# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182709
**Filing Date:** 2025-7
**Character Count:** 158032
**Document Hash:** c58f447c2dcd6eff8b074d96f290aa87
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182709.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182709

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162825

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

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

## Series and Classes Contracts Data

### SIIT SMALL MID CAP EQUITY FUND (Series ID: S000006770)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000018359 | SIIT SMALL MID CAP EQUITY FUND - CLASS A | SSMAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

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

- **b. EDGAR series identifier (if any):** S000006770

- **c. LEI of Series:** B93VKJCZK6YN2RNSSE61

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $837768175.49

**Total Liabilities:** $397013.95

**Net Assets:** $837371161.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018359 | 4.67%                | -2.32%               | -5.02%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4329384.07              | $31337448.95                               |
| Month 2  | $-2115715.53             | $-16490271.71                              |
| Month 3  | $-945162.42              | $-40709174.65                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INCYTE CORPORATION                               | INCYTE CORP COMMON STOCK                            | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     23600 | NS      | $1535416.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS ENERGY SOLUTIONS INC.                      | ATLAS ENERGY SOLUTIONS INC COMMON STOCK             | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               |  | US        |    112450 | NS      | $1366267.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                                | AMC NETWORKS INC-A COMMON STOCK                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               |  | US        |     22800 | NS      | $150708.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORPORATION.                        | ARES CAPITAL CORP COMMON STOCK                      | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               |  | US        |     35700 | NS      | $787185.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH, INC.                          | CTO REALTY GROWTH INC REIT                          | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               |  | US        |     36630 | NS      | $674724.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                               | NMI HOLDINGS INC COMMON STOCK                       | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               |  | US        |     30690 | NS      | $1219006.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                            | LANDSTAR SYSTEM INC COMMON STOCK                    | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |     17493 | NS      | $2400389.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                   | IRONWOOD PHARMACEUTICALS INC COMMON STOCK           | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               |  | US        |     97700 | NS      | $58532.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                      | H2O AMERICA COMMON STOCK                            | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |     19600 | NS      | $1028608.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                     | RADNET INC COMMON STOCK                             | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               |  | US        |     23170 | NS      | $1332043.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                 | AUTONATION INC COMMON STOCK                         | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               |  | US        |      6200 | NS      | $1139870.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORPORATION                        | EXPAND ENERGY CORP COMMON STOCK                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |     10650 | NS      | $1236784.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                             | SNAP-ON INC COMMON STOCK                            | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      3700 | NS      | $1186775.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                      | HANMI FINANCIAL CORPORATION COMMON STOCK            | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               |  | US        |     62800 | NS      | $1439376.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO.                             | TRAVEL + LEISURE CO COMMON STOCK                    | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               |  | US        |     87957 | NS      | $4272071.49   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.     | AMERICAN AXLE & MFG HOLDINGS COMMON STOCK           | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               |  | US        |     54700 | NS      | $240133.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                  | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               |  | US        |     40750 | NS      | $1088025.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                   | MONOLITHIC POWER SYSTEMS INC COMMON STOCK           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |      5207 | NS      | $3446513.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORPORATION                    | UNIVERSAL DISPLAY CORP COMMON STOCK                 | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               |  | US        |     18139 | NS      | $2600225.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                                 | TETRA TECH INC COMMON STOCK                         | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               |  | US        |     73971 | NS      | $2584546.74   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                               | EPAM SYSTEMS INC COMMON STOCK                       | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |      9907 | NS      | $1728672.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                | HAVERTY FURNITURE COMMON STOCK                      | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               |  | US        |     38200 | NS      | $800672.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                             | UNIFIRST CORP/MA COMMON STOCK                       | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               |  | US        |     13663 | NS      | $2576295.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE, INC.                                   | RELIANCE INC COMMON STOCK                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |     12214 | NS      | $3576503.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES, INC.                         | INSTEEL INDUSTRIES INC COMMON STOCK                 | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               |  | US        |     32630 | NS      | $1142702.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                         | ADT INC COMMON STOCK                                | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               |  | US        |    244480 | NS      | $2034073.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                             | UFP INDUSTRIES INC COMMON STOCK                     | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               |  | US        |     20599 | NS      | $2009638.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                        | VAREX IMAGING CORP COMMON STOCK                     | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               |  | US        |     64000 | NS      | $490880.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.               | RYMAN HOSPITALITY PROPERTIES REIT                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     30018 | NS      | $2915047.98   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                 | OMEGA HEALTHCARE INVESTORS REIT                     | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     14700 | NS      | $543900.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                 | AGCO CORP COMMON STOCK                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               |  | US        |     24600 | NS      | $2410308.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                               | BADGER METER INC COMMON STOCK                       | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               |  | US        |     11056 | NS      | $2744320.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                 | SENSATA TECHNOLOGIES HOLDING COMMON STOCK           | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               |  | US        |     86526 | NS      | $2254867.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.              | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |      4700 | NS      | $1048382.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON LANE INCORPORATED                       | HAMILTON LANE INC-CLASS A COMMON STOCK              | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               |  | US        |     25842 | NS      | $3850458.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                        | WESTERN UNION CO COMMON STOCK                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     87100 | NS      | $808288.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                          | SIRIUS XM HOLDINGS INC COMMON STOCK                 | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               |  | US        |     31600 | NS      | $685088.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                             | JACK IN THE BOX INC COMMON STOCK                    | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               |  | US        |      7184 | NS      | $136244.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                            | GREEN DOT CORP-CLASS A COMMON STOCK                 | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               |  | US        |    108500 | NS      | $1002540.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                      | DAVITA INC COMMON STOCK                             | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |      9700 | NS      | $1321722.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                | CABOT CORP COMMON STOCK                             | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               |  | US        |     44746 | NS      | $3342078.74   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY BIOSCIENCES HOLDINGS, INC.               | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |     35400 | NS      | $1221300.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                              | MAGNERA CORP COMMON STOCK                           | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               |  | US        |      7654 | NS      | $91995.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibex Ltd                                         | IBEX LTD COMMON STOCK                               | CUSIP: G4690M101<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               |  | US        |     44600 | NS      | $1284034.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                   | PREFERRED BANK/LOS ANGELES COMMON STOCK             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               |  | US        |     10240 | NS      | $856166.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORPORATION                   | MAGNOLIA OIL & GAS CORP - A COMMON STOCK            | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               |  | US        |     50270 | NS      | $1080805.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                     | TEXTRON INC COMMON STOCK                            | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |     43500 | NS      | $3220305.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP, INC.                             | ORIGIN BANCORP INC COMMON STOCK                     | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               |  | US        |     34480 | NS      | $1175423.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO, INC.                                     | WATSCO INC COMMON STOCK                             | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               |  | US        |      8571 | NS      | $3801838.47   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                       | BUILDERS FIRSTSOURCE INC COMMON STOCK               | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               |  | US        |      9300 | NS      | $1001424.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                     | FRESH DEL MONTE PRODUCE INC COMMON STOCK            | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |     39700 | NS      | $1402204.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC.                                 | PEGASYSTEMS INC COMMON STOCK                        | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               |  | US        |     12020 | NS      | $1179763.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORPORATION                        | UMB FINANCIAL CORP COMMON STOCK                     | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               |  | US        |     12060 | NS      | $1243627.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP.                             | FS KKR CAPITAL CORP COMMON STOCK                    | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               |  | US        |     35800 | NS      | $759318.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                              | OSHKOSH CORP COMMON STOCK                           | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               |  | US        |     21400 | NS      | $2122666.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group, Ltd.                              | EVEREST GROUP LTD COMMON STOCK                      | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      2600 | NS      | $902694.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                   | NATIONAL VISION HOLDINGS INC COMMON STOCK           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               |  | US        |     62580 | NS      | $1239709.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                 | PULTEGROUP INC COMMON STOCK                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |     18600 | NS      | $1823358.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                       | FEDERAL SIGNAL CORP COMMON STOCK                    | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               |  | US        |     27140 | NS      | $2553059.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES, INC.                 | FIRST FINL BANKSHARES INC COMMON STOCK              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               |  | US        |     85600 | NS      | $3018256.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.               | KULICKE & SOFFA INDUSTRIES COMMON STOCK             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               |  | US        |     57448 | NS      | $1846953.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                               | INTERDIGITAL INC COMMON STOCK                       | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |      5330 | NS      | $1157995.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)        | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  36436372 | NS      | $36436371.91  | 4.35%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GAP, INC.                                    | GAP INC/THE COMMON STOCK                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               |  | US        |     91050 | NS      | $2031325.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                            | TD SYNNEX CORP COMMON STOCK                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |     12800 | NS      | $1553152.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                         | APOGEE ENTERPRISES INC COMMON STOCK                 | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               |  | US        |     26800 | NS      | $1035820.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                 | CALIFORNIA RESOURCES CORP COMMON STOCK              | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               |  | US        |     27800 | NS      | $1227926.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE, INC.                                 | LITTELFUSE INC COMMON STOCK                         | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               |  | US        |     14328 | NS      | $2938099.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                        | MARKETAXESS HOLDINGS INC COMMON STOCK               | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               |  | US        |      6497 | NS      | $1406015.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AZEK COMPANY INC.                            | AZEK CO INC/THE COMMON STOCK                        | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               |  | US        |     19205 | NS      | $950839.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS, INC.                | INTERNATIONAL MONEY EXPRESS COMMON STOCK            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               |  | US        |     46200 | NS      | $509586.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                            | AIR LEASE CORP COMMON STOCK                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               |  | US        |     63556 | NS      | $3661461.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                           | JACKSON FINANCIAL INC-A COMMON STOCK                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               |  | US        |     13800 | NS      | $1130358.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                     | BLUE OWL CAPITAL CORP COMMON STOCK                  | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               |  | US        |     69500 | NS      | $1018175.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                               | PROG HOLDINGS INC COMMON STOCK                      | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               |  | US        |     36500 | NS      | $1052295.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INCORPORATED                            | COMERICA INC COMMON STOCK                           | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               |  | US        |     30100 | NS      | $1718409.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                  | UNITED THERAPEUTICS CORP COMMON STOCK               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |     11168 | NS      | $3560916.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                   | QUINSTREET INC COMMON STOCK                         | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               |  | US        |     65780 | NS      | $1004460.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                             | REPLIGEN CORP COMMON STOCK                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               |  | US        |     24264 | NS      | $2864850.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                     | TENET HEALTHCARE CORP COMMON STOCK                  | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               |  | US        |      8300 | NS      | $1400791.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc                         | ARIS WATER SOLUTIONS INC-A COMMON STOCK             | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               |  | US        |     35960 | NS      | $792558.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                             | DOMINO'S PIZZA INC COMMON STOCK                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |      6418 | NS      | $3040976.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                   | SUPERNUS PHARMACEUTICALS INC COMMON STOCK           | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |     13180 | NS      | $417806.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                | RADIAN GROUP INC COMMON STOCK                       | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |     40700 | NS      | $1389905.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                       | Atkore Inc COMMON STOCK                             | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               |  | US        |     19600 | NS      | $1275960.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX, INC.                                     | VERTEX INC - CLASS A COMMON STOCK                   | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               |  | US        |    100279 | NS      | $3968040.03   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY               | GOODYEAR TIRE & RUBBER CO COMMON STOCK              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |     71642 | NS      | $817435.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES, INC.                         | VALMONT INDUSTRIES COMMON STOCK                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               |  | US        |      9331 | NS      | $2967631.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                    | ROLLINS INC COMMON STOCK                            | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |     79483 | NS      | $4550401.75   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                             | UPSTART HOLDINGS INC COMMON STOCK                   | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               |  | US        |     15370 | NS      | $725002.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                      | DICK'S SPORTING GOODS INC COMMON STOCK              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               |  | US        |     17757 | NS      | $3184540.38   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORPORATION            | GREAT LAKES DREDGE & DOCK CO COMMON STOCK           | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               |  | US        |    104000 | NS      | $1162720.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                     | VERACYTE INC COMMON STOCK                           | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               |  | US        |     37890 | NS      | $1008252.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP.                            | SL GREEN REALTY CORP REIT                           | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     19260 | NS      | $1093390.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWARD SPECIALTY INSURANCE GROUP, INC.          | SKYWARD SPECIALTY INSURANCE COMMON STOCK            | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               |  | US        |     21696 | NS      | $1374441.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV, INC.                                    | AUTOLIV INC COMMON STOCK                            | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               |  | US        |     12100 | NS      | $1244122.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediaalpha Inc                                   | MEDIAALPHA INC-CLASS A COMMON STOCK                 | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               |  | US        |    113000 | NS      | $1152600.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                     | PROTAGONIST THERAPEUTICS INC COMMON STOCK           | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               |  | US        |     10679 | NS      | $506932.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                | OSI SYSTEMS INC COMMON STOCK                        | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |     14123 | NS      | $3094490.53   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                      | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK            | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               |  | US        |      6820 | NS      | $942524.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CADRE HOLDINGS, INC.                             | CADRE HOLDINGS INC COMMON STOCK                     | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Long             | EC               |  | US        |     19370 | NS      | $634754.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN, INC.                                      | ARGAN INC COMMON STOCK                              | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               |  | US        |      9080 | NS      | $1909524.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                          | J & J SNACK FOODS CORP COMMON STOCK                 | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               |  | US        |     12395 | NS      | $1427532.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORPORATION                         | WORLD KINECT CORP COMMON STOCK                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |     53900 | NS      | $1476321.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                  | AFFILIATED MANAGERS GROUP COMMON STOCK              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               |  | US        |      5900 | NS      | $1038400.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP, INC.                                  | HCI GROUP INC COMMON STOCK                          | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               |  | US        |      9200 | NS      | $1552684.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GRID DYNAMICS HOLDINGS, INC.                     | GRID DYNAMICS HOLDINGS INC COMMON STOCK             | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               |  | US        |     54785 | NS      | $686456.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                  | CSG SYSTEMS INTL INC COMMON STOCK                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |     33140 | NS      | $2189228.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                           | BIO-TECHNE CORP COMMON STOCK                        | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |     37968 | NS      | $1837651.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | E-MINI RUSS 2000  JUN25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       103 | NC      | $10651745.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON, INC.                                      | ITRON INC COMMON STOCK                              | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               |  | US        |     11670 | NS      | $1349052.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROOT, INC.                                       | ROOT INC/OH -CLASS A COMMON STOCK                   | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               |  | US        |      8610 | NS      | $1127823.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                    | EVERTEC INC COMMON STOCK                            | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               |  | US        |     32300 | NS      | $1170229.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO DRS, INC.                               | LEONARDO DRS INC COMMON STOCK                       | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               |  | US        |     27750 | NS      | $1173825.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS, INC.                            | MERCURY SYSTEMS INC COMMON STOCK                    | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               |  | US        |     30470 | NS      | $1500647.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                   | AMDOCS LTD COMMON STOCK                             | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     18200 | NS      | $1670032.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAD/GRAPHICS, INC.                              | QUAD GRAPHICS INC COMMON STOCK                      | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               |  | US        |     86600 | NS      | $504878.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Descartes Systems Group Inc.                 | DESCARTES SYSTEMS GRP/THE COMMON STOCK              | CUSIP: 249906108<br>LEI: N/A                  | Long             | EC               |  | US        |     31886 | NS      | $3696862.84   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                | HORACE MANN EDUCATORS COMMON STOCK                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               |  | US        |     30930 | NS      | $1343289.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                             | SCORPIO TANKERS INC COMMON STOCK                    | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |     18000 | NS      | $715320.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                   | GREENBRIER COMPANIES INC COMMON STOCK               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               |  | US        |     22900 | NS      | $1032103.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE, INC.                            | AXON ENTERPRISE INC COMMON STOCK                    | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               |  | US        |      8372 | NS      | $6282013.92   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                   | LCI INDUSTRIES COMMON STOCK                         | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               |  | US        |     11580 | NS      | $1009081.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                               | CHEMED CORP COMMON STOCK                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      5079 | NS      | $2919612.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                    | EVERQUOTE INC - CLASS A COMMON STOCK                | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               |  | US        |     46930 | NS      | $1081736.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                               | MANPOWERGROUP INC COMMON STOCK                      | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |     14300 | NS      | $599885.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                         | AZZ INC COMMON STOCK                                | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               |  | US        |     13780 | NS      | $1249708.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL, INC.                            | VIRTU FINANCIAL INC-CLASS A COMMON STOCK            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               |  | US        |     32520 | NS      | $1306978.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                             | ASSOCIATED BANC-CORP COMMON STOCK                   | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               |  | US        |     54400 | NS      | $1260448.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR, INC.                                | MORNINGSTAR INC COMMON STOCK                        | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               |  | US        |      8902 | NS      | $2745554.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                            | EXCELERATE ENERGY INC-A COMMON STOCK                | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               |  | US        |     39310 | NS      | $1105790.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS, INC.                             | ENACT HOLDINGS INC COMMON STOCK                     | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               |  | US        |     30500 | NS      | $1079700.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                   | VICTORY CAPITAL HOLDING - A COMMON STOCK            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               |  | US        |     22000 | NS      | $1364220.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                   | CARTER'S INC COMMON STOCK                           | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               |  | US        |     12100 | NS      | $379577.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                           | INGREDION INC COMMON STOCK                          | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     25600 | NS      | $3561472.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                              | FIFTH THIRD BANCORP COMMON STOCK                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               |  | US        |     48400 | NS      | $1848396.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                 | NRG ENERGY INC COMMON STOCK                         | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |     18100 | NS      | $2821790.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                              | EXPEDIA GROUP INC COMMON STOCK                      | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               |  | US        |      5700 | NS      | $950475.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                      | KINSALE CAPITAL GROUP INC COMMON STOCK              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               |  | US        |     13857 | NS      | $6540365.43   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART, INC.                                     | COPART INC COMMON STOCK                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               |  | US        |     86073 | NS      | $4431038.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORPORATION                                  | VSE CORP COMMON STOCK                               | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               |  | US        |     21505 | NS      | $2797585.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                  | O-I GLASS INC COMMON STOCK                          | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |    141500 | NS      | $1855065.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                            | WHIRLPOOL CORP COMMON STOCK                         | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |     14400 | NS      | $1124496.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX, INC.                                      | CALIX INC COMMON STOCK                              | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               |  | US        |     27200 | NS      | $1257728.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                       | TRANSUNION COMMON STOCK                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               |  | US        |     27534 | NS      | $2357736.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                     | INTEGER HOLDINGS CORP COMMON STOCK                  | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               |  | US        |     23745 | NS      | $2819956.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                           | PALOMAR HOLDINGS INC COMMON STOCK                   | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               |  | US        |     22560 | NS      | $3868363.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.              | ALLISON TRANSMISSION HOLDING COMMON STOCK           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |     25900 | NS      | $2681168.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES, INC.                            | HOME BANCSHARES INC COMMON STOCK                    | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               |  | US        |    114690 | NS      | $3244580.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                      | BRIXMOR PROPERTY GROUP INC REIT                     | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     45100 | NS      | $1145991.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION          | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK           | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |     22607 | NS      | $2401993.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                 | NEW JERSEY RESOURCES CORP COMMON STOCK              | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |     20890 | NS      | $958642.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC.                                | ACV AUCTIONS INC-A COMMON STOCK                     | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               |  | US        |     44935 | NS      | $736035.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                       | ADEIA INC COMMON STOCK                              | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               |  | US        |     66900 | NS      | $858996.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                      | HALOZYME THERAPEUTICS INC COMMON STOCK              | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |     16080 | NS      | $901605.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL FARMS, INC.                                | VITAL FARMS INC COMMON STOCK                        | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               |  | US        |     26971 | NS      | $858756.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                          | LANTHEUS HOLDINGS INC COMMON STOCK                  | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |      9278 | NS      | $701045.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                           | BWX TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               |  | US        |     22462 | NS      | $2821227.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                    | JACK HENRY & ASSOCIATES INC COMMON STOCK            | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |     17125 | NS      | $3102536.25   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | SERVICE PROPERTIES TRUST REIT                       | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     48500 | NS      | $112520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS, INC.                             | COHEN & STEERS INC COMMON STOCK                     | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               |  | US        |     35235 | NS      | $2707457.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                        | KILROY REALTY CORP REIT                             | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     22400 | NS      | $721280.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                             | CARETRUST REIT INC REIT                             | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     42290 | NS      | $1216260.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORPORATION                           | NCR ATLEOS CORP COMMON STOCK                        | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               |  | US        |      8100 | NS      | $214731.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                 | CHESAPEAKE UTILITIES CORP COMMON STOCK              | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |     22979 | NS      | $2807804.01   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES                          | COPT DEFENSE PROPERTIES REIT                        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     38300 | NS      | $1051335.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                           | AMKOR TECHNOLOGY INC COMMON STOCK                   | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               |  | US        |     70800 | NS      | $1275816.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                | SENSIENT TECHNOLOGIES CORP COMMON STOCK             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               |  | US        |     20495 | NS      | $1937392.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA, INC.                                  | PRIMERICA INC COMMON STOCK                          | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               |  | US        |      4887 | NS      | $1322422.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                  | ANNALY CAPITAL MANAGEMENT IN REIT                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     32200 | NS      | $610190.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                   | EXELIXIS INC COMMON STOCK                           | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     76900 | NS      | $3309776.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC.                                | PITNEY BOWES INC COMMON STOCK                       | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               |  | US        |    119620 | NS      | $1232086.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                    | REGIONS FINANCIAL CORP COMMON STOCK                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |     63600 | NS      | $1363584.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                      | RUSH STREET INTERACTIVE INC COMMON STOCK            | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               |  | US        |     97970 | NS      | $1243239.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                          | VERIS RESIDENTIAL INC REIT                          | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |     25326 | NS      | $384955.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                             | GLOBUS MEDICAL INC - A COMMON STOCK                 | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               |  | US        |     38705 | NS      | $2290561.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                    | SKYWEST INC COMMON STOCK                            | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               |  | US        |     11630 | NS      | $1179863.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                     | CHURCHILL DOWNS INC COMMON STOCK                    | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               |  | US        |     25783 | NS      | $2461503.01   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES, INC.                       | GIBRALTAR INDUSTRIES INC COMMON STOCK               | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               |  | US        |     19090 | NS      | $1118292.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC.                                     | POLARIS INC COMMON STOCK                            | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               |  | US        |      8100 | NS      | $317682.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                   | UNITED AIRLINES HOLDINGS INC COMMON STOCK           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               |  | US        |     16200 | NS      | $1287009.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                               | HEALTHEQUITY INC COMMON STOCK                       | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |     24673 | NS      | $2482350.53   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                     | MODINE MANUFACTURING CO COMMON STOCK                | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               |  | US        |      4934 | NS      | $448007.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                            | BRUNSWICK CORP COMMON STOCK                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               |  | US        |     47434 | NS      | $2401109.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextracker Inc                                   | NEXTRACKER INC-CL A COMMON STOCK                    | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               |  | US        |     20050 | NS      | $1136634.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                      | REGENCY CENTERS CORP REIT                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     15000 | NS      | $1082250.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                  | INTERFACE INC COMMON STOCK                          | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |    118300 | NS      | $2376647.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                 | POOL CORP COMMON STOCK                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               |  | US        |     17462 | NS      | $5248902.58   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                       | TEGNA INC COMMON STOCK                              | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |     49300 | NS      | $824296.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                        | AMCOR PLC COMMON STOCK                              | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               |  | US        |      2540 | NS      | $23139.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                 | CARPENTER TECHNOLOGY COMMON STOCK                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               |  | US        |      6185 | NS      | $1453475.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                         | FIRST FINANCIAL BANCORP COMMON STOCK                | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               |  | US        |     47460 | NS      | $1146633.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP.                              | RITHM CAPITAL CORP REIT                             | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     85300 | NS      | $951095.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                  | GENPACT LTD COMMON STOCK                            | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               |  | US        |     26500 | NS      | $1140825.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX COMPANY, INC.                               | TREX COMPANY INC COMMON STOCK                       | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               |  | US        |     36954 | NS      | $2064619.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE REALTY TRUST, INC.               | PIEDMONT OFFICE REALTY TRU-A REIT                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     55300 | NS      | $393736.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT, INC.                                    | HUBSPOT INC COMMON STOCK                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               |  | US        |      2087 | NS      | $1231121.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                             | GENEDX HOLDINGS CORP COMMON STOCK                   | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               |  | US        |     12540 | NS      | $893098.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.           | INNOVATIVE INDUSTRIAL PROPER REIT                   | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      9200 | NS      | $508024.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC.                                      | PHINIA INC COMMON STOCK                             | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               |  | US        |     27000 | NS      | $1171800.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                           | URBAN OUTFITTERS INC COMMON STOCK                   | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               |  | US        |     21000 | NS      | $1467900.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                        | PVH CORP COMMON STOCK                               | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |     13300 | NS      | $1114141.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                            | BLOOMIN' BRANDS INC COMMON STOCK                    | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               |  | US        |     53700 | NS      | $409731.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                       | UNITED NATURAL FOODS INC COMMON STOCK               | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               |  | US        |     45010 | NS      | $1375955.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                      | PROSPERITY BANCSHARES INC COMMON STOCK              | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               |  | US        |     39231 | NS      | $2732439.15   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                           | SPX TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               |  | US        |     11609 | NS      | $1765612.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                        | JANUS HENDERSON GROUP PLC COMMON STOCK              | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               |  | US        |     30000 | NS      | $1089900.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARCUS CORPORATION                           | MARCUS CORPORATION COMMON STOCK                     | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               |  | US        |     60270 | NS      | $1113789.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                        | CNO FINANCIAL GROUP INC COMMON STOCK                | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               |  | US        |     79400 | NS      | $3014024.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION           | OLD REPUBLIC INTL CORP COMMON STOCK                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               |  | US        |     67220 | NS      | $2540916.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd               | CREDO TECHNOLOGY GROUP HOLDI COMMON STOCK           | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               |  | US        |     15175 | NS      | $925068.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.               | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               |  | US        |      7500 | NS      | $203550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                         | EQUITABLE HOLDINGS INC COMMON STOCK                 | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               |  | US        |     15800 | NS      | $835346.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                          | ATI Inc COMMON STOCK                                | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               |  | US        |     15430 | NS      | $1228845.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                      | GULFPORT ENERGY CORP COMMON STOCK                   | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               |  | US        |      6300 | NS      | $1206450.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                               | FNB CORP COMMON STOCK                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               |  | US        |     81000 | NS      | $1123470.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A. | BANCO LATINOAMERICANO COME-E COMMON STOCK           | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               |  | US        |     41700 | NS      | $1710534.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                       | MATSON INC COMMON STOCK                             | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |     12500 | NS      | $1410625.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                     | FULTON FINANCIAL CORP COMMON STOCK                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |     56300 | NS      | $971175.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORPORATION                              | LINDSAY CORP COMMON STOCK                           | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               |  | US        |      9980 | NS      | $1391212.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                      | KAISER ALUMINUM CORP COMMON STOCK                   | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               |  | US        |     17700 | NS      | $1284843.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                              | ODP CORP/THE COMMON STOCK                           | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               |  | US        |     35700 | NS      | $587265.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                             | WAYSTAR HOLDING CORP COMMON STOCK                   | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               |  | US        |     28110 | NS      | $1123837.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                 | BUCKLE INC/THE COMMON STOCK                         | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               |  | US        |     28600 | NS      | $1218646.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                  | UGI CORP COMMON STOCK                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |     49300 | NS      | $1777758.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                               | SHUTTERSTOCK INC COMMON STOCK                       | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |     19900 | NS      | $367155.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORPORATION                  | BLUEPRINT MEDICINES CORP COMMON STOCK               | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               |  | US        |      9368 | NS      | $949446.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP               | ENTERPRISE FINANCIAL SERVICE COMMON STOCK           | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               |  | US        |     21370 | NS      | $1131327.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                     | LINCOLN NATIONAL CORP COMMON STOCK                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     20780 | NS      | $688649.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                          | PENGUIN SOLUTIONS INC COMMON STOCK                  | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               |  | US        |     63810 | NS      | $1133265.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD.                                   | HERBALIFE LTD COMMON STOCK                          | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |     77800 | NS      | $607618.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                             | STEEL DYNAMICS INC COMMON STOCK                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |     13000 | NS      | $1599910.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                       | WINNEBAGO INDUSTRIES COMMON STOCK                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               |  | US        |     11200 | NS      | $380016.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                   | EXPONENT INC COMMON STOCK                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               |  | US        |     52805 | NS      | $4031133.70   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                     | CASEY'S GENERAL STORES INC COMMON STOCK             | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |     12759 | NS      | $5585379.84   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                    | OWENS CORNING COMMON STOCK                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               |  | US        |     15000 | NS      | $2009250.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                        | FIRST HORIZON CORP COMMON STOCK                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               |  | US        |    105800 | NS      | $2103304.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE'S BARGAIN OUTLET HOLDINGS, INC.            | OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               |  | US        |     40390 | NS      | $4501465.50   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                    | STERIS PLC COMMON STOCK                             | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |     13353 | NS      | $3274289.13   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA, INC.                                 | SHARKNINJA INC COMMON STOCK                         | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               |  | US        |     11800 | NS      | $1084774.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                               | MOSAIC CO/THE COMMON STOCK                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |     76400 | NS      | $2761096.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORPORATION                                | KIRBY CORP COMMON STOCK                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               |  | US        |     10782 | NS      | $1192920.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                              | SANMINA CORP COMMON STOCK                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     21400 | NS      | $1812366.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                            | DORMAN PRODUCTS INC COMMON STOCK                    | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               |  | US        |     10850 | NS      | $1403013.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORPORATION                                 | GATX CORP COMMON STOCK                              | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               |  | US        |      8390 | NS      | $1336023.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.                     | MUELLER WATER PRODUCTS INC-A COMMON STOCK           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               |  | US        |    114630 | NS      | $2811873.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                        | ENOVA INTERNATIONAL INC COMMON STOCK                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               |  | US        |     14540 | NS      | $1347421.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC.                             | ONTO INNOVATION INC COMMON STOCK                    | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               |  | US        |     12211 | NS      | $1122679.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP, INC.                              | UPBOUND GROUP INC COMMON STOCK                      | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               |  | US        |     38200 | NS      | $876308.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC.                                  | GLOBE LIFE INC COMMON STOCK                         | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               |  | US        |     12500 | NS      | $1523375.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORPORATION                   | CHIMERA INVESTMENT CORP REIT                        | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     72000 | NS      | $948960.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                     | SABRA HEALTH CARE REIT INC REIT                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    123370 | NS      | $2156507.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                    | POPULAR INC COMMON STOCK                            | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |     24900 | NS      | $2577897.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS, INC.                    | RYAN SPECIALTY HOLDINGS INC COMMON STOCK            | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               |  | US        |     49470 | NS      | $3540567.90   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                              | XEROX HOLDINGS CORP COMMON STOCK                    | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               |  | US        |     43900 | NS      | $214671.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PUBLIC LIMITED COMPANY            | NVENT ELECTRIC PLC COMMON STOCK                     | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               |  | US        |     50155 | NS      | $3300199.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                          | ARROW ELECTRONICS INC COMMON STOCK                  | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |     16000 | NS      | $1894080.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                         | TYLER TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               |  | US        |      9011 | NS      | $5199256.89   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER ANALYTICS HOLDINGS, INC.              | CLEARWATER ANALYTICS HDS-A COMMON STOCK             | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               |  | US        |     40095 | NS      | $926194.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                           | FAIR ISAAC CORP COMMON STOCK                        | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |      2396 | NS      | $4136166.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                      | AMERICAN ASSETS TRUST INC REIT                      | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     36700 | NS      | $731798.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                           | 1ST SOURCE CORP COMMON STOCK                        | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               |  | US        |     18960 | NS      | $1148217.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                    | STANDARD MOTOR PRODS COMMON STOCK                   | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               |  | US        |     39950 | NS      | $1210485.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                  | APA CORP COMMON STOCK                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |     51662 | NS      | $878770.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                  | FOX CORP - CLASS A COMMON STOCK                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     57100 | NS      | $3137074.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                 | UNITI GROUP INC REIT                                | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |     71260 | NS      | $306418.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                              | ARCBEST CORP COMMON STOCK                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               |  | US        |     14700 | NS      | $921543.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS, INC.                        | ANI PHARMACEUTICALS INC COMMON STOCK                | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               |  | US        |     14850 | NS      | $871992.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST            | INDUSTRIAL LOGISTICS PROPERT REIT                   | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     35900 | NS      | $118111.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                             | CELANESE CORP COMMON STOCK                          | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |      9200 | NS      | $486036.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                        | NATIONAL FUEL GAS CO COMMON STOCK                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     15900 | NS      | $1312386.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                   | FIRST BANCORP PUERTO RICO COMMON STOCK              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |     62130 | NS      | $1241357.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                     | SPROUTS FARMERS MARKET INC COMMON STOCK             | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               |  | US        |     18892 | NS      | $3265671.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                      | HOST HOTELS & RESORTS INC REIT                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    110000 | NS      | $1703900.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                          | LEMAITRE VASCULAR INC COMMON STOCK                  | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               |  | US        |     33476 | NS      | $2751727.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.         | HEIDRICK & STRUGGLES INTL COMMON STOCK              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               |  | US        |     30030 | NS      | $1311109.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR SECURE, INC.                               | CLEAR SECURE INC -CLASS A COMMON STOCK              | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               |  | US        |    104267 | NS      | $2580608.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                        | YELP INC COMMON STOCK                               | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     31100 | NS      | $1187087.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT, INC.                           | CITY OFFICE REIT INC REIT                           | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |     72700 | NS      | $354776.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                                | EMCOR GROUP INC COMMON STOCK                        | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               |  | US        |      2650 | NS      | $1250429.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NEWMARKET CORP COMMON STOCK                         | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |      2546 | NS      | $1639776.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORPORATION                        | CNA FINANCIAL CORP COMMON STOCK                     | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               |  | US        |     18800 | NS      | $900708.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                               | CIRRUS LOGIC INC COMMON STOCK                       | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |     24900 | NS      | $2449164.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS, INC.                      | CASELLA WASTE SYSTEMS INC-A COMMON STOCK            | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               |  | US        |     25825 | NS      | $3026948.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                 | ACM RESEARCH INC-CLASS A COMMON STOCK               | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               |  | US        |     52677 | NS      | $1187866.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                              | NEWMARK GROUP INC-CLASS A COMMON STOCK              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |     99400 | NS      | $1094394.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                             | SUNCOKE ENERGY INC COMMON STOCK                     | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               |  | US        |    113500 | NS      | $923890.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                             | SILGAN HOLDINGS INC COMMON STOCK                    | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     49600 | NS      | $2731472.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                        | COMFORT SYSTEMS USA INC COMMON STOCK                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               |  | US        |      2608 | NS      | $1247223.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES, INC.                         | NICOLET BANKSHARES INC COMMON STOCK                 | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               |  | US        |     12160 | NS      | $1491302.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                          | KITE REALTY GROUP TRUST REIT                        | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     29900 | NS      | $661388.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS, INC.                         | POWER INTEGRATIONS INC COMMON STOCK                 | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               |  | US        |     51855 | NS      | $2578749.15   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS, INC.                           | BJ'S RESTAURANTS INC COMMON STOCK                   | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               |  | US        |     31790 | NS      | $1418151.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP.                      | INVENTRUST PROPERTIES CORP REIT                     | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |     40740 | NS      | $1144386.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                     | ENCOMPASS HEALTH CORP COMMON STOCK                  | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |     36155 | NS      | $4371139.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                      | BRINKER INTERNATIONAL INC COMMON STOCK              | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               |  | US        |     17525 | NS      | $3025340.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                | SM ENERGY CO COMMON STOCK                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               |  | US        |     19200 | NS      | $449664.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                 | ESSENT GROUP LTD COMMON STOCK                       | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               |  | US        |     17600 | NS      | $1020800.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE, INC.                          | EURONET WORLDWIDE INC COMMON STOCK                  | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               |  | US        |     11000 | NS      | $1191080.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP.                           | PLAYTIKA HOLDING CORP COMMON STOCK                  | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               |  | US        |     56700 | NS      | $268758.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                    | ADTALEM GLOBAL EDUCATION INC COMMON STOCK           | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               |  | US        |     10168 | NS      | $1342481.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                            | HARLEY-DAVIDSON INC COMMON STOCK                    | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |     60400 | NS      | $1462284.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                  | FRONTDOOR INC COMMON STOCK                          | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               |  | US        |     21730 | NS      | $1195367.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                                 | MOELIS & CO - CLASS A COMMON STOCK                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               |  | US        |     27400 | NS      | $1564814.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                      | AVNET INC COMMON STOCK                              | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               |  | US        |     22000 | NS      | $1100220.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.          | ESSENTIAL PROPERTIES REALTY REIT                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     42790 | NS      | $1390675.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS, INCORPORATED                    | BENTLEY SYSTEMS INC-CLASS B COMMON STOCK            | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               |  | US        |     55999 | NS      | $2672832.27   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                  | BORGWARNER INC COMMON STOCK                         | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               |  | US        |     45300 | NS      | $1498977.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                           | CAPRI HOLDINGS LTD COMMON STOCK                     | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               |  | US        |     18100 | NS      | $327972.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                        | WESCO INTERNATIONAL INC COMMON STOCK                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               |  | US        |     17286 | NS      | $2902146.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTAPP, INC.                                     | INTAPP INC COMMON STOCK                             | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               |  | US        |     18690 | NS      | $1030192.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                       | RHYTHM PHARMACEUTICALS INC COMMON STOCK             | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               |  | US        |     12405 | NS      | $760798.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORPORATION                      | QUAKER CHEMICAL CORPORATION COMMON STOCK            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               |  | US        |     17420 | NS      | $1889024.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                       | NORTHERN OIL AND GAS INC COMMON STOCK               | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |     63556 | NS      | $1689318.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                  | BUNGE GLOBAL SA COMMON STOCK                        | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |     12000 | NS      | $937800.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                               | RYDER SYSTEM INC COMMON STOCK                       | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |     15400 | NS      | $2265802.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKAMI TECHNOLOGY, INC.                          | ALKAMI TECHNOLOGY INC COMMON STOCK                  | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               |  | US        |     62070 | NS      | $1777684.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                    | MOLSON COORS BEVERAGE CO - B COMMON STOCK           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |     44100 | NS      | $2363319.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                         | EASTMAN CHEMICAL CO COMMON STOCK                    | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |      9800 | NS      | $768026.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                      | ENNIS INC COMMON STOCK                              | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |     45100 | NS      | $842017.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, INC.                                       | AAON INC COMMON STOCK                               | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Long             | EC               |  | US        |     48657 | NS      | $4685182.53   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORPORATION           | Zurn Elkay Water Solutions Corporation COMMON STOCK | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               |  | US        |     35350 | NS      | $1279316.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                   | BREAD FINANCIAL HOLDINGS INC COMMON STOCK           | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               |  | US        |     23000 | NS      | $1178520.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS, INC.                            | VARONIS SYSTEMS INC COMMON STOCK                    | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               |  | US        |     24370 | NS      | $1161961.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION            | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK            | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               |  | US        |     73700 | NS      | $2916309.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                    | ARCHROCK INC COMMON STOCK                           | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               |  | US        |     56190 | NS      | $1399131.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                          | BRANDYWINE REALTY TRUST REIT                        | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     80600 | NS      | $340938.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                     | CACTUS INC - A COMMON STOCK                         | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |     10600 | NS      | $434600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS, INC                    | LIFE TIME GROUP HOLDINGS INC COMMON STOCK           | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               |  | US        |     36950 | NS      | $1056770.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORPORATION PLC                 | GATES INDUSTRIAL CORP PLC COMMON STOCK              | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               |  | US        |     52900 | NS      | $1118835.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                | TEREX CORP COMMON STOCK                             | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               |  | US        |     17600 | NS      | $792176.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED       | REINSURANCE GROUP OF AMERICA COMMON STOCK           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               |  | US        |     11900 | NS      | $2419151.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                    | Pediatrix Medical Group Inc COMMON STOCK            | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               |  | US        |     78500 | NS      | $1110775.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS, INC.                      | CONSTRUCTION PARTNERS INC-A COMMON STOCK            | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               |  | US        |     11420 | NS      | $1195559.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                                | MILLERKNOLL INC COMMON STOCK                        | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               |  | US        |     67200 | NS      | $1133664.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC.                                     | NOVANTA INC COMMON STOCK                            | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               |  | US        |     22037 | NS      | $2728621.34   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC.                                     | ONESPAN INC COMMON STOCK                            | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               |  | US        |     78440 | NS      | $1249549.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                    | PREMIER INC-CLASS A COMMON STOCK                    | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |     49700 | NS      | $1142106.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS, INC.                           | PTC THERAPEUTICS INC COMMON STOCK                   | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               |  | US        |     25800 | NS      | $1251816.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                      | OFG BANCORP COMMON STOCK                            | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     42300 | NS      | $1740222.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                          | SYNOVUS FINANCIAL CORP COMMON STOCK                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               |  | US        |     19300 | NS      | $923119.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                              | SPARTANNASH CO COMMON STOCK                         | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |     30100 | NS      | $585746.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                        | EXLSERVICE HOLDINGS INC COMMON STOCK                | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |    183535 | NS      | $8440774.65   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                        | MGM RESORTS INTERNATIONAL COMMON STOCK              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               |  | US        |     44200 | NS      | $1398930.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                           | TTM TECHNOLOGIES COMMON STOCK                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               |  | US        |     47960 | NS      | $1432085.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                           | MURPHY OIL CORP COMMON STOCK                        | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |     49161 | NS      | $1028939.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION                      | RYERSON HOLDING CORP COMMON STOCK                   | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               |  | US        |     17000 | NS      | $352920.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                   | CITIZENS FINANCIAL GROUP COMMON STOCK               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |     77700 | NS      | $3135195.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                           | ENSIGN GROUP INC/THE COMMON STOCK                   | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |     56986 | NS      | $8391758.36   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY      | JAZZ PHARMACEUTICALS PLC COMMON STOCK               | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |     27200 | NS      | $2939504.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                            | CLEARWAY ENERGY INC-A COMMON STOCK                  | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |     46570 | NS      | $1343544.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORPORATION                          | KNIFE RIVER CORP COMMON STOCK                       | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               |  | US        |     12290 | NS      | $1156489.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES, INC.                        | MIRION TECHNOLOGIES INC COMMON STOCK                | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               |  | US        |    116590 | NS      | $2226869.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES, INC.                          | BURLINGTON STORES INC COMMON STOCK                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               |  | US        |     13732 | NS      | $3134603.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                      | KEYSIGHT TECHNOLOGIES IN COMMON STOCK               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |     24283 | NS      | $3813402.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                         | EMPLOYERS HOLDINGS INC COMMON STOCK                 | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |     25650 | NS      | $1248385.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                          | DIGI INTERNATIONAL INC COMMON STOCK                 | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               |  | US        |     34600 | NS      | $1121386.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                        | CNX RESOURCES CORP COMMON STOCK                     | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |     26100 | NS      | $842508.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                 | GEN DIGITAL INC COMMON STOCK                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |    107800 | NS      | $3070144.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                              | ACI WORLDWIDE INC COMMON STOCK                      | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               |  | US        |     21130 | NS      | $977473.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                           | SEALED AIR CORP COMMON STOCK                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |     30060 | NS      | $967932.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                       | JABIL INC COMMON STOCK                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |     23300 | NS      | $3914633.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                    | WINGSTOP INC COMMON STOCK                           | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               |  | US        |     10178 | NS      | $3477822.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORPORATION                           | CONCENTRIX CORP COMMON STOCK                        | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               |  | US        |     50882 | NS      | $2847611.13   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                       | CHEFS' WAREHOUSE INC/THE COMMON STOCK               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |     18440 | NS      | $1176103.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                       | NEW YORK TIMES CO-A COMMON STOCK                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               |  | US        |     45982 | NS      | $2626491.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                         | BOOT BARN HOLDINGS INC COMMON STOCK                 | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               |  | US        |     11555 | NS      | $1852382.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                  | UNIVERSAL HEALTH SERVICES-B COMMON STOCK            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               |  | US        |     17420 | NS      | $3315897.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                              | BALCHEM CORP COMMON STOCK                           | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               |  | US        |     29346 | NS      | $4891978.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES, INC.                 | ARMSTRONG WORLD INDUSTRIES COMMON STOCK             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               |  | US        |      9560 | NS      | $1487822.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                        | BAXTER INTERNATIONAL INC COMMON STOCK               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |     48100 | NS      | $1467050.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CERTARA, INC.                                    | CERTARA INC COMMON STOCK                            | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               |  | US        |    148784 | NS      | $1690186.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                     | MACY'S INC COMMON STOCK                             | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |     43100 | NS      | $512459.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                       | UNUM GROUP COMMON STOCK                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |     39000 | NS      | $3186690.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                   | EPR PROPERTIES REIT                                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     39690 | NS      | $2210336.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                    | FACTSET RESEARCH SYSTEMS INC COMMON STOCK           | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      5383 | NS      | $2466813.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                     | MATTEL INC COMMON STOCK                             | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |     78600 | NS      | $1488684.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                       | ALBERTSONS COS INC - CLASS A COMMON STOCK           | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               |  | US        |    127200 | NS      | $2827656.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                          | OLO INC - CLASS A COMMON STOCK                      | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               |  | US        |    128170 | NS      | $1116360.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INCORPORATED                           | SYNAPTICS INC COMMON STOCK                          | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               |  | US        |     17790 | NS      | $1045340.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                      | MGIC INVESTMENT CORP COMMON STOCK                   | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |    125680 | NS      | $3324236.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                  | CARLISLE COS INC COMMON STOCK                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |      7996 | NS      | $3039919.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                              | ALLY FINANCIAL INC COMMON STOCK                     | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               |  | US        |     40300 | NS      | $1410500.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS, INC.                     | AMNEAL PHARMACEUTICALS INC COMMON STOCK             | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               |  | US        |    162640 | NS      | $1190524.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                               | HEXCEL CORP COMMON STOCK                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               |  | US        |     39852 | NS      | $2107772.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                               | KOHLS CORP COMMON STOCK                             | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               |  | US        |     24700 | NS      | $200811.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                           | GFL ENVIRONMENTAL INC-SUB VT COMMON STOCK           | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               |  | US        |     63567 | NS      | $3205683.81   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                               | BANNER CORPORATION COMMON STOCK                     | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               |  | US        |     18890 | NS      | $1164568.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                               | SPS COMMERCE INC COMMON STOCK                       | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               |  | US        |      6857 | NS      | $965191.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC.                                   | STEELCASE INC-CL A COMMON STOCK                     | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               |  | US        |    103020 | NS      | $1062136.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                   | QUEST DIAGNOSTICS INC COMMON STOCK                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |     16251 | NS      | $2816948.34   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                             | CONAGRA BRANDS INC COMMON STOCK                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     38100 | NS      | $872109.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS, INC.                              | PROS HOLDINGS INC COMMON STOCK                      | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               |  | US        |     46740 | NS      | $822156.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               |  | US        |     14800 | NS      | $605468.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                              | CNH INDUSTRIAL NV COMMON STOCK                      | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               |  | US        |    170000 | NS      | $2126700.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORPORATION            | OAKTREE SPECIALTY LENDING CO COMMON STOCK           | CUSIP: 67401P405<br>LEI: 549300J6MGCEU5928620 | Long             | EC               |  | US        |     53000 | NS      | $775390.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                   | TAPESTRY INC COMMON STOCK                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               |  | US        |     21600 | NS      | $1696680.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                | STANDEX INTERNATIONAL CORP COMMON STOCK             | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |     17804 | NS      | $2687335.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK INTERNATIONAL INC.                           | NPK INTERNATIONAL INC COMMON STOCK                  | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               |  | US        |    142000 | NS      | $1148780.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INCORPORATED                              | INSMED INC COMMON STOCK                             | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               |  | US        |     19508 | NS      | $1360292.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | S&P MID 400 EMINI JUN25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        44 | NC      | $13218040.00  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORPORATION                               | COGNEX CORP COMMON STOCK                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               |  | US        |     64400 | NS      | $1930068.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                      | HURON CONSULTING GROUP INC COMMON STOCK             | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               |  | US        |      7544 | NS      | $1077509.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                         | NOVA LTD COMMON STOCK                               | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               |  | US        |      4644 | NS      | $992051.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                         | SKYWORKS SOLUTIONS INC COMMON STOCK                 | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |      5500 | NS      | $379665.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE, INC.                    | STERLING INFRASTRUCTURE INC COMMON STOCK            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               |  | US        |     16375 | NS      | $3078663.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORPORATION                            | CHAMPIONX CORP COMMON STOCK                         | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               |  | US        |     78461 | NS      | $1888556.27   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                  | ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK           | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               |  | US        |     26591 | NS      | $2923946.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON ENTERPRISES, INC.                    | WORTHINGTON ENTERPRISES INC COMMON STOCK            | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               |  | US        |     20600 | NS      | $1213546.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LIMITED               | FIDELIS INSURANCE HOLDINGS L COMMON STOCK           | CUSIP: G3398L118<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               |  | US        |     46400 | NS      | $811072.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                     | APPLE HOSPITALITY REIT INC REIT                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    105000 | NS      | $1216950.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS, INC.                        | AXSOME THERAPEUTICS INC COMMON STOCK                | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               |  | US        |      6395 | NS      | $672498.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                        | G-III APPAREL GROUP LTD COMMON STOCK                | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               |  | US        |     40550 | NS      | $1177977.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                      | CROCS INC COMMON STOCK                              | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               |  | US        |     14400 | NS      | $1468800.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                                 | ROYAL GOLD INC COMMON STOCK                         | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |     11825 | NS      | $2106269.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC, INC.                                     | MASTEC INC COMMON STOCK                             | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               |  | US        |      9390 | NS      | $1464182.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                    | DROPBOX INC-CLASS A COMMON STOCK                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               |  | US        |     80800 | NS      | $2331888.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                        | ALEXANDER & BALDWIN INC REIT                        | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     65900 | NS      | $1180269.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS PACIFIC, INC.                              | JAKKS PACIFIC INC COMMON STOCK                      | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               |  | US        |     15700 | NS      | $316041.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                          | MOHAWK INDUSTRIES INC COMMON STOCK                  | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               |  | US        |      7800 | NS      | $784758.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                    | ORGANON & CO COMMON STOCK                           | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |    106100 | NS      | $978242.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                      | MERIT MEDICAL SYSTEMS INC COMMON STOCK              | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |     30162 | NS      | $2866294.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                | NORTHWEST NATURAL HOLDING CO COMMON STOCK           | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               |  | US        |     27750 | NS      | $1136917.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                            | TRUSTMARK CORP COMMON STOCK                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               |  | US        |     36720 | NS      | $1265371.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                     | U.S. PHYSICAL THERAPY INC COMMON STOCK              | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               |  | US        |     32887 | NS      | $2466196.13   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                         | OPTION CARE HEALTH INC COMMON STOCK                 | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |     99042 | NS      | $3236692.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                      | HANCOCK WHITNEY CORP COMMON STOCK                   | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               |  | US        |     27200 | NS      | $1487024.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                              | TOLL BROTHERS INC COMMON STOCK                      | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |     32400 | NS      | $3377700.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                              | POST HOLDINGS INC COMMON STOCK                      | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               |  | US        |      9720 | NS      | $1074934.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION       | ZIONS BANCORP NA COMMON STOCK                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |     44500 | NS      | $2107520.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                          | CIVITAS RESOURCES INC COMMON STOCK                  | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |     39600 | NS      | $1083852.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS INTERNATIONAL GROUP, INC.                  | JANUS INTERNATIONAL GROUP IN COMMON STOCK           | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               |  | US        |    139000 | NS      | $1135630.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                              | NORDSON CORP COMMON STOCK                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               |  | US        |     10144 | NS      | $2150426.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS, INC.                                | Q2 HOLDINGS INC COMMON STOCK                        | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               |  | US        |     27585 | NS      | $2414239.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                        | CHURCH & DWIGHT CO INC COMMON STOCK                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     32669 | NS      | $3211689.39   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                 | PRICESMART INC COMMON STOCK                         | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |     26141 | NS      | $2822705.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY, INC.                                  | INSPERITY INC COMMON STOCK                          | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               |  | US        |      9195 | NS      | $595100.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                               | DELUXE CORP COMMON STOCK                            | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |     43900 | NS      | $626453.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                       | TERRENO REALTY CORP REIT                            | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     47801 | NS      | $2696932.42   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                 | PHOTRONICS INC COMMON STOCK                         | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               |  | US        |     45900 | NS      | $766989.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO.                                      | CARVANA CO COMMON STOCK                             | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               |  | US        |      3900 | NS      | $1275924.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                              | NAVIENT CORP COMMON STOCK                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               |  | US        |     65200 | NS      | $876288.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPAY, INC.                                     | CORPAY INC COMMON STOCK                             | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               |  | US        |      3700 | NS      | $1202907.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX, INC.                                     | CAREDX INC COMMON STOCK                             | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               |  | US        |     35335 | NS      | $600341.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                          | FIRST BUSEY CORP COMMON STOCK                       | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               |  | US        |     27700 | NS      | $612724.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INNODATA INC.                                    | INNODATA INC COMMON STOCK                           | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               |  | US        |     10333 | NS      | $407843.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                          | HELMERICH & PAYNE COMMON STOCK                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |     27900 | NS      | $425475.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                        | MATADOR RESOURCES CO COMMON STOCK                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |    127752 | NS      | $5494613.52   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                      | ABM INDUSTRIES INC COMMON STOCK                     | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               |  | US        |     30770 | NS      | $1620040.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                         | CRANE CO COMMON STOCK                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               |  | US        |     16785 | NS      | $2876949.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP.                           | STIFEL FINANCIAL CORP COMMON STOCK                  | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               |  | US        |     20288 | NS      | $1911535.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                      | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK            | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               |  | US        |     91570 | NS      | $1194072.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                               | COSTAR GROUP INC COMMON STOCK                       | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               |  | US        |     44695 | NS      | $3287764.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                          | COMMVAULT SYSTEMS INC COMMON STOCK                  | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |     22074 | NS      | $4042853.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                          | PIPER SANDLER COS COMMON STOCK                      | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               |  | US        |      5805 | NS      | $1459667.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                       | HIGHWOODS PROPERTIES INC REIT                       | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     15700 | NS      | $466290.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                    | PRIMORIS SERVICES CORP COMMON STOCK                 | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               |  | US        |     15490 | NS      | $1116983.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY           | PERRIGO CO PLC COMMON STOCK                         | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |     86328 | NS      | $2311000.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                   | PERDOCEO EDUCATION CORP COMMON STOCK                | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     45800 | NS      | $1559032.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                         | GROUP 1 AUTOMOTIVE INC COMMON STOCK                 | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               |  | US        |     11490 | NS      | $4870840.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTSERVICE CORPORATION                         | FIRSTSERVICE CORP COMMON STOCK                      | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               |  | US        |     14351 | NS      | $2517093.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION   | SCIENCE APPLICATIONS INTE COMMON STOCK              | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |     12670 | NS      | $1463891.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INCORPORATED                        | RBC BEARINGS INC COMMON STOCK                       | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               |  | US        |     22107 | NS      | $8088288.09   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                        | Nexstar Media Group Inc COMMON STOCK                | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |     27148 | NS      | $4626562.16   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                          | HF SINCLAIR CORP COMMON STOCK                       | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               |  | US        |     52100 | NS      | $1882373.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED              | LIGAND PHARMACEUTICALS COMMON STOCK                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               |  | US        |     10002 | NS      | $1022104.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer