# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001752724-25-156077
**Filing Date:** 2025-6
**Character Count:** 164783
**Document Hash:** 69e4c327ef7845479d7e129a236be1f3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156077.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156077

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 251073157

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Small Cap Value Insights Fund (Series ID: S000014929)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000040529 | Class A         | GSATX           |
| C000040531 | Class C         | GSCTX           |
| C000040532 | Institutional   | GSITX           |
| C000058988 | Class R         | GTTRX           |
| C000058989 | Investor Shares | GTTTX           |
| C000158459 | Class R6 Shares | GTTUX           |
| C000201745 | Class P Shares  | GSXPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs Trust

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71 South Wacker Drive

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Small Cap Value Insights Fund

- **b. EDGAR series identifier (if any):** S000014929

- **c. LEI of Series:** HQFNPXYV81RRMB9KMK12

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $776344983.82

**Total Liabilities:** $39759334.69

**Net Assets:** $736585649.13

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000040529 | -4.53%               | -6.33%               | -4.10%               |
| Class ID C000040531 | -4.56%               | -6.42%               | -4.10%               |
| Class ID C000040532 | -4.52%               | -6.30%               | -4.05%               |
| Class ID C000058988 | -4.56%               | -6.38%               | -4.09%               |
| Class ID C000058989 | -4.53%               | -6.32%               | -4.03%               |
| Class ID C000158459 | -4.53%               | -6.30%               | -4.05%               |
| Class ID C000201745 | -4.53%               | -6.30%               | -4.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2756640.78              | $-44709242.88                              |
| Month 2  | $-13231154.56            | $-43930912.76                              |
| Month 3  | $-14781847.54            | $-18221238.41                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.               | E-MINI RUSS 2000                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        48 | NC      | $-137342.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I                 | Piedmont Office Realty Trust Inc               | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15191 | NS      | $89778.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                     | Nelnet Inc                                     | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2327 | NS      | $246871.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                      | SJW Group                                      | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27210 | NS      | $1543895.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                  | Southern First Bancshares Inc                  | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9849 | NS      | $349737.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                               | First Busey Corp                               | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     53808 | NS      | $1118668.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                       | Phillips Edison & Co Inc                       | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |    144805 | NS      | $5024733.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                 | Freshworks Inc                                 | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      3860 | NS      | $57012.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                               | ACM Research Inc                               | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     76582 | NS      | $1491051.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                 | Petco Health & Wellness Co Inc                 | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |    135091 | NS      | $398518.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                 | Stoneridge Inc                                 | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     78698 | NS      | $303774.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                         | Mueller Industries Inc                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     22075 | NS      | $1623837.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                    | Community Trust Bancorp Inc                    | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40873 | NS      | $2001142.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                | Otter Tail Corp                                | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3185 | NS      | $252825.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                      | Vanda Pharmaceuticals Inc                      | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    225649 | NS      | $1017676.99   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                 | Trustmark Corp                                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    109972 | NS      | $3689560.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                    | New York Mortgage Trust Inc                    | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     11366 | NS      | $66718.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                       | ORIC Pharmaceuticals Inc                       | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     65476 | NS      | $373867.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                  | Sapiens International Corp NV                  | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | IL        |      3955 | NS      | $108327.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                           | First Merchants Corp                           | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     63535 | NS      | $2264387.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                 | BankUnited Inc                                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    119928 | NS      | $3922844.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                 | Seacoast Banking Corp of Florida               | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     41670 | NS      | $987995.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                      | Smith & Wesson Brands Inc                      | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |    236845 | NS      | $2257132.85   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                       | Kearny Financial Corp/MD                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233570 | NS      | $1462148.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                     | Ouster Inc                                     | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94762 | NS      | $704081.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                 | NexPoint Residential Trust Inc                 | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |    135664 | NS      | $5057553.92   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                    | Annexon Inc                                    | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159895 | NS      | $297404.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                            | Glacier Bancorp Inc                            | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     99092 | NS      | $4038989.92   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                           | Red Rock Resorts Inc                           | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2873 | NS      | $122677.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                         | iTeos Therapeutics Inc                         | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9795 | NS      | $71013.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                   | AerSale Corp                                   | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98079 | NS      | $683610.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                       | Fox Factory Holding Corp                       | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     12527 | NS      | $254423.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                     | Organogenesis Holdings Inc                     | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     28805 | NS      | $141432.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology                  | International Game Technology PLC              | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |    317823 | NS      | $5212297.20   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                        | Stock Yards Bancorp Inc                        | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     27361 | NS      | $1991607.19   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                   | Cadence Bank                                   | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    203939 | NS      | $5967255.14   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                           | PTC Therapeutics Inc                           | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     18322 | NS      | $913168.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                               | QCR Holdings Inc                               | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      4312 | NS      | $280064.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp In                 | Northeast Community Bancorp Inc                | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     29892 | NS      | $680341.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                      | American Assets Trust Inc                      | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225465 | NS      | $4222959.45   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                              | Universal Corp/VA                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    103702 | NS      | $6042715.54   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                     | Sabra Health Care REIT Inc                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    402423 | NS      | $7183250.55   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                | Uniti Group Inc                                | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    878751 | NS      | $4323454.92   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                 | Northeast Bank                                 | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      6859 | NS      | $568062.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                 | Plug Power Inc                                 | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    549943 | NS      | $479880.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Caledonia Mining Corp PLC                      | Caledonia Mining Corp PLC                      | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | ZA        |      6213 | NS      | $81825.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                | 1st Source Corp                                | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43006 | NS      | $2578209.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                    | Phathom Pharmaceuticals Inc                    | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55444 | NS      | $237854.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AtriCure Inc                                   | AtriCure Inc                                   | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38231 | NS      | $1143489.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                     | Inogen Inc                                     | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     31077 | NS      | $221579.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                  | Ambarella Inc                                  | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |     26292 | NS      | $1261753.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                  | Hudson Pacific Properties Inc                  | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55868 | NS      | $114529.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                             | D-Wave Quantum Inc                             | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | CA        |     88149 | NS      | $609109.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies Inc                           | TTM Technologies Inc                           | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     24151 | NS      | $483503.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                              | IBEX Holdings Ltd                              | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | US        |     17482 | NS      | $437749.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                             | Middlesex Water Co                             | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71065 | NS      | $4485622.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                   | Sylvamo Corp                                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      5279 | NS      | $314733.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                        | Mirion Technologies Inc                        | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     53778 | NS      | $848616.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                 | Gray Media Inc                                 | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    675614 | NS      | $2263306.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                   | Adtalem Global Education Inc                   | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     66010 | NS      | $7010262.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                          | Powell Industries Inc                          | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      9279 | NS      | $1699077.69   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Lt                 | Pangaea Logistics Solutions Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33557 | NS      | $135234.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                        | BrightSpire Capital Inc                        | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |    445358 | NS      | $2231243.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                          | Worthington Steel Inc                          | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     80183 | NS      | $2057495.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                      | Consolidated Water Co Ltd                      | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |     78087 | NS      | $1814741.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                             | Byline Bancorp Inc                             | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     21269 | NS      | $543210.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                               | Pitney Bowes Inc                               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     38558 | NS      | $334683.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertai                 | Madison Square Garden Entertainment Corp       | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15836 | NS      | $513719.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                   | Conduent Inc                                   | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    737511 | NS      | $1556148.21   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                 | AMC Entertainment Holdings Inc                 | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    335895 | NS      | $896839.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Waystar Holding Corp                           | Waystar Holding Corp                           | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3214 | NS      | $119464.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                             | Enact Holdings Inc                             | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |    154960 | NS      | $5546018.40   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                        | Clean Energy Fuels Corp                        | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     71257 | NS      | $103322.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                 | Gannett Co Inc                                 | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    267414 | NS      | $855724.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                         | American Vanguard Corp                         | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     75006 | NS      | $316525.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                           | LXP Industrial Trust                           | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    786525 | NS      | $6205682.25   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                    | BayCom Corp                                    | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     65001 | NS      | $1690676.01   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                   | Life Time Group Holdings Inc                   | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149441 | NS      | $4581861.06   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                 | National Presto Industries Inc                 | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10067 | NS      | $849151.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                          | Equity Bancshares Inc                          | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     12205 | NS      | $469770.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Co PLC                      | Diversified Energy Co PLC                      | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | US        |    254199 | NS      | $3154609.59   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                       | DNOW Inc                                       | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    231003 | NS      | $3666017.61   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                         | Cathay General Bancorp                         | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     42676 | NS      | $1779162.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                            | Health Catalyst Inc                            | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    163849 | NS      | $647203.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                 | Provident Financial Services Inc               | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     99380 | NS      | $1626850.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                             | SmartFinancial Inc                             | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16605 | NS      | $505124.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                               | ACCO Brands Corp                               | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     27253 | NS      | $105196.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                             | CVB Financial Corp                             | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166248 | NS      | $3082237.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt                 | Alpha & Omega Semiconductor Ltd                | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     24969 | NS      | $470166.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                             | Aspen Aerogels Inc                             | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    336062 | NS      | $1814734.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                  | Consensus Cloud Solutions Inc                  | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128397 | NS      | $2549964.42   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                         | Boot Barn Holdings Inc                         | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       987 | NS      | $102983.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                          | FARO Technologies Inc                          | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     11422 | NS      | $335921.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                         | Verve Therapeutics Inc                         | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125012 | NS      | $708818.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                       | Fabrinet                                       | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      1936 | NS      | $396996.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                             | Graham Holdings Co                             | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      2400 | NS      | $2208120.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                   | Texas Capital Bancshares Inc                   | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     49887 | NS      | $3399799.05   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                      | Opendoor Technologies Inc                      | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    602314 | NS      | $456734.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                     | Vishay Precision Group Inc                     | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49601 | NS      | $1237048.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                        | Peloton Interactive Inc                        | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     42332 | NS      | $291667.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                    | Kennedy-Wilson Holdings Inc                    | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    244236 | NS      | $1563110.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                 | Green Dot Corp                                 | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17663 | NS      | $147839.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                        | First Financial Bancorp                        | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     64162 | NS      | $1485350.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                     | Core Natural Resources Inc                     | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     17539 | NS      | $1266491.19   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                            | PotlatchDeltic Corp                            | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     30707 | NS      | $1178841.73   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                   | WesBanco Inc                                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117486 | NS      | $3498733.08   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                        | Alexander & Baldwin Inc                        | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85134 | NS      | $1462602.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                    | Nordic American Tankers Ltd                    | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | NO        |   1129016 | NS      | $2890280.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                              | PC Connection Inc                              | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     16455 | NS      | $1020868.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                               | RealReal Inc/The                               | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      8504 | NS      | $49323.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                 | Stewart Information Services Corp              | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     11747 | NS      | $769193.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                    | LifeStance Health Group Inc                    | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    452721 | NS      | $2974376.97   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                          | Beam Therapeutics Inc                          | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18467 | NS      | $368047.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                         | DXP Enterprises Inc/TX                         | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31582 | NS      | $2793743.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                        | G-III Apparel Group Ltd                        | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      4894 | NS      | $123426.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                     | Great Southern Bancorp Inc                     | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     29086 | NS      | $1599730.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                          | Vir Biotechnology Inc                          | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7899 | NS      | $48341.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                   | Oil States International Inc                   | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    311488 | NS      | $1093322.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                   | Portland General Electric Co                   | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    111065 | NS      | $4678057.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                          | Alkami Technology Inc                          | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |     33956 | NS      | $906285.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                 | Brookfield Infrastructure Corp                 | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | US        |      7633 | NS      | $285779.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                 | Prestige Consumer Healthcare Inc               | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64614 | NS      | $5248595.22   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                 | Proto Labs Inc                                 | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     15518 | NS      | $545612.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                  | Capitol Federal Financial Inc                  | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    504331 | NS      | $2859556.77   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                        | Energy Fuels Inc/Canada                        | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |     38263 | NS      | $172948.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Zentalis Pharmaceuticals Inc                   | Zentalis Pharmaceuticals Inc                   | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49807 | NS      | $70725.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                          | Arlo Technologies Inc                          | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     56242 | NS      | $552858.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc                            | AST SpaceMobile Inc                            | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |     78298 | NS      | $1817296.58   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies Inc                         | Lumen Technologies Inc                         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    680077 | NS      | $2407472.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                      | Allogene Therapeutics Inc                      | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118546 | NS      | $199157.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                             | Ichor Holdings Ltd                             | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |      5918 | NS      | $117058.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                            | Replimune Group Inc                            | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |    133708 | NS      | $1307664.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                  | AMERISAFE Inc                                  | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     36650 | NS      | $1703858.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                     | Amneal Pharmaceuticals Inc                     | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137974 | NS      | $1056880.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                              | JAKKS Pacific Inc                              | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |      4555 | NS      | $87865.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                | Planet Labs PBC                                | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    371040 | NS      | $1220721.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                              | Tutor Perini Corp                              | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    141230 | NS      | $3030795.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                    | Aurinia Pharmaceuticals Inc                    | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     11158 | NS      | $91941.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                            | Kodiak Sciences Inc                            | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |    116887 | NS      | $509627.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                    | SkyWest Inc                                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     60443 | NS      | $5389702.31   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                              | Generation Bio Co                              | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167719 | NS      | $72639.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                           | Hancock Whitney Corp                           | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    103671 | NS      | $5400222.39   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                     | Matson Inc                                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     17935 | NS      | $1956529.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                               | IES Holdings Inc                               | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      2863 | NS      | $563094.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                     | Thermon Group Holdings Inc                     | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     87190 | NS      | $2286993.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                           | Veritex Holdings Inc                           | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    122794 | NS      | $2858644.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                  | O-I Glass Inc                                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    229089 | NS      | $2900266.74   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                  | United Community Banks Inc/GA                  | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    166744 | NS      | $4603801.84   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                        | Lakeland Financial Corp                        | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8074 | NS      | $449479.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals                  | United States Lime & Minerals Inc              | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |     20949 | NS      | $1958940.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                      | Minerals Technologies Inc                      | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     62605 | NS      | $3229791.95   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                     | Apple Hospitality REIT Inc                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    187410 | NS      | $2205815.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                           | Commercial Metals Co                           | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     38521 | NS      | $1715725.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                               | Latham Group Inc                               | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22073 | NS      | $120628.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                             | Axos Financial Inc                             | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      4452 | NS      | $282612.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                         | Old Second Bancorp Inc                         | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |    167465 | NS      | $2644272.35   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                            | OneWater Marine Inc                            | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7577 | NS      | $113730.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                         | Primoris Services Corp                         | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      4954 | NS      | $297091.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                      | Haverty Furniture Cos Inc                      | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |    123936 | NS      | $2250677.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                    | PCB Bancorp                                    | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     38022 | NS      | $745611.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                            | Scorpio Tankers Inc                            | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |    122519 | NS      | $4617741.11   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                              | Newmark Group Inc                              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112714 | NS      | $1238726.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                              | Owens & Minor Inc                              | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     53696 | NS      | $379093.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                  | Adaptive Biotechnologies Corp                  | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    471147 | NS      | $3467641.92   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                      | Ambac Financial Group Inc                      | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    141675 | NS      | $1130566.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                           | Limbach Holdings Inc                           | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |     10672 | NS      | $1021737.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                          | Rigetti Computing Inc                          | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103714 | NS      | $919943.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Griffon Corp                                   | Griffon Corp                                   | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     18991 | NS      | $1293477.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                      | Taylor Morrison Home Corp                      | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1329 | NS      | $76218.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The                              | York Water Co/The                              | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7738 | NS      | $272377.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                  | LGI Homes Inc                                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     69523 | NS      | $3796651.03   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                           | Manitowoc Co Inc/The                           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     42289 | NS      | $333237.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                            | Sutro Biopharma Inc                            | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |    467606 | NS      | $490986.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                       | American States Water Co                       | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     19135 | NS      | $1552039.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings In                 | Heritage Insurance Holdings Inc                | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     22972 | NS      | $434170.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                   | Diversified Healthcare Trust                   | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165250 | NS      | $373465.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                | Macerich Co/The                                | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    122142 | NS      | $1790601.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                              | Borr Drilling Ltd                              | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |    182049 | NS      | $309483.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                    | Pediatrix Medical Group Inc                    | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141225 | NS      | $1818978.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                      | First BanCorp/Puerto Rico                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     65658 | NS      | $1289523.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                | Marcus Corp/The                                | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     20435 | NS      | $333294.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                 | Stitch Fix Inc                                 | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    201719 | NS      | $659621.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                              | Olympic Steel Inc                              | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     37956 | NS      | $1224081.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                   | OmniAb, Inc.                                   | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2023 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| America's Car-Mart Inc/TX                      | America's Car-Mart Inc/TX                      | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45013 | NS      | $2134516.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                  | Goodyear Tire & Rubber Co/The                  | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    270825 | NS      | $2946576.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc NJ                              | Powerfleet Inc NJ                              | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |    131513 | NS      | $662825.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                          | RAPT Therapeutics Inc                          | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |     61874 | NS      | $57344.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp                                     | Hut 8 Corp                                     | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |     20754 | NS      | $255481.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                        | Global Medical REIT Inc                        | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |    220114 | NS      | $1703682.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                              | FTAI Aviation Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15231 | NS      | $1631392.41   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                              | Bloom Energy Corp                              | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     36835 | NS      | $674817.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                        | Tompkins Financial Corp                        | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     21803 | NS      | $1299458.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                   | SFL Corp Ltd                                   | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     86832 | NS      | $713759.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                          | Delek US Holdings Inc                          | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    156046 | NS      | $2031718.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                     | Horace Mann Educators Corp                     | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     30205 | NS      | $1254715.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                     | CareDx Inc                                     | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |    151530 | NS      | $2557826.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                          | ATN International Inc                          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     13718 | NS      | $242671.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                               | Coeur Mining Inc                               | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    289403 | NS      | $1606186.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                            | Ladder Capital Corp                            | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     85659 | NS      | $894279.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                  | Golar LNG Ltd                                  | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |    158240 | NS      | $6725991.20   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| 89bio Inc                                      | 89bio Inc                                      | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34203 | NS      | $274308.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc                             | TPI Composites Inc                             | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |     67272 | NS      | $61506.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Park National Corp                             | Park National Corp                             | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      9132 | NS      | $1370713.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                        | Amicus Therapeutics Inc                        | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     78056 | NS      | $599470.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                      | Olema Pharmaceuticals Inc                      | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27145 | NS      | $140068.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                               | Warby Parker Inc                               | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54828 | NS      | $905210.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                           | Beazer Homes USA Inc                           | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     69740 | NS      | $1364114.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                               | FRP Holdings Inc                               | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20190 | NS      | $536751.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                           | Kronos Worldwide Inc                           | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     52539 | NS      | $405075.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                       | Encore Capital Group Inc                       | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     76853 | NS      | $2643743.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                        | Republic Bancorp Inc/KY                        | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2139 | NS      | $145131.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                  | Clearwater Analytics Holdings Inc              | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23471 | NS      | $533730.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                      | Agios Pharmaceuticals Inc                      | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      2396 | NS      | $71137.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC             | EASTERLY GOVERNMENT PROPERTIES INC             | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |    153810 | NS      | $3102347.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I                 | Universal Insurance Holdings Inc               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |    150123 | NS      | $3638981.52   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                             | Corsair Gaming Inc                             | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     34867 | NS      | $246858.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                          | World Acceptance Corp                          | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $89738.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                  | Business First Bancshares Inc                  | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     22881 | NS      | $527407.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                  | American Axle & Manufacturing Holdings Inc     | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    398739 | NS      | $1523182.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                   | American Superconductor Corp                   | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     21300 | NS      | $422805.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                 | Central Pacific Financial Corp                 | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     61226 | NS      | $1572895.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    101039 | NS      | $7932571.89   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                            | Myriad Genetics Inc                            | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    285187 | NS      | $2113235.67   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                          | Alerus Financial Corp                          | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      6348 | NS      | $126198.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc                       | Aris Water Solutions Inc                       | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10365 | NS      | $258710.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc                   | Cooper-Standard Holdings Inc                   | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     46916 | NS      | $688257.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                              | Matrix Service Co                              | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     80185 | NS      | $930146.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                 | SpartanNash Co                                 | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     10348 | NS      | $205304.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                              | Turtle Beach Corp                              | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      5765 | NS      | $66585.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                         | Golden Ocean Group Ltd                         | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | NO        |    130965 | NS      | $1011049.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Vishay Intertechnology Inc                     | Vishay Intertechnology Inc                     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    163836 | NS      | $2128229.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd                 | Fidelis Insurance Holdings Ltd                 | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |    266954 | NS      | $4364697.90   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                               | NMI Holdings Inc                               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    115602 | NS      | $4181324.34   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                            | Mercury Systems Inc                            | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     18086 | NS      | $904300.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                           | City Office REIT Inc                           | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |     90489 | NS      | $459684.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                              | Herc Holdings Inc                              | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       907 | NS      | $99262.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                       | Green Brick Partners Inc                       | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     30961 | NS      | $1826389.39   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                             | CareTrust REIT Inc                             | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    203438 | NS      | $5954630.26   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                     | Diodes Inc                                     | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      8312 | NS      | $319180.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                   | Washington Trust Bancorp Inc                   | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1801 | NS      | $49707.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                    | Enhabit Inc                                    | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    257611 | NS      | $2058311.89   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                 | Transocean Ltd                                 | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |    355803 | NS      | $757860.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I                 | Helix Energy Solutions Group Inc               | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     60882 | NS      | $370771.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                           | Olaplex Holdings Inc                           | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29768 | NS      | $38996.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| fuboTV Inc                                     | fuboTV Inc                                     | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79017 | NS      | $237051.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                            | Capital Bancorp Inc                            | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |     26315 | NS      | $831290.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                     | Fastly Inc                                     | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |    155538 | NS      | $894343.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                       | Travere Therapeutics Inc                       | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103158 | NS      | $2146717.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                  | International Bancshares Corp                  | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     74679 | NS      | $4558406.16   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                               | Elme Communities                               | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     78985 | NS      | $1229796.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                           | Rush Enterprises Inc                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     27627 | NS      | $1408700.73   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc                     | SEACOR Marine Holdings Inc                     | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |     53287 | NS      | $260040.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                            | Cal-Maine Foods Inc                            | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     71959 | NS      | $6718811.83   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                 | Kratos Defense & Security Solutions Inc        | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     15345 | NS      | $518430.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                   | Northwest Natural Holding Co                   | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      5154 | NS      | $222137.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                       | Anywhere Real Estate Inc                       | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    254475 | NS      | $880483.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                               | Talos Energy Inc                               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    165889 | NS      | $1141316.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                             | Avanos Medical Inc                             | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     36262 | NS      | $455088.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                               | Black Hills Corp                               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    129280 | NS      | $7873152.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   7187407 | NS      | $7187407.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                | iHeartMedia Inc                                | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    353774 | NS      | $364387.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                 | Community Healthcare Trust Inc                 | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     85726 | NS      | $1464200.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                           | NetScout Systems Inc                           | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    284689 | NS      | $5984162.78   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                   | OPENLANE Inc                                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    148745 | NS      | $2753269.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                            | Westamerica BanCorp                            | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11342 | NS      | $549293.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                           | Orthofix Medical Inc                           | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18393 | NS      | $255846.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                     | Bumble Inc                                     | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    565821 | NS      | $2387764.62   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                     | ACADIA Pharmaceuticals Inc                     | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     20325 | NS      | $296745.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                        | Kodiak Gas Services Inc                        | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97294 | NS      | $3308968.94   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                     | Xenia Hotels & Resorts Inc                     | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     22350 | NS      | $238698.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                   | LivaNova PLC                                   | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     31321 | NS      | $1158877.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                     | Alight Inc                                     | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |   1046336 | NS      | $5346776.96   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                               | Cytokinetics Inc                               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     75388 | NS      | $3229621.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                        | Caribou Biosciences Inc                        | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199215 | NS      | $169512.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc/WA                      | Timberland Bancorp Inc/WA                      | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8608 | NS      | $264609.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                          | Fulton Financial Corp                          | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    153671 | NS      | $2563232.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                           | Associated Banc-Corp                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     63160 | NS      | $1393309.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                  | Herbalife Ltd                                  | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |    196149 | NS      | $1412272.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                  | Renasant Corp                                  | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     50008 | NS      | $1603756.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                         | FirstCash Holdings Inc                         | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6855 | NS      | $918295.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                   | OmniAb, Inc.                                   | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2023 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DHT Holdings Inc                               | DHT Holdings Inc                               | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     16525 | NS      | $176652.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                             | Origin Bancorp Inc                             | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     75428 | NS      | $2416713.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                              | Bristow Group Inc                              | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     20031 | NS      | $581700.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                   | Cars.com Inc                                   | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      6741 | NS      | $78465.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                            | RE/MAX Holdings Inc                            | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     23969 | NS      | $183362.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                     | Viasat Inc                                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    158595 | NS      | $1470175.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                 | First Commonwealth Financial Corp              | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    174360 | NS      | $2671195.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                          | Veris Residential Inc                          | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |    214222 | NS      | $3324725.44   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                   | Navient Corp                                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    112280 | NS      | $1390026.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                           | Upstart Holdings Inc                           | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |     14305 | NS      | $683779.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                           | Sonic Automotive Inc                           | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     45086 | NS      | $2737621.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                             | LSB Industries Inc                             | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     82333 | NS      | $525284.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                 | Ameris Bancorp                                 | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     86934 | NS      | $5094332.40   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                               | Movado Group Inc                               | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    144751 | NS      | $2010591.39   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                     | Third Coast Bancshares Inc                     | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $81950.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                        | Valley National Bancorp                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    262517 | NS      | $2257646.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                      | Spire Inc                                      | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     16892 | NS      | $1292913.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                        | Pebblebrook Hotel Trust                        | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     32077 | NS      | $290296.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                              | EW Scripps Co/The                              | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    466982 | NS      | $938633.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                               | Essent Group Ltd                               | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |      5094 | NS      | $290001.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                      | Stepan Co                                      | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     22285 | NS      | $1126729.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                  | Costamare Inc                                  | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MC        |    114697 | NS      | $1070123.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                     | Arcosa Inc                                     | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     14120 | NS      | $1130588.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                 | James River Group Holdings Ltd                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    243418 | NS      | $1158669.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                              | Spok Holdings Inc                              | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |    138833 | NS      | $1990865.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings                  | Integra LifeSciences Holdings Corp             | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    103322 | NS      | $1693447.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                  | Healthcare Services Group Inc                  | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    423529 | NS      | $6018347.09   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                                 | NEXTracker Inc                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32583 | NS      | $1323195.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                     | Korn Ferry                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     44922 | NS      | $2771687.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                          | Pagseguro Digital Ltd                          | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | BR        |     54866 | NS      | $550305.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                         | Heron Therapeutics Inc                         | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    303003 | NS      | $733267.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Telephone and Data Systems Inc                 | Telephone and Data Systems Inc                 | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166571 | NS      | $6244746.79   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                      | Monro Inc                                      | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141183 | NS      | $1968091.02   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                        | Old National Bancorp/IN                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    134784 | NS      | $2775202.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                        | Flushing Financial Corp                        | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60294 | NS      | $721719.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                        | COPT Defense Properties                        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     17244 | NS      | $450240.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                    | Centerspace                                    | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     30178 | NS      | $1821544.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                           | BJ's Restaurants Inc                           | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      7663 | NS      | $255101.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                      | California Resources Corp                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     90298 | NS      | $3116183.98   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                       | CommScope Holding Co Inc                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    587122 | NS      | $2195836.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                     | Zumiez Inc                                     | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |    114101 | NS      | $1334981.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                     | nLight Inc                                     | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129702 | NS      | $1000002.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                        | BrightView Holdings Inc                        | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    145261 | NS      | $1992980.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                              | MFA Financial Inc                              | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |    303780 | NS      | $2983119.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                       | Blueprint Medicines Corp                       | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     29668 | NS      | $2655286.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                           | Hanmi Financial Corp                           | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    114964 | NS      | $2629226.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                       | National HealthCare Corp                       | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      4964 | NS      | $469048.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                | Hecla Mining Co                                | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    196800 | NS      | $1125696.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                          | Urban Edge Properties                          | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70994 | NS      | $1282861.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                        | Design Therapeutics Inc                        | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53796 | NS      | $261448.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                    | Summit Hotel Properties Inc                    | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    257203 | NS      | $1046816.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                   | Supernus Pharmaceuticals Inc                   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    179751 | NS      | $5838312.48   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                              | agilon health Inc                              | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20622 | NS      | $87849.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                       | Rackspace Technology Inc                       | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76376 | NS      | $103871.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Erasca Inc                                     | Erasca Inc                                     | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99740 | NS      | $145620.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                   | Winmark Corp                                   | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1399 | NS      | $503653.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                            | TG Therapeutics Inc                            | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     14234 | NS      | $647789.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                       | EVgo Inc                                       | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    461004 | NS      | $1272371.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                        | Kite Realty Group Trust                        | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252816 | NS      | $5473466.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd                            | Burford Capital Ltd                            | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | US        |    247259 | NS      | $3357777.22   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                      | Chesapeake Utilities Corp                      | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      3603 | NS      | $474407.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                     | Ligand Pharmaceuticals Inc                     | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      8686 | NS      | $954243.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                      | Orchid Island Capital Inc                      | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |    330046 | NS      | $2359828.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                   | Veracyte Inc                                   | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |    161535 | NS      | $4926817.50   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                         | Relay Therapeutics Inc                         | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319421 | NS      | $1063671.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                         | Arbor Realty Trust Inc                         | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     93505 | NS      | $1078112.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                         | Blade Air Mobility Inc                         | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15554 | NS      | $41218.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                            | Signet Jewelers Ltd                            | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      5907 | NS      | $350285.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                         | Victoria's Secret & Co                         | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     44387 | NS      | $834475.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                              | FB Financial Corp                              | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     25934 | NS      | $1103751.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                            | WSFS Financial Corp                            | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     11934 | NS      | $615197.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                      | Phibro Animal Health Corp                      | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     34247 | NS      | $637336.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                 | Ziff Davis Inc                                 | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     25954 | NS      | $766421.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                              | RLJ Lodging Trust                              | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    592713 | NS      | $4154918.13   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                         | Velocity Financial Inc                         | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74471 | NS      | $1330796.77   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                              | MARA Holdings Inc                              | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      9581 | NS      | $128097.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Ridge Resources Inc                    | Granite Ridge Resources Inc                    | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |      8526 | NS      | $41010.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                               | Safe Bulkers Inc                               | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MC        |    597078 | NS      | $2024094.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                       | Orion Group Holdings Inc                       | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |     14272 | NS      | $91198.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co                 | Peapack-Gladstone Financial Corp               | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     12252 | NS      | $339135.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                       | First Mid Bancshares Inc                       | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11325 | NS      | $378594.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                           | Ryerson Holding Corp                           | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     23395 | NS      | $546975.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                             | Liberty Energy Inc                             | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69363 | NS      | $797674.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                    | NETGEAR Inc                                    | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     76258 | NS      | $1839342.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                          | NPK International Inc                          | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     48883 | NS      | $282543.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                      | Vimeo Inc                                      | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    849685 | NS      | $4282412.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                             | UMB Financial Corp                             | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     54859 | NS      | $5188015.63   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                          | Jackson Financial Inc                          | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    101115 | NS      | $7877869.65   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                            | Meritage Homes Corp                            | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     45325 | NS      | $3088445.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                      | Hertz Global Holdings Inc                      | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     38994 | NS      | $265939.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Spyre Therapeutics Inc                         | Spyre Therapeutics Inc                         | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |     27451 | NS      | $418078.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                         | Eastern Bankshares Inc                         | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    278899 | NS      | $4161173.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc                          | Gencor Industries Inc                          | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5426 | NS      | $68855.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Partners Inc                     | Ardent Health Partners Inc                     | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152223 | NS      | $1937798.79   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                        | Olo Inc                                        | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23587 | NS      | $146239.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                              | VAALCO Energy Inc                              | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    165755 | NS      | $542018.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                        | Expro Group Holdings NV                        | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |    364019 | NS      | $3010437.13   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd/Uni                 | Richardson Electronics Ltd/United States       | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5398 | NS      | $46746.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                  | Empire State Realty Trust Inc                  | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    628975 | NS      | $4478302.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                 | California Water Service Group                 | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     15407 | NS      | $780364.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                          | HarborOne Bancorp Inc                          | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     10660 | NS      | $120671.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                 | Sierra Bancorp                                 | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56544 | NS      | $1496154.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                   | Topgolf Callaway Brands Corp                   | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    599425 | NS      | $3962199.25   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                        | V2X Inc                                        | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27631 | NS      | $1374918.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                       | Regional Management Corp                       | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     41390 | NS      | $1362972.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                        | Nu Skin Enterprises Inc                        | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |    118478 | NS      | $749965.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                                | Ring Energy Inc                                | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |    163200 | NS      | $144611.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                       | Golden Entertainment Inc                       | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     28967 | NS      | $744451.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                | SouthState Corp                                | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     86450 | NS      | $7502131.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                          | Cytek Biosciences Inc                          | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    271275 | NS      | $1006430.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                   | Embecta Corp                                   | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    158998 | NS      | $1938185.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                          | Commvault Systems Inc                          | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      6376 | NS      | $1065620.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                  | M/I Homes Inc                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     51982 | NS      | $5545439.76   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                     | Amalgamated Financial Corp                     | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66373 | NS      | $1869063.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                            | Peabody Energy Corp                            | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      9059 | NS      | $111788.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                   | Hamilton Insurance Group Ltd                   | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     29566 | NS      | $546971.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                          | Excelerate Energy Inc                          | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124910 | NS      | $3195197.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                           | Hilltop Holdings Inc                           | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     84960 | NS      | $2508868.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                            | Bank of Hawaii Corp                            | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     61268 | NS      | $4050427.48   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                            | Gladstone Land Corp                            | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |     88528 | NS      | $879083.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                         | Werner Enterprises Inc                         | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     31302 | NS      | $771907.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                 | Great Lakes Dredge & Dock Corp                 | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |    175160 | NS      | $1592204.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                  | Armada Hoffler Properties Inc                  | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    326256 | NS      | $2208753.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc                        | NANO Nuclear Energy Inc                        | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7220 | NS      | $164255.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimvie Inc                                     | Zimvie Inc                                     | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     23671 | NS      | $214459.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                       | Ooma Inc                                       | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23155 | NS      | $283185.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                           | Astec Industries Inc                           | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     17440 | NS      | $631851.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                                         | Banco Latinoamericano de Comercio Exterior SA  | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |    146618 | NS      | $5615469.40   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                       | Miller Industries Inc/TN                       | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     64604 | NS      | $2636489.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                         | Home BancShares Inc/AR                         | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41382 | NS      | $1148350.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                     | Tanger Inc                                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     33461 | NS      | $1054356.11   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                        | Central Garden & Pet Co                        | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     66611 | NS      | $1969687.27   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                        | Axsome Therapeutics Inc                        | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      2530 | NS      | $284093.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                    | OFG Bancorp                                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     77088 | NS      | $3033412.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                   | Xeris Biopharma Holdings Inc                   | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28885 | NS      | $132004.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                        | DigitalBridge Group Inc                        | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    285954 | NS      | $2402013.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                  | BGC Group Inc                                  | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    730049 | NS      | $6614243.94   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                         | Akero Therapeutics Inc                         | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     44343 | NS      | $2022484.23   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Co Inc                    | Mayville Engineering Co Inc                    | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |     62875 | NS      | $803542.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                   | Knowles Corp                                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     85980 | NS      | $1353325.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                 | Kennametal Inc                                 | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    157037 | NS      | $3059080.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                    | Deluxe Corp                                    | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    230857 | NS      | $3370512.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                       | HomeTrust Bancshares Inc                       | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34702 | NS      | $1184726.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                              | Primo Brands Corp                              | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |    100929 | NS      | $3297350.43   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                    | Asbury Automotive Group Inc                    | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     27914 | NS      | $6089159.96   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications                  | Shenandoah Telecommunications Co               | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     46179 | NS      | $514434.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                       | Winnebago Industries Inc                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3481 | NS      | $110765.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                 | PBF Energy Inc                                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     43530 | NS      | $747845.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                     | A-Mark Precious Metals Inc                     | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      5828 | NS      | $141970.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                         | Alarm.com Holdings Inc                         | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     61322 | NS      | $3286859.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                      | Carpenter Technology Corp                      | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      3360 | NS      | $657249.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc                       | ChargePoint Holdings Inc                       | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |    114522 | NS      | $71324.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TPG RE Finance Trust Inc                       | TPG RE Finance Trust Inc                       | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    503984 | NS      | $3850437.76   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                     | Adient PLC                                     | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |    114123 | NS      | $1443655.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                | Murphy Oil Corp                                | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    198259 | NS      | $4070257.27   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                            | Luxfer Holdings PLC                            | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | US        |      8257 | NS      | $88845.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                       | Independent Bank Corp/MI                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70401 | NS      | $2144414.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                 | Joint Corp/The                                 | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29801 | NS      | $298308.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                           | First Financial Corp                           | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8757 | NS      | $432595.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                       | VSE Corp                                       | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      3951 | NS      | $452468.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                     | PureCycle Technologies Inc                     | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10414 | NS      | $69877.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Gas Holdings Inc                     | Southwest Gas Holdings Inc                     | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      1683 | NS      | $121529.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                           | Merchants Bancorp/IN                           | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     87795 | NS      | $2640873.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                             | Verint Systems Inc                             | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |    260581 | NS      | $4596648.84   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                            | Tronox Holdings PLC                            | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |    248429 | NS      | $1344000.89   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                         | Northern Oil & Gas Inc                         | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    108115 | NS      | $2627194.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                 | JBT Marel Corp                                 | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     55386 | NS      | $5829930.36   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc                  | Core Molding Technologies Inc                  | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     24066 | NS      | $370135.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                          | Chatham Lodging Trust                          | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    472621 | NS      | $3246906.27   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                          | Solid Biosciences Inc                          | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35861 | NS      | $118699.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                      | New Jersey Resources Corp                      | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     48664 | NS      | $2381616.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                           | TrustCo Bank Corp NY                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88324 | NS      | $2689465.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                       | Southside Bancshares Inc                       | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     83440 | NS      | $2352173.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                         | Dine Brands Global Inc                         | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     99747 | NS      | $1985962.77   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                         | Ormat Technologies Inc                         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     54761 | NS      | $3975648.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                        | Pagaya Technologies Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108716 | NS      | $1191527.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                            | Editas Medicine Inc                            | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     78504 | NS      | $129531.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                                     | Inmode Ltd                                     | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |     93665 | NS      | $1320676.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                      | GoPro Inc                                      | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    285830 | NS      | $164638.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                         | Hillman Solutions Corp                         | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    343335 | NS      | $2399911.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                             | Riot Platforms Inc                             | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    125573 | NS      | $909148.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                  | Dime Community Bancshares Inc                  | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57042 | NS      | $1465408.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                 | BancFirst Corp                                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     28452 | NS      | $3352214.64   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                       | United Bankshares Inc/WV                       | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     23657 | NS      | $811198.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                       | Service Properties Trust                       | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    505700 | NS      | $910260.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                   | Catalyst Pharmaceuticals Inc                   | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     61478 | NS      | $1493300.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                        | Enova International Inc                        | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     56123 | NS      | $5151530.17   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-25

**Name of Applicant:** Goldman Sachs Trust

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer