZENTALIS PHARMACEUTICALS INC                       | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       687 | NS      | $13836.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                    | FAIR ISAAC CORP                                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        83 | NS      | $49682.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORPORATION                                | POTLATCHDELTIC CORP                                | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      1185 | NS      | $52128.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION                                       | INSULET CORP                                       | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1894 | NS      | $557574.66    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                       | OWENS MINOR INC                                    | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1478 | NS      | $28865.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY               | HORIZON THERAPEUTICS PLC                           | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |       653 | NS      | $74311.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                               | IRIDIUM COMMUNICATIONS INC                         | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       221 | NS      | $11359.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS, INCORPORATED                                | CYTOKINETICS INC                                   | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       467 | NS      | $21397.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation PLC                                  | PROTHENA CORP PLC                                  | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      2729 | NS      | $164422.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION                       | SELECT MEDICAL HOLDINGS CORP                       | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1380 | NS      | $34265.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                                           | ALTUS POWER INC                                    | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |     21202 | NS      | $138237.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                             | SIMPLY GOOD FOODS CO THE                           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1116 | NS      | $42441.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                                    | PALOMAR HOLDINGS INC                               | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      3081 | NS      | $139137.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                                | SPIRE INC                                          | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1826 | NS      | $125738.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                | QUALYS INC                                         | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       680 | NS      | $76316.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                                   | CACI INTERNATIONAL INC CLASS A                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        20 | NS      | $6011.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                | PEABODY ENERGY CORP                                | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      1094 | NS      | $28903.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA RENEWABLES, INC.                                      | VIA RENEWABLES INC                                 | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |      2617 | NS      | $13372.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER, INC.                                        | ZIPRECRUITER INC                                   | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     11071 | NS      | $181785.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                            | PERFORMANCE FOOD GROUP COMPANY                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       828 | NS      | $48346.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                   | PEBBLEBROOK HOTEL TRUST                            | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       290 | NS      | $3883.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORPORATION                                | VERRA MOBILITY CORP                                | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      2286 | NS      | $31615.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                | MATSON INC                                         | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      3301 | NS      | $206345.51    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP, INC.                                  | CONNECTONE BANCORP INC                             | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      2630 | NS      | $63672.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES, INC.                              | SERVISFIRST BANCSHARES INC                         | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $50579.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC GLOBAL INC.                                           | MRC GLOBAL INC                                     | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     28794 | NS      | $333434.52    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA, INC.                                              | NATERA INC                                         | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       432 | NS      | $17353.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR, INC.                                          | FORMFACTOR INC                                     | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      3557 | NS      | $79072.11     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MEDICAL HOLDINGS, INC.                             | APOLLO MEDICAL HOLDINGS INC                        | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      3253 | NS      | $96256.27     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORPORATION                                         | KIRBY CORP                                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      3393 | NS      | $218339.55    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS, INC.                                     | CSW INDUSTRIALS INC                                | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       354 | NS      | $41039.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                               | MONRO INC                                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $13062.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                | XENCOR INC                                         | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      6529 | NS      | $170015.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                                     | OXFORD INDUSTRIES INC                              | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1965 | NS      | $183098.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAGON 28, INC.                                          | PARAGON 28 INC                                     | CUSIP: 69913P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $5102.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                                   | PIPER SANDLER COS                                  | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       242 | NS      | $31505.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL, INC.                                       | SHOE CARNIVAL INC                                  | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $16928.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKENSTEEL CORPORATION                                   | TIMKENSTEEL CORP                                   | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      5772 | NS      | $104877.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NECESSITY RETAIL REIT, INC.                           | NECESSITY RETAIL REIT INC THE                      | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |     13211 | NS      | $78341.23     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYAGS, INC.                                             | PLAYAGS INC                                        | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3075 | NS      | $15682.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                       | INTER PARFUMS INC                                  | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $82331.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE, INC.                                          | LITTELFUSE INC                                     | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       368 | NS      | $81033.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                                  | IRHYTHM TECHNOLOGIES INC                           | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       933 | NS      | $87394.11     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CANNAE HOLDINGS, INC.                                     | CANNAE HOLDINGS INC                                | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      2278 | NS      | $47040.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                                | FEDERAL SIGNAL CORP                                | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1773 | NS      | $82391.31     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                        | BJ S WHOLESALE CLUB HOLDINGS INC                   | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2670 | NS      | $176647.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                                  | PACIRA BIOSCIENCES INC                             | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      4539 | NS      | $175250.79    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                  | GROUP 1 AUTOMOTIVE INC                             | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        72 | NS      | $12986.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                         | CABOT CORP                                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        48 | NS      | $3208.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS, INC.                                 | BRIGHTVIEW HOLDINGS INC                            | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      3123 | NS      | $21517.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                                            | MYR GROUP INC                                      | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       117 | NS      | $10772.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                   | HELMERICH PAYNE INC                                | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       655 | NS      | $32468.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA, INC.                                                | SAIA INC                                           | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       752 | NS      | $157679.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                     | URBAN EDGE PROPERTIES                              | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3762 | NS      | $53006.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                  | WEAVE COMMUNICATIONS INC                           | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18867 | NS      | $86410.86     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION                               | RYERSON HOLDING CORP                               | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2916 | NS      | $88238.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                             | ASBURY AUTOMOTIVE GROUP INC                        | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       520 | NS      | $93210.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OCULAR THERAPEUTIX, INC.                                  | OCULAR THERAPEUTIX INC                             | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |      1160 | NS      | $3259.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                              | RADNET INC                                         | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      2950 | NS      | $55548.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                               | HANCOCK WHITNEY CORP                               | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      3205 | NS      | $155089.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                                 | PATTERSON COS INC                                  | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      3683 | NS      | $103234.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS, INC.                             | APELLIS PHARMACEUTICALS INC                        | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       468 | NS      | $24200.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                    | EVEREST RE GROUP LTD                               | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       875 | NS      | $289861.25    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CADIZ INC.                                                | CADIZ INC                                          | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |      1709 | NS      | $4272.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST, INC.                                       | REDWOOD TRUST INC                                  | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      2348 | NS      | $15872.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET, INC.                                            | FRESHPET INC                                       | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       365 | NS      | $19261.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                                | JABIL INC                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      7371 | NS      | $502702.20    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                                       | OSHKOSH TRUCK CORP                                 | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        47 | NS      | $4144.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC.                                       | EVERI HOLDINGS INC                                 | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      9860 | NS      | $141491.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION                        | REX AMERICAN RESOURCES CORP                        | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $4970.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX COMPANY, INC.                                        | TREX CO INC                                        | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3356 | NS      | $142059.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                              | MATTEL INC                                         | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      9402 | NS      | $167731.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP, INC.                                     | WAWLKER DUNLOP INC                                 | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       928 | NS      | $72829.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                                       | ACADIA RLTY                                        | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12746 | NS      | $182905.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC.                             | FOCUS FINANCIAL PARTNERS INC                       | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |      1301 | NS      | $48488.27     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS, INC.                           | LINCOLN ELECTRIC HOLDING INC                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       771 | NS      | $111401.79    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                     | CYTEK BIOSCIENCES INC                              | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     14459 | NS      | $147626.39    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC.                               | HILTON GRAND VACATIONS                             | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1218 | NS      | $46941.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORPORATION                                    | CONCENTRIX CORP                                    | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $4527.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA, INC.                                    | BRIDGEBIO PHARMA INC                               | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     18086 | NS      | $137815.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CEREVEL THERAPEUTICS HOLDINGS, INC.                       | CEREVEL THERAPEUTICS HOLDINGS INC                  | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |       166 | NS      | $5235.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD.                                        | KOSMOS ENERGY LTD                                  | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     20751 | NS      | $131976.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL VALLEY COMMUNITY BANCORP                          | CENTRAL VALLEY COMM BANCORP                        | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1054 | NS      | $22323.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                          | FIRST WATCH RESTAURANT GROUP INC                   | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2169 | NS      | $29346.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGENICS PHARMA CVR                                      | PROGENICS PHARMA CVR                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |      1646 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZSCALER, INC.                                             | ZSCALER INC                                        | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        72 | NS      | $8056.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP.                       | WILLSCOT MOBILE MINI HOLD                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      2938 | NS      | $132709.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| G1 THERAPEUTICS, INC.                                     | G1 THERAPEUTICS INC                                | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |       760 | NS      | $4126.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BBX CAPITAL, INC.                                         | BBX CAPITAL INC                                    | CUSIP: 073319105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       683 | NS      | $6208.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INCORPORATED                                 | RBC BEARINGS INC                                   | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $4396.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                                   | LEMAITRE VASCULAR INC                              | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       211 | NS      | $9710.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORPORATION                             | UNIVERSAL DISPLAY CORP                             | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1179 | NS      | $127379.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                              | PLEXUS CORP                                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |        51 | NS      | $5249.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FINANCIAL, INC.                                  | COLUMBIA FINANCIAL INC                             | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      3488 | NS      | $75410.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERALD HOLDING, INC.                                     | EMERALD HOLDING INC                                | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1110 | NS      | $3929.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES, INC.                                | ORASURE TECHNOLOGIES INC                           | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     49211 | NS      | $237197.02    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.                     | ALLSCRIPTS HEALTHCARE SOLUTIONS INC                | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |       358 | NS      | $6315.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP, INC.                                    | LAKELAND BANCORP INC                               | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      1596 | NS      | $28105.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                                       | THE ODP CORP                                       | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $72180.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR & DECOR HOLDINGS, INC.                              | FLOOR DECOR HOLDINGS INC A                         | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      1956 | NS      | $136196.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                      | ECHOSTAR HOLDING CORP                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      1396 | NS      | $23285.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                                        | CONSOL ENERGY INC                                  | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      2431 | NS      | $158015.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR, INC.                                           | MAXLINEAR INC CLASS A                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      2797 | NS      | $94958.15     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION CORP.                             | ALTRA INDUSTRIAL MOTION CORP                       | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      3809 | NS      | $227587.75    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                                     | BOISE CASCADE CO                                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       563 | NS      | $38661.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC.                                              | WORKIVA INC                                        | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      1438 | NS      | $120748.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Global                                               | BEAM GLOBAL                                        | CUSIP: 07373B109<br>LEI: 254900CT39JVKHAANA12 | Long             | EC               | CORP              | US        |       326 | NS      | $5695.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KINSALE CAPITAL GROUP, INC.                               | KINSALE CAPITAL GROUP INC                          | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       655 | NS      | $171295.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                  | PROASSURANCE CORP                                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      2483 | NS      | $43378.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ, INC.                                              | IMPINJ INC                                         | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       188 | NS      | $20525.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                              | AZENTA INC                                         | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |        75 | NS      | $4366.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC CVR                                           | ABIOMED INC CVR                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        56 | NS      | $57.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICOR CORPORATION                                         | VICOR CORP                                         | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       294 | NS      | $15802.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                     | SHOCKWAVE MEDICAL INC                              | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       199 | NS      | $40916.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                          | BANKUNITED INC                                     | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      6654 | NS      | $226036.38    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                             | EMBECTA CORP                                       | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      4873 | NS      | $123238.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                                          | MCGRATH RENTCORP                                   | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       749 | NS      | $73956.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS, INC.                                    | SUMMIT MATERIALS INC CL A                          | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      4373 | NS      | $124149.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                                   | FIRST BUSEY CORP                                   | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      7136 | NS      | $176401.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                              | CADENCE BANK                                       | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      5139 | NS      | $126727.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS, INC.                                     | ADTRAN HOLDINGS INC                                | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      1460 | NS      | $27433.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Immuneering Corp                                          | IMMUNEERING CORP                                   | CUSIP: 45254E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2658 | NS      | $12891.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANK                                                | FIRST BANK HAMILTON NJ                             | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      2341 | NS      | $32212.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES, INC.                                 | INSIGHT ENTERPRISES INC                            | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1005 | NS      | $100771.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                             | PROGRESS SOFTWARE CORP                             | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       674 | NS      | $34003.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UPWORK INC.                                               | UPWORK INC                                         | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1649 | NS      | $17215.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                                        | SITE CENTERS CORP                                  | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      6561 | NS      | $89623.26     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LENSAR Inc                                                | LENSAR INC                                         | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $467.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                             | EVERTEC INC                                        | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2141 | NS      | $69325.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                                         | ATHIRA PHARMA INC                                  | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33207 | NS      | $105266.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                                    | VERITEX HOLDINGS INC                               | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      2879 | NS      | $80842.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOQUA WATER TECHNOLOGIES CORP.                           | EVOQUA WATER TECHNOLOGIES CO                       | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      3382 | NS      | $133927.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP, INC.                              | INDEPENDENT BANK GROUP INC                         | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1662 | NS      | $99852.96     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORPORATION                                     | BANCFIRST CORP                                     | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      1048 | NS      | $92412.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP, INC.                                     | GLACIER BANCORP INC                                | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       144 | NS      | $7116.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMULUS MEDIA INC.                                        | CUMULUS MEDIA INC                                  | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3994 | NS      | $24802.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Treasury Obli                            | FED HERM TREASURY OBLIGA-INS                       | CUSIP: 60934N500<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    773309 | NS      | $773308.90    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc                                   | PLIANT THERAPEUTICS INC                            | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |      3964 | NS      | $76624.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                           | FMC CORP                                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3202 | NS      | $399609.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERYX, INC.                                             | ALTERYX INC                                        | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |       343 | NS      | $17379.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                       | SANMINA CORP                                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        86 | NS      | $4926.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES, INC.                          | ADVANCED ENERGY INDUSTRIES INC                     | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       809 | NS      | $69396.02     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences Inc                                  | ENOCHIAN BIOSCIENCES INC                           | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |     35933 | NS      | $37010.99     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ranger Oil Corporation                                    | RANGER OIL CORP                                    | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      2901 | NS      | $117287.43    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pardes Biosciences Inc                                    | PARDES BIOSCIENCES INC                             | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6082 | NS      | $10278.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITONE, INC.                                            | VERITONE INC                                       | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |     15346 | NS      | $81333.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE, INC.                                            | ATRICURE INC                                       | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $6878.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL TECHNICAL INSTITUTE, INC.                       | UNIVERSAL TECHNICAL INSTITUTE INC                  | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |       782 | NS      | $5255.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPFOLIO, INC.                                            | APPFOLIO INC                                       | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       289 | NS      | $30454.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS, INC.                               | CASELLA WASTE SYSTEMS INC                          | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      1307 | NS      | $103658.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kornit Digital Ltd                                        | KORNIT DIGITAL LTD                                 | CUSIP: M6372Q113<br>LEI: 5299006DPCQWP3VTFK34 | Long             | EC               | CORP              | IL        |       939 | NS      | $21568.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MR. COOPER GROUP INC.                                     | MR COOPER GROUP INC                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      1030 | NS      | $41333.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                    | ARBUTUS BIOPHARMA CORP                             | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |      1659 | NS      | $3865.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORPORATION                        | JOHN BEAN TECHNOLOGIES CORP                        | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       819 | NS      | $74799.27     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SP PLUS CORPORATION                                       | SP PLUS CORP                                       | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |       142 | NS      | $4930.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                   | KEZAR LIFE SCIENCES INC                            | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |       975 | NS      | $6864.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Controladora Vuela Compania de Aviacion SAB de CV         | CONTROLADORA VUELA CIA DE AV                       | CUSIP: 21240E105<br>LEI: 549300G8NLCMP9Z44X52 | Long             |  | CORP              | MX        |     28362 | NS      | $237106.32    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL, INC.                                   | ICF INTERNATIONAL INC                              | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       533 | NS      | $52793.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE, INC.                                  | NEXTGEN HEALTHCARE INC                             | CUSIP: 65343C102<br>LEI: 549300N5HIPS1URF0F20 | Long             | EC               | CORP              | US        |      2159 | NS      | $40546.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                                 | EDGEWISE THERAPEUTICS INC                          | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $5238.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                               | MGIC INVESTMENT CORP                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       228 | NS      | $2964.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                               | NEXTNAV INC                                        | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Long             | EC               | CORP              | US        |     67471 | NS      | $197690.03    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Cogent Biosciences Inc                                    | COGENT BIOSCIENCES INC                             | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16043 | NS      | $185457.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                           | CONSENSUS CLOUD SOLUTIONS INC                      | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $4139.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                                | ULTRA CLEAN HOLDINGS INC                           | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       212 | NS      | $7027.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES, INC.                                 | HELIOS TECHNOLOGIES INC                            | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       434 | NS      | $23626.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc                                        | CLIPPER REALTY INC                                 | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11685 | NS      | $74784.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                                  | BOOT BARN HOLDINGS INC                             | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      3328 | NS      | $208066.56    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                                    | SONIC AUTOMOTIVE INC                               | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       845 | NS      | $41633.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR COMPANY                               | COLUMBIA SPORTSWEAR CO                             | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        47 | NS      | $4116.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                     | CARA THERAPEUTICS INC                              | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       672 | NS      | $7217.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                               | CROCS INC                                          | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1065 | NS      | $115477.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                             | WINGSTOP INC                                       | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1153 | NS      | $158675.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA CORPORATION                                          | XOMA CORPORATION                                   | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |      1004 | NS      | $18473.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Zeta Global Holdings Corp                                 | ZETA GLOBAL HOLDINGS CORP                          | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21286 | NS      | $173906.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| YELLOW CORPORATION                                        | YELLOW CORP                                        | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |      3453 | NS      | $8667.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS, INC.                                 | KIMBALL ELECTRONICS INC                            | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       414 | NS      | $9352.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                      | CITY HOLDING COMPANY                               | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1633 | NS      | $152015.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                                           | LGI HOMES INC                                      | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       748 | NS      | $69264.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                                | KORN FERRY                                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1998 | NS      | $101138.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION, INC.                                     | GRAY TELEVISION INC                                | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      5444 | NS      | $60918.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                           | DIAMONDROCK HOSPITALITY CO                         | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      9262 | NS      | $75855.78     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                                  | MUELLER INDUSTRIES INC                             | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       118 | NS      | $6962.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MODEL N, INC.                                             | MODEL N INC                                        | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      6215 | NS      | $252080.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                                     | CLEARWAY ENERGY INC C                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1499 | NS      | $47773.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                                    | ESCO TECHNOLOGIES INC                              | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1328 | NS      | $116253.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MISTRAS GROUP, INC.                                       | MISTRAS GROUP INC                                  | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9154 | NS      | $45129.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                                | EPLUS INC                                          | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |        92 | NS      | $4073.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAROS MORTGAGE TRUST, INC.                               | CLAROS MORTGAGE TRUST INC                          | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     10200 | NS      | $150042.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                         | WM TECHNOLOGY INC                                  | CUSIP: 92971A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12496 | NS      | $12620.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                         | KURA ONCOLOGY INC                                  | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      1009 | NS      | $12521.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                           | M I HOMES INC                                      | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1717 | NS      | $79291.06     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                            | TACTILE SYSTEMS TECHNOLOGY INC                     | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     19385 | NS      | $222539.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                                       | RENT A CENTER INC                                  | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       970 | NS      | $21873.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                                 | FIRST HORIZON CORP                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      5034 | NS      | $123333.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY, INC.                                             | XOMETRY INC                                        | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |       373 | NS      | $12021.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                                 | SJW GROUP                                          | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2918 | NS      | $236912.42    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MANNKIND CORPORATION                                      | MANNKIND CORP                                      | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |      3734 | NS      | $19678.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CASSAVA SCIENCES, INC.                                    | CASSAVA SCIENCE INC                                | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       579 | NS      | $17103.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| STONERIDGE, INC.                                          | STONERIDGE INC                                     | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      9145 | NS      | $197166.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                         | HAMILTON LANE INC                                  | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       184 | NS      | $11753.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB USA, INC.                                      | ROCKET LAB USA INC                                 | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3434 | NS      | $12946.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                        | UNITIL CORP                                        | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1928 | NS      | $99022.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORPORATION                                        | AVIENT CORP                                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       828 | NS      | $27953.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HARROW HEALTH, INC.                                       | HARROW HEALTH INC                                  | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1228 | NS      | $18125.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corporation                                      | CORECARD CORP                                      | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $29172.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                             | CHESAPEAKE ENERGY CORP                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       757 | NS      | $71438.09     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                                         | BRADY CORP                                         | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2262 | NS      | $106540.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIGATOR HOLDINGS LTD                                    | NAVIGATOR HOLDINGS LIMITED                         | CUSIP: Y62132108<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | MH        |     21248 | NS      | $254126.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN PUBLIC EDUCATION, INC.                           | AMERICAN PUBLIC EDUCATION                          | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      3039 | NS      | $37349.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP, INC.                             | BERKSHIRE HILLS BANCORP INC                        | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      4171 | NS      | $124712.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                       | KRYSTAL BIOTECH INC                                | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       388 | NS      | $30737.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                                      | CARETRUST REIT INC                                 | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      9184 | NS      | $170638.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                    | ARTISAN PARTNERS ASSET MANAGEMENT INC              | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      1338 | NS      | $39738.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                               | OFG BANCORP                                        | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      5366 | NS      | $147886.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT, INC.                                            | CATALENT INC                                       | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $3645.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                                       | BALCHEM CORP                                       | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       695 | NS      | $84866.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                              | FRESH DEL MONTE PRODUCE INC                        | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       675 | NS      | $17678.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                        | CHEMED CORPORATION                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        13 | NS      | $6635.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROOT, INC.                                                | ROOT INC OH                                        | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2055 | NS      | $9226.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT, INC.                                                 | AXT INC                                            | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |      3010 | NS      | $13183.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                             | COLUMBUS MCKINNON CORP NY                          | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      1644 | NS      | $53380.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                                    | INDEPENDENT BANK CORP ROCKLAND MA                  | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       941 | NS      | $79448.63     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                     | UNIVERSAL CORP                                     | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3472 | NS      | $183356.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON OUTDOORS INC.                                     | JOHNSON OUTDOORS INC CLASS A                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $5091.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus Inc                                              | MOMENTUS INC                                       | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10477 | NS      | $8171.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC.                                        | HERC HLDGS INC COM                                 | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      1021 | NS      | $134332.97    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                            | WINTRUST FINANCIAL CORP                            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3643 | NS      | $307906.36    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP.                                  | CLEAN ENERGY FUEL CORP                             | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |      2408 | NS      | $12521.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognyte Software Ltd                                      | COGNYTE SOFTWARE LTD                               | CUSIP: M25133105<br>LEI: 2549006L803IRJC67B33 | Long             | EC               | CORP              | IL        |       979 | NS      | $3044.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INOTIV, INC.                                              | INOTIV INC                                         | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |      4324 | NS      | $21360.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEASPINE HOLDINGS CORPORATION                             | SEASPINE HOLDINGS CORP                             | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      6621 | NS      | $55285.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, INC.                                                 | KBR INC                                            | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      9846 | NS      | $519868.80    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                                     | MDC HOLDINGS INC                                   | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |       937 | NS      | $29609.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WHOLE EARTH BRANDS, INC.                                  | WHOLE EARTH BRANDS INC                             | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5537 | NS      | $22535.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORPORATION                                 | IPG PHOTONICS CORP                                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       548 | NS      | $51879.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEWY, INC.                                               | CHEWY INC CLASS A                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      1172 | NS      | $43457.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP, INC.                             | PENSKE AUTOMOTIVE GROUP INC                        | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        53 | NS      | $6091.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH INDUSTRIES, INC.                                      | KVH INDUSTRIES INC                                 | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1545 | NS      | $15789.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                                        | SPS COMMERCE INC                                   | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       831 | NS      | $106725.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapt Therapeutics Inc                                     | RAPT THERAPEUTICS INC                              | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       322 | NS      | $6375.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                         | NORTHWEST NATURAL HOLDING CO                       | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3926 | NS      | $186838.34    | 0.26%             |  |  |  | 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        |       682 | NS      | $102102.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST, INC                            | INDEPENDENCE REALTY TRUST INC                      | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      2757 | NS      | $46483.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPIRE CAPITAL, INC.                                 | BRIGHTSPIRE CAPITAL INC                            | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     19710 | NS      | $122793.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STR SUB INC.                                              | SITIO ROYALTIES CORP A                             | CUSIP: 82983N108<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |      7400 | NS      | $213497.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| CORCEPT THERAPEUTICS INCORPORATED                         | CORCEPT THERAPEUTICS INC                           | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |       376 | NS      | $7636.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCRAFT BOAT HOLDINGS, INC.                           | MASTERCRAFT BOAT HOLDINGS INC                      | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       356 | NS      | $9209.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKOLA CORPORATION                                        | NIKOLA CORP                                        | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |     61126 | NS      | $132032.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| UGI CORPORATION                                           | UGI CORP                                           | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      2134 | NS      | $79107.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                                      | AXOS FINANCIAL INC                                 | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1712 | NS      | $65432.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORPORATION                                        | BRUKER BIOSCIENCES CORP                            | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       102 | NS      | $6971.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                               | QORVO INC                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      2745 | NS      | $248806.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED                   | COMMUNITY HEALTHCARE TRUST INC                     | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      1131 | NS      | $40489.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANCORP, INC.                                         | BANCORP INC                                        | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19380 | NS      | $550004.40    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES, INC.                                  | ORMAT TECHNOLOGIES INC                             | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       373 | NS      | $32257.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TUPPERWARE BRANDS CORPORATION                             | TUPPERWARE CORP                                    | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      6945 | NS      | $28752.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS, INC.                                  | POWER INTEGRATIONS INC                             | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      2203 | NS      | $157999.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO, INC                                                | GOPRO INC CLASS A                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       972 | NS      | $4840.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FUELCELL ENERGY, INC.                                     | FUELCELL ENERGY INC                                | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     20216 | NS      | $56200.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.                         | PINNACLE FINANCIAL PARTNERS                        | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3233 | NS      | $237302.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                           | NATIONAL HEALTH INVESTORS INC                      | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       763 | NS      | $39843.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS, INC.                            | MADRIGAL PHARMACEUTICALS INC                       | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      2387 | NS      | $692826.75    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                       | C4 THERAPEUTICS INC                                | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $3451.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                              | CALERES INC                                        | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       735 | NS      | $16375.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                                          | TETRA TECH INC                                     | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |        93 | NS      | $13502.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                     | NEWMARKET CORP                                     | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       129 | NS      | $40133.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYGRAM INTERNATIONAL, INC.                             | MONEYGRAM INTERNATIONAL                            | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |      1838 | NS      | $20015.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BRAVES                                            | LIBERTY MEDIA CORP BRAVES                          | CUSIP: 531229888<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |      2567 | NS      | $82734.41     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                                         | VECTOR GROUP LTD                                   | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      2760 | NS      | $32733.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.                   | ESSENTIAL PROPERTIES REALTY                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       264 | NS      | $6196.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                                     | GREEN DOT CORP CLASS A                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2149 | NS      | $33997.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAIR ENGINEERING INC.                                   | ALTAIR ENGINEERING INC                             | CUSIP: 021369103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       829 | NS      | $37694.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKWELL FINANCIAL GROUP, INC.                            | BANKWELL FINANCIAL GROUP INC                       | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1471 | NS      | $43291.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      7948 | NS      | $515666.24    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                   | MOLINA HEATHCARE INC                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        42 | NS      | $13869.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR, INC.                                             | POPULAR INC                                        | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      4394 | NS      | $291410.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST, INC.                                            | MEDIFAST INC                                       | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1514 | NS      | $174639.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRAL AD SCIENCE HOLDING CORP.                         | INTEGRAL AD SCIENCE HOLDING CORP                   | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15050 | NS      | $132289.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                              | INTEGER HOLDINGS CORP                              | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       479 | NS      | $32792.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS, INC.                                           | B G FOODS INC                                      | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      7964 | NS      | $88798.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkeley Lights Inc                                       | BERKELEY LIGHTS INC                                | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     11132 | NS      | $29833.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                             | JACK HENRY ASSOCIATES INC                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       254 | NS      | $44592.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                        | CORVEL CORP                                        | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $22235.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                                             | COUCHBASE INC                                      | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |       356 | NS      | $4720.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS N.V.                                 | EXPRO GROUP HOLDINGS NV                            | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     12375 | NS      | $224358.75    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORPORATION                                           | VSE CORP                                           | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |        48 | NS      | $2250.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                                   | Veris Residential Inc                              | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11362 | NS      | $180996.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                          | CARPENTER TECHNOLOGY CORP                          | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      1962 | NS      | $72476.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC.                        | KKR REAL ESTATE FINANCE TRUST INC                  | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      1684 | NS      | $23508.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD.                                                 | FLEX LTD                                           | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     18320 | NS      | $393147.20    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL MEDICAL REIT INC.                                  | GLOBAL MEDICAL REIT INC                            | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      6912 | NS      | $65525.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                                    | SPX TECHNOLOGIES INC                               | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1356 | NS      | $89021.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APPIAN CORPORATION                                        | APPIAN CORP                                        | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |      4991 | NS      | $162506.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                  | AGREE REALTY CORP                                  | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      1198 | NS      | $84974.14     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORPORATION                                        | NEOGEN CORP                                        | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      4046 | NS      | $61620.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIESTA RESTAURANT GROUP, INC.                             | FIESTA RESTAURANT GROUP INC                        | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7017 | NS      | $51574.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                    | CATHAY BANCORP INC                                 | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      2951 | NS      | $120371.29    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                           | PURE CYCLE CORP                                    | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2015 | NS      | $21117.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTSMAN'S WAREHOUSE HOLDINGS, INC.                      | SPORTSMAN S WAREHOUSE HOLDINGS INC                 | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      7426 | NS      | $69878.66     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL, INC. | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITA | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1873 | NS      | $54279.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL-DRI CORPORATION OF AMERICA                            | OIL DRI CORP OF AMERICA                            | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      1019 | NS      | $34177.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS, INC.                         | AEROJET ROCKETDYNE HOLDINGS INC                    | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |        89 | NS      | $4977.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSCORE, INC.                                            | COMSCORE INC                                       | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6437 | NS      | $7466.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP.                                                 | RLI CORP                                           | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |        66 | NS      | $8663.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERIX, INC.                                            | CHIMERIX INC                                       | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     41953 | NS      | $78032.58     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                          | CLEARFIELD INC                                     | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       673 | NS      | $63356.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR BROADCAST GROUP, INC.                            | SINCLAIR BROADCAST GROUP INC                       | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      8395 | NS      | $130206.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                            | MONOLITHIS POWER SYSTEMS                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       506 | NS      | $178926.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                                 | REGAL REXNORD CORP                                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       522 | NS      | $62629.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC.                                  | DARLING INGREDIENTS INC                            | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      1587 | NS      | $99330.33     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspirato Inc                                             | INSPIRATO INC                                      | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11647 | NS      | $13859.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                                | TOWNEBANK                                          | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      3235 | NS      | $99767.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                          | BUCKLE INC THE                                     | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      5179 | NS      | $234867.65    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP, INC.                        | MONTROSE ENVIRONMENTAL GROUP INC                   | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      1814 | NS      | $80523.46     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                              | PHREESIA INC                                       | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      6440 | NS      | $208398.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORPORATION                                           | IDT CORP                                           | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3094 | NS      | $87157.98     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES, INC.                                  | DOLBY LABORATORIES INC CLASS A                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |        34 | NS      | $2398.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                               | INSPIRE MEDICAL SYSTEM INC                         | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       883 | NS      | $222410.04    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                                | MINERAL TECHNOLOGIES INC                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       617 | NS      | $37464.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                                 | GOGO INC                                           | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      9683 | NS      | $142921.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS, INC.                                    | BJ S RESTAURANT INC                                | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       162 | NS      | $4273.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS, INC.                                            | ENTEGRIS INC                                       | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       189 | NS      | $12396.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                     | ARCUS BIOSCIENCES INC                              | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3081 | NS      | $63715.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                                      | HECLA MINING CO                                    | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      9750 | NS      | $54210.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                                 | LIVE OAK BANCSHARES INC                            | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2021 | NS      | $61034.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIRLINES, INC.                                     | SPIRIT AIRLINES INC                                | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      1487 | NS      | $28966.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORPORATION                              | SKYLINE CHAMPION CORP                              | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $7571.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                                   | ENERSYS                                            | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2360 | NS      | $174262.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioatla Inc                                               | BIOATLA INC                                        | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11191 | NS      | $92325.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE, INC.                                          | WISDOMTREE INC                                     | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      9720 | NS      | $52974.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                            | JOHN B SANFILIPPO SON INC                          | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2078 | NS      | $168982.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP INC.                                        | DONEGAL GROUP INC CLASS A                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       302 | NS      | $4288.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                           | TENNANT CO                                         | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      2819 | NS      | $173565.83    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                | UNITED NATURAL FOODS INC                           | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3462 | NS      | $134014.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIANLINK, INC.                                        | MERIDIANLINK INC                                   | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2965 | NS      | $40709.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                                  | ALARM COM HOLDING INC                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       416 | NS      | $20583.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT, INC.                                       | AEROVIRONMENT INC                                  | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       176 | NS      | $15076.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                    | GLOBAL NET LEASE INC                               | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     14476 | NS      | $181963.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                                     | ALBEMARLE CORP                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1751 | NS      | $379721.86    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                                         | HILLENBRAND INC                                    | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      3968 | NS      | $169314.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION.                                        | FLUOR CORP                                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2153 | NS      | $74622.98     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                                          | APTARGROUP INC                                     | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       693 | NS      | $76216.14     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                              | TENET HEALTHCARE CORP                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2414 | NS      | $117779.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                                   | VIKING THERAPEUTICS INC                            | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |     16422 | NS      | $154366.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INCORPORATED                                    | SYNAPTICS INC                                      | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       799 | NS      | $76032.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                            | PRAXIS PRECISION MEDICINES INC                     | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26044 | NS      | $61984.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOBIRA THERAPEUTICS CVR                                   | TOBIRA THERAPEUTICS CVR                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNIFI, INC.                                               | UNIFI INC                                          | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      9779 | NS      | $84197.19     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET, INC.                                          | HOMESTREET INC                                     | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $2178.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS, INC.                                      | PLANET FITNESS INC                                 | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      3005 | NS      | $236794.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STARTEK, INC.                                             | STARTEK INC                                        | CUSIP: 85569C107<br>LEI: 549300ONES3WQ9KY7P17 | Long             | EC               | CORP              | US        |      1367 | NS      | $5126.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY, INC.                                      | HOULIHAN LOKEY INC                                 | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        75 | NS      | $6537.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.                    | INNOVATIVE INDUSTRIAL PROPERTIES INC               | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       711 | NS      | $72059.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                             | RECURSION PHARMACEUTICALS INC                      | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20115 | NS      | $155086.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC..                       | BRIGHTSPHERE INVESTMENT GROUP                      | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      1179 | NS      | $24263.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES, INC.                                   | UNITED BANKSHARES INC WV                           | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      2275 | NS      | $92114.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY, INC.                            | SITEONE LANDSCAPE SUPPLY INC                       | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       548 | NS      | $64291.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                            | TEXAS CAPITAL BANCSHARES INC                       | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       510 | NS      | $30758.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                           | MURPHY USA INC                                     | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       324 | NS      | $90570.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc                               | AMERICAN OUTDOOR BRANDS                            | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $3246.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS, INC.                                       | YETI HOLDINGS INC                                  | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      1461 | NS      | $60353.91     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                                 | STRATEGIC EDUCATION INC                            | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      2069 | NS      | $162044.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS, INC.                                   | CINEMARK HOLDINGS INC                              | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       682 | NS      | $5906.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                 | FEDERAL AGRICULTURAL MORTGAGE CORP                 | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |        47 | NS      | $5297.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                               | ANNEXON INC                                        | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3852 | NS      | $19914.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC.                                     | FIRST FOUNDATION INC                               | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      6773 | NS      | $97057.09     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                      | SCORPIO TANKERS INC                                | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       588 | NS      | $31616.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                         | TALOS ENERGY INC                                   | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       403 | NS      | $7608.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                               | ENHABIT HOME HEALTH HOSPICE                        | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |        23 | NS      | $302.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                                  | APOGEE ENTERPRISES INC                             | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      1948 | NS      | $86608.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                              | AERSALE CORP                                       | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2140 | NS      | $34710.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                                | SYNDAX PHARMACEUTICALS INC                         | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      2137 | NS      | $54386.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORPORATION                                | WSFS FINANCIAL CORP                                | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       247 | NS      | $11198.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                           | HNI CORPORATION                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      3989 | NS      | $113407.27    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC.                                                  | ITT INC                                            | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1076 | NS      | $87263.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                                | CULLEN FROST BANKERS INC                           | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       777 | NS      | $103884.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC.                                      | EAGLE MATERIALS INC                                | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1759 | NS      | $233683.15    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                       | GRIFFON CORP                                       | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1230 | NS      | $44021.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                                | WINNEBAGO INDUSTRIES INC                           | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       522 | NS      | $27509.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES, INC.                                     | DXP ENTERPRISES INC TX                             | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $5510.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INCORPORATED                                | MICROSTRATEGY INC                                  | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       722 | NS      | $102213.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| NEVRO CORP.                                               | NEVRO CORPORATION                                  | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |       665 | NS      | $26334.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                     | ARLO TECHNOLOGIES INC                              | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1155 | NS      | $4054.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                          | DYNAVAX TECHNOLOGIES CORP                          | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      1419 | NS      | $15098.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd                         | ALPHA OMEGA SEMICONDUCTOR LTD                      | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       485 | NS      | $13856.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.                              | MUELLER WATER PRODUCTS INC A                       | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     13779 | NS      | $148262.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                                           | MICROVISION INC                                    | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |      2486 | NS      | $5842.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MERIT MEDICAL SYSTEMS, INC.                               | MERIT MEDICAL SYSTEMS INC                          | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      4151 | NS      | $293143.62    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC.                                            | COSTAMARE INC                                      | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |     16292 | NS      | $151189.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TILE SHOP HOLDINGS, INC.                                  | TILE SHOP HOLDINGS INC                             | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |     10683 | NS      | $46791.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                                     | CHATHAM LODGING TRUST                              | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4816 | NS      | $59092.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORPORATION                                         | ALCOA CORP                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1382 | NS      | $62839.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                                | GOLDEN ENTERTAINMENT INC                           | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       428 | NS      | $16007.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                              | INTRA CELLULAR THERAPIES INC                       | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |       711 | NS      | $37626.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                       | PAYONEER GLOBAL INC                                | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2840 | NS      | $15534.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING BANCORP, INC.                                    | STERLING BANCORP INC MI                            | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3405 | NS      | $20736.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORPORATION                    | ZURN ELKAY WATER SOLUTIONS CORPORATION             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      2342 | NS      | $49533.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS, INC.                                     | CHUY S HOLDINGS INC                                | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       398 | NS      | $11263.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                                  | OPTION CARE HEALTH INC                             | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      2404 | NS      | $72336.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                            | PERDOCEO EDUCATION CORP                            | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     17039 | NS      | $236842.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                     | TREEHOUSE FOODS INC                                | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       786 | NS      | $38812.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                               | BELDEN INC                                         | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       544 | NS      | $39113.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                                  | ATI INC                                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     17681 | NS      | $527954.66    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP, INC.                                       | TRIUMPH GROUP INC                                  | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      4770 | NS      | $50180.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES, INC.                                     | QUANTA SERVICES INC                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       715 | NS      | $101887.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS CORP.                      | RETAIL OPPORTUNITY INVESTMENTS CORP                | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $11843.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.                      | EASTERLY GOVERNMENT PROPERTIES INC                 | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     12050 | NS      | $171953.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP, INC.                                  | OLD SECOND BANCORP INC                             | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      2194 | NS      | $35191.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCK YARDS BANCORP, INC.                                 | STOCK YARDS BANCORP INC                            | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      1311 | NS      | $85188.78     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                               | CHEGG INC                                          | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      2186 | NS      | $55240.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                    | AMKOR TECHNOLOGIES INC                             | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      3622 | NS      | $86855.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.                         | FOUR CORNERS PROPERTY TRUST INC                    | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      2615 | NS      | $67806.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS, INC.                                     | MKS INSTRUMENTS INC                                | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       624 | NS      | $52871.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS, INC.                                     | MYRIAD GENETICS INC                                | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      1311 | NS      | $19022.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORPORATION                                   | BOYD GAMING CORP                                   | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      5300 | NS      | $289009.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC, INC.                                              | MASTEC INC                                         | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      2960 | NS      | $252576.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, INC.                                             | MAXIMUS INC                                        | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       979 | NS      | $71790.07     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                            | WASHINGTON TRUST BANCORP INC                       | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1984 | NS      | $93605.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC.                                       | VERINT SYSTEMS INC                                 | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |       979 | NS      | $35518.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                               | SALLY BEAUTY HOLDINGS INC                          | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      2077 | NS      | $26004.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST                         | CORPORATE OFFICE PROPERTIES                        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      7079 | NS      | $183629.26    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                        | ENTERPRISE FINANCIAL SERVICES CORP                 | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       688 | NS      | $33684.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                      | MATIV INC                                          | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      5407 | NS      | $113006.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE & SECURITY SOLUTIONS, INC.                 | KRATOS DEFENSE SECURITY SOLUTIONS INC              | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      3658 | NS      | $37750.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                              | XENIA HOTELS RESORTS INC                           | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       676 | NS      | $8909.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                  | CHINOOK THERAPEUTICS INC                           | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |       611 | NS      | $16008.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                             | PERMIAN RESOURCES CORP                             | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      2500 | NS      | $23500.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                                | ADEIA INC                                          | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1780 | NS      | $16874.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINANCIAL SERVICES, INC.                         | ORRSTOWN FINANCIAL SERVICES INC                    | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      1149 | NS      | $26610.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                                | CBIZ INC                                           | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      1815 | NS      | $85032.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY, INC.                                           | INSPERITY INC                                      | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |        35 | NS      | $3976.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                                    | WARRIOR MET COAL INC                               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       137 | NS      | $4745.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                            | AMERIS BANCORP                                     | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1715 | NS      | $80845.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTIMMUNE, INC.                                           | ALTIMMUNE INC                                      | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |       868 | NS      | $14278.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                                 | OLEMA PHARMACEUTICALS INC                          | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6995 | NS      | $17137.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                                   | KITE REALTY GROUP TRUST                            | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3897 | NS      | $82031.85     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KRISPY KREME, INC.                                        | KRISPY KREME INC                                   | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5015 | NS      | $51754.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                               | GULFPORT ENERGY OPERATING CORP                     | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      2126 | NS      | $156558.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.                          | VIRTUS INVESTMENT PARTNERS INC                     | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       157 | NS      | $30056.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC.                         | SUNNOVA ENERGY INTERNATIONAL                       | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      2146 | NS      | $38649.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY PARTNERS, INC.                                    | SURGERY PARTNERS INC                               | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       435 | NS      | $12119.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                                 | METHODE ELECTRONICS INC                            | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      1326 | NS      | $58834.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                           | CSG SYSTEMS INTERNATIONAL INC                      | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1652 | NS      | $94494.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE DUCKHORN PORTFOLIO, INC.                              | DUCKHORN PORTFOLIO INC THE                         | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |     10657 | NS      | $176586.49    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER, INC.                                      | LIGHT WONDER INC                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       999 | NS      | $58541.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AdTheorent Holding Company Inc                            | ADTHEORENT HOLDING CO INC                          | CUSIP: 00739D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6605 | NS      | $10964.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTERN NEW ENGLAND BANCORP, INC.                         | WESTERN NEW ENGLAND BANCORP INC                    | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |       623 | NS      | $5893.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAVAX, INC.                                             | NOVAVAX INC                                        | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |       651 | NS      | $6692.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HUNTSMAN CORPORATION                                      | HUNTSMAN CORP                                      | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       158 | NS      | $4341.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC.                                               | KADANT INC                                         | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       217 | NS      | $38545.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FATE THERAPEUTICS, INC.                                   | FATE THERAPEUTICS INC                              | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      1243 | NS      | $12541.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc                                  | RELMADA THERAPEUTICS INC                           | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |     21416 | NS      | $74741.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paymentus Holdings Inc                                    | PAYMENTUS HOLDINGS INC                             | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10990 | NS      | $88029.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP, INC.                                     | HORIZON BANCORP INC IN                             | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      2366 | NS      | $35679.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                                        | PROVENTION BIO INC                                 | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |       920 | NS      | $9724.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                                 | MOOG INC CLASS A                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        64 | NS      | $5616.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS, INC.                                      | COHEN STEERS INC                                   | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       979 | NS      | $63204.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                                 | VAREX IMAGING CORP                                 | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      1150 | NS      | $23345.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES, INC.                                    | MYERS INDUSTRIES INC                               | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      3245 | NS      | $72136.35     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                             | ARCHROCK INC COM                                   | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      1012 | NS      | $9087.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REMITLY GLOBAL, INC                                       | REMITLY GLOBAL INC                                 | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       496 | NS      | $5679.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITERIS, INC.                                              | ITERIS INC                                         | CUSIP: 46564T107<br>LEI: 549300HHWPIES6047045 | Long             | EC               | CORP              | US        |      5296 | NS      | $16470.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                  | DEVON ENERGY CORP                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      5539 | NS      | $340703.89    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHA HOSPITALITY TRUST                                  | HERSHA HOSPITALITY TRUST                           | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |      6232 | NS      | $53096.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc                                           | SCHRODINGER INC                                    | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9828 | NS      | $183685.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                                   | Y MABS THERAPEUTICS INC                            | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6869 | NS      | $33520.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                                        | WEIS MARKETS INC                                   | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       714 | NS      | $58755.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORPORATION                                   | LENDINGCLUB CORP                                   | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      3434 | NS      | $30219.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** HC Capital Trust

**Signature:** Kenneth Schiltz

**Name of Signer:** Kenneth Schiltz

**Title:** Asst. Treasurer