# EDGAR Filing Document

**Accession Number:** 0000737520
**File Stem:** 0001775697-23-000052
**Filing Date:** 2023-1
**Character Count:** 146421
**Document Hash:** cdb5524b7fff1ce7ffcc97ac00d58d05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000052.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001775697-23-000052

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Strategic Funds, Inc.
- **CENTRAL INDEX KEY:** 0000737520
- **IRS NUMBER:** 133272460
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03940
- **FILM NUMBER:** 23561095

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10166
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10166

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategic Funds, Inc.
- **DATE OF NAME CHANGE:** 20060518

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS PREMIER  NEW LEADERS FUND INC
- **DATE OF NAME CHANGE:** 20021213

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS NEW LEADERS FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BNY Mellon Select Managers Small Cap Value Fund (Series ID: S000024356)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000072172 | Class A      | DMVAX           |
| C000072173 | Class C      | DMECX           |
| C000072174 | Class I      | DMVIX           |
| C000130443 | Class Y      | DMVYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Strategic Funds, Inc.

- **b. Investment Company Act file number:** 811-03940

- **c. CIK number of Registrant:** 0000737520

- **d. LEI of Registrant:** 549300KOXIZHC0IVRM71

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

- **a. Name of Series:** BNY Mellon Select Managers Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000024356

- **c. LEI of Series:** 549300TBXW4TZ0M6JD51

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

- **a. Date of fiscal year-end:** 2022-11-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $353969239.70

**Total Liabilities:** $973041.58

**Net Assets:** $352996198.12

**Cash Not Reported:** $1478792.78

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000072172 | -9.55%               | 11.78%               | 3.51%                |
| Class ID C000072173 | -9.55%               | 11.70%               | 3.44%                |
| Class ID C000072174 | -9.49%               | 11.77%               | 3.51%                |
| Class ID C000130443 | -9.51%               | 11.80%               | 3.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4377877.23             | $-31581952.63                              |
| Month 2  | $-3549403.46             | $41574085.80                               |
| Month 3  | $17608104.69             | $-5663790.76                               |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OCEANFIRST FINANCIAL CORP                    | OCEANFIRST FINANCIAL CORP                                         | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37030 | NS      | $865020.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORP                  | REX AMERICAN RESOURCES CORP                                       | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $118040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KOPPERS HOLDINGS INC                         | KOPPERS HOLDINGS INC                                              | CUSIP: 50060P106<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | EC               | CORP              | US        |      6800 | NS      | $202572.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK/LOS ANGELES CA                | PREFERRED BANK/LOS ANGELES CA                                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2600 | NS      | $196534.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKLE INC/THE                               | BUCKLE INC/THE                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     17900 | NS      | $786705.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COS INC                    | HAVERTY FURNITURE COS INC                                         | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      2300 | NS      | $72519.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS INC                             | WEIS MARKETS INC                                                  | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $531981.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                      | PERDOCEO EDUCATION CORP                                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     79500 | NS      | $1140825.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA INC                         | BEAZER HOMES USA INC                                              | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     11000 | NS      | $150150.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC        | ARTISAN PARTNERS ASSET MANAGEMENT INC                             | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     24100 | NS      | $836029.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES INC                    | USANA HEALTH SCIENCES INC                                         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     18400 | NS      | $1012736.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS INC                        | HEARTLAND EXPRESS INC                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     36300 | NS      | $607662.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                   | MATSON INC                                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4700 | NS      | $299672.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                 | BREAD FINANCIAL HOLDINGS INC                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     26400 | NS      | $1083192.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA INC                  | HEARTLAND FINANCIAL USA INC                                       | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     26160 | NS      | $1276346.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL WESTERN LIFE GROUP INC              | NATIONAL WESTERN LIFE GROUP INC                                   | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       900 | NS      | $189720.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OPPENHEIMER HOLDINGS INC                     | OPPENHEIMER HOLDINGS INC                                          | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $166640.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                       | CONNECTONE BANCORP INC                                            | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      3200 | NS      | $83968.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS INC                  | KENNEDY-WILSON HOLDINGS INC                                       | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     40700 | NS      | $692714.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET HOLDINGS CORP                       | ACUSHNET HOLDINGS CORP                                            | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     28000 | NS      | $1272600.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                               | LCI INDS COM                                                      | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      6900 | NS      | $682134.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS & MILLICHAP INC                       | MARCUS & MILLICHAP INC                                            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     14100 | NS      | $525084.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES INC                   | WORTHINGTON INDUSTRIES INC                                        | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     12500 | NS      | $709250.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORP                     | WORLD FUEL SERVICES CORP                                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     29900 | NS      | $850655.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                              | FOOT LOCKER INC                                                   | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      3900 | NS      | $155220.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK/PORTSMOUTH VA                     | TOWNE BANK/PORTSMOUTH VA                                          | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     42900 | NS      | $1385670.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNEX CAPITAL INC                            | DYNEX CAPITAL INC                                                 | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     15300 | NS      | $200430.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORP                  | UNITED STATES CELLULAR CORP                                       | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     31000 | NS      | $659060.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                | CONSENSUS CLOUD SOLUTIONS INC                                     | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6300 | NS      | $357777.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                       | EMPLOYERS HOLDINGS INC                                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $167292.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                           | GRAHAM HOLDINGS CO                                                | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      2100 | NS      | $1351728.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                           | THRYV HOLDINGS INC                                                | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48700 | NS      | $934066.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                               | CVR ENERGY INC                                                    | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      8500 | NS      | $313225.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION FIRST MARKET BANKSHARES                | ATLANTIC UNION BANKSHARES CORP                                    | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24200 | NS      | $863214.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX INC                                     | EBIX INC                                                          | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     10200 | NS      | $193698.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                              | OTTER TAIL CORP                                                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10200 | NS      | $608226.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION ENGINEERED CARBONS SA                  | ORION ENGINEERED CARBONS SA                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      8000 | NS      | $150240.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO/THE                            | EW SCRIPPS CO/THE                                                 | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      7800 | NS      | $116844.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                          | MERITAGE HOMES CORP                                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      4500 | NS      | $388845.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                                | M/I HOMES INC                                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     30300 | NS      | $1368954.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP INC                   | SAFETY INSURANCE GROUP INC                                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1700 | NS      | $155958.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                         | HILLTOP HOLDINGS INC                                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     22400 | NS      | $667520.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDY SPRING BANCORP INC                     | SANDY SPRING BANCORP INC                                          | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9700 | NS      | $337754.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARD'S INC                                | DILLARD'S INC                                                     | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       500 | NS      | $179850.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FINANCIAL INC                       | COLUMBIA FINANCIAL INC                                            | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      4900 | NS      | $108192.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                             | AMC NETWORKS INC                                                  | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     33800 | NS      | $674648.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                            | NEWMARK GROUP INC                                                 | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107300 | NS      | $909904.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                       | NATIONAL BEVERAGE CORP                                            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     16800 | NS      | $865704.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES INC             | PROVIDENT FINANCIAL SERVICES INC                                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     44300 | NS      | $998079.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP/IN                         | MERCHANTS BANCORP/IN                                              | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     20900 | NS      | $534831.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC BANCORP INC/KY                      | REPUBLIC BANCORP INC/KY                                           | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $185094.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORP                     | NATIONAL HEALTHCARE CORP                                          | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11700 | NS      | $721188.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM RUGER & CO INC                         | STURM RUGER & CO INC                                              | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1400 | NS      | $76902.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC                                | COSTAMARE INC                                                     | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |    121500 | NS      | $1171260.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                                 | SYLVAMO CORP                                                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      8800 | NS      | $475992.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION INC                          | GRAY TELEVISION INC                                               | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     83500 | NS      | $976950.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                      | CENTRAL GARDEN & PET CO                                           | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      9300 | NS      | $363351.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FINANCIAL CORP                       | PREMIER FINANCIAL CORP                                            | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $169244.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC                             | MDC HOLDINGS INC                                                  | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     42100 | NS      | $1365303.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC            | KKR REAL ESTATE FINANCE TRUST INC                                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     30300 | NS      | $501465.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS INC                            | TTEC HOLDINGS INC                                                 | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     10600 | NS      | $508270.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL ENERGY SERVICES REUNITED CORP       | NATIONAL ENERGY SERVICES REUNITED CORP                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     49000 | NS      | $313110.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER'S INC                              | ALEXANDER'S INC                                                   | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      1600 | NS      | $390784.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP INC                             | HOPE BANCORP INC                                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     99800 | NS      | $1359276.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC              | PENNYMAC FINANCIAL SERVICES INC                                   | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     12100 | NS      | $721886.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORP                             | FIRST BUSEY CORP                                                  | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      4600 | NS      | $119922.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                                 | INNOVIVA INC                                                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     99000 | NS      | $1299870.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHPEAK ENERGY INC                          | HIGHPEAK ENERGY INC                                               | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |      5000 | NS      | $119900.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC                              | NBT BANCORP INC                                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29670 | NS      | $1369567.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP INC                 | COVENANT LOGISTICS GROUP INC                                      | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $195789.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORP                            | SENECA FOODS CORP                                                 | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $154272.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                            | PC CONNECTION INC                                                 | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     13600 | NS      | $755480.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO                         | GLOBAL INDUSTRIAL CO                                              | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9600 | NS      | $236256.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                      | ENOVA INTERNATIONAL INC                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     29100 | NS      | $1173894.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET INC                                   | NELNET INC                                                        | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     14400 | NS      | $1418976.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                      | G-III APPAREL GROUP LTD                                           | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     23290 | NS      | $503762.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL TRUCKLOAD SERVICES I               | UNIVERSAL LOGISTICS HOLDINGS INC                                  | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9300 | NS      | $353121.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                | O-I GLASS INC                                                     | CUSIP: 67098H104<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | EC               | CORP              | US        |     35000 | NS      | $574350.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORP                 | SELECT MEDICAL HOLDINGS CORP                                      | CUSIP: 81619Q105<br>LEI: 549300X05KS0JKR8CB50 | Long             | EC               | CORP              | US        |     26600 | NS      | $653828.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                         | RUSH ENTERPRISES INC                                              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     27000 | NS      | $1391310.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                     | ATLANTICUS HOLDINGS CORP                                          | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $72000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES INC                           | ARCH RESOURCES INC                                                | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1400 | NS      | $216650.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES INC                      | CENTURY COMMUNITIES INC                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     20100 | NS      | $968016.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                    | GREIF INC                                                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     19600 | NS      | $1378076.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                           | FORESTAR GROUP INC                                                | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     22000 | NS      | $326260.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORP                         | RYERSON HOLDING CORP                                              | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     26200 | NS      | $772638.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AERSALE CORP                                 | AERSALE CORP                                                      | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $66570.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUELINX HOLDINGS INC                        | BLUELINX HOLDINGS INC                                             | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     19600 | NS      | $1360240.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY INC                        | EARTHSTONE ENERGY INC                                             | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     14520 | NS      | $229996.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                             | NMI HOLDINGS INC                                                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     16890 | NS      | $363641.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORP                              | 1ST SOURCE CORP                                                   | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12900 | NS      | $736590.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO                             | BOISE CASCADE CO                                                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      7600 | NS      | $562704.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                   | VISHAY INTERTECHNOLOGY INC                                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      5300 | NS      | $122112.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                       | PATRICK INDUSTRIES INC                                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      5300 | NS      | $296429.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE-CRYSTAL CLEAN INC                   | HERITAGE-CRYSTAL CLEAN INC                                        | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5010 | NS      | $158316.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP INC                        | BROOKLINE BANCORP INC                                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $170640.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS WORLDWIDE INC                         | KRONOS WORLDWIDE INC                                              | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     79600 | NS      | $733116.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                         | MEDPACE HOLDINGS INC                                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      8358 | NS      | $1754260.62   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                  | ENOVIS CORP                                                       | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     37542 | NS      | $2032148.46   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILDREN'S PLACE INC/THE                     | CHILDREN'S PLACE INC/THE                                          | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      7207 | NS      | $255848.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS INC                              | CHICO'S FAS INC                                                   | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     47311 | NS      | $277715.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP                | LIONS GATE ENTERTAINMENT CORP                                     | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |    112680 | NS      | $802281.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ION GEOPHYSICAL CORP                         | ION GEOPHYSICAL CORP                                              | CUSIP: 462044207<br>LEI: RKTSM2N7H7RD7N6GEN24 | Long             | EC               | CORP              | US        |     12608 | NS      | $0.00         |  |  |  |  | No            |                  2 | On Loan: No      |
| ION GEOPHYSICAL CORP                         | ION GEOPHYSICAL ESCROW BOND                                       | CUSIP: 462ESCAA2<br>LEI: RKTSM2N7H7RD7N6GEN24 | Long             | DBT              | CORP              | US        |     48000 | PA      | $0.00         |  | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC                | HEALTHCARE SERVICES GROUP INC                                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     60846 | NS      | $848801.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC/THE              | HANOVER INSURANCE GROUP INC/THE                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     13205 | NS      | $1945096.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES INC                        | POWELL INDUSTRIES INC                                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     72131 | NS      | $1898487.92   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                     | GRANITE CONSTRUCTION INC                                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     50118 | NS      | $1805250.36   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORP              | OLD REPUBLIC INTERNATIONAL CORP                                   | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     31478 | NS      | $771211.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                                | DRIL-QUIP INC                                                     | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     62274 | NS      | $1465929.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP                        | INDEPENDENT BANK CORP                                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     23385 | NS      | $2116810.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                       | AMERICAN VANGUARD CORP                                            | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |    109526 | NS      | $2519098.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                                 | KNOWLES CORP                                                      | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     70613 | NS      | $1101562.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| B RILEY FINANCIAL INC                        | B RILEY FINANCIAL INC                                             | CUSIP: 05580M108<br>LEI: 549300WPS4ZNLL19Q678 | Long             | EC               | CORP              | US        |     10046 | NS      | $441220.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS DYNAMICS INC                         | DOUGLAS DYNAMICS INC                                              | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     39807 | NS      | $1549288.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                          | GLACIER BANCORP INC                                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     31640 | NS      | $1831956.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                               | CHAMPIONX CORP                                                    | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     93978 | NS      | $2898281.52   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                       | COMSTOCK RESOURCES INC                                            | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     32116 | NS      | $589328.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES INC                  | TOOTSIE ROLL INDUSTRIES INC                                       | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     21137 | NS      | $950108.15    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| SEACOAST BANKING CORP OF FLORIDA             | SEACOAST BANKING CORP OF FLORIDA                                  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     66651 | NS      | $2291461.38   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                      | ENERPAC TOOL GROUP CORP                                           | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     58945 | NS      | $1475982.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE & SECURITY SOLUTIONS INC      | KRATOS DEFENSE & SECURITY SOLUTIONS INC                           | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     38246 | NS      | $364101.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMLAND PARTNERS INC                        | FARMLAND PARTNERS INC                                             | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |     72406 | NS      | $961551.68    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                             | HAEMONETICS CORP                                                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     35354 | NS      | $3016049.74   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL INC                        | ATN INTERNATIONAL INC                                             | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     36609 | NS      | $1772241.69   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                          | TREEHOUSE FOODS INC                                               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     51192 | NS      | $2530420.56   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORP                          | POTLATCHDELTIC CORP                                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     35837 | NS      | $1712650.23   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| AVANOS MEDICAL INC                           | AVANOS MEDICAL INC                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     67249 | NS      | $1808998.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS INC                        | HEARTLAND EXPRESS INC                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     54174 | NS      | $906872.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| RENAISSANCERE HOLDINGS LTD                   | RENAISSANCERE HOLDINGS LTD                                        | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      4090 | NS      | $772641.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| HEALTHSTREAM INC                             | HEALTHSTREAM INC                                                  | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     54372 | NS      | $1381048.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S INC                                 | CARTER'S INC                                                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     31234 | NS      | $2281331.36   | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| PORTLAND GENERAL ELECTRIC CO                 | PORTLAND GENERAL ELECTRIC CO                                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     38961 | NS      | $1918050.03   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES INC               | SCHNITZER STEEL INDUSTRIES INC                                    | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     38401 | NS      | $1318306.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                | CORECIVIC INC                                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     86384 | NS      | $1147179.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                                | MATERION CORP                                                     | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     11972 | NS      | $964464.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP                          | PARK AEROSPACE CORP                                               | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |    130126 | NS      | $1721566.98   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                                      | NOW INC                                                           | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     36389 | NS      | $454134.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP/IN                      | OLD NATIONAL BANCORP/IN                                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     78286 | NS      | $1496045.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC                             | MDC HOLDINGS INC                                                  | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     28376 | NS      | $920233.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| PHIBRO ANIMAL HEALTH CORP                    | PHIBRO ANIMAL HEALTH CORP                                         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |    109794 | NS      | $1351564.14   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                 | TEXAS CAPITAL BANCSHARES INC                                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     39343 | NS      | $2360186.57   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS INC                 | SUNSTONE HOTEL INVESTORS INC                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     47145 | NS      | $518123.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL-DRI CORP OF AMERICA                      | OIL-DRI CORP OF AMERICA                                           | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |     33337 | NS      | $1090119.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                        | HELMERICH & PAYNE INC                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     31492 | NS      | $1608611.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS INC                            | ANGIODYNAMICS INC                                                 | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     94093 | NS      | $1218504.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC                      | METHODE ELECTRONICS INC                                           | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     44275 | NS      | $2022482.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES INC                         | ASTEC INDUSTRIES INC                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     39401 | NS      | $1743100.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                         | LAMAR ADVERTISING CO                                              | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     11703 | NS      | $1171938.42   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORP                                  | TRIMAS CORP                                                       | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     12581 | NS      | $344090.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                          | HARLEY-DAVIDSON INC                                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     31880 | NS      | $1502504.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                            | MP MATERIALS CORP                                                 | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14510 | NS      | $482457.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                            | HELEN OF TROY LTD                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      7265 | NS      | $715893.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS INC             | BJ'S WHOLESALE CLUB HOLDINGS INC                                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     13205 | NS      | $993544.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                    | CHESAPEAKE UTILITIES CORP                                         | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      6380 | NS      | $763877.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                             | MCGRATH RENTCORP                                                  | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      6115 | NS      | $600003.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                       | VERVE THERAPEUTICS INC                                            | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3275 | NS      | $76078.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                       | WERNER ENTERPRISES INC                                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     11430 | NS      | $502691.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                     | FOX FACTORY HOLDING CORP                                          | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      4165 | NS      | $441906.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP                        | INDEPENDENT BANK CORP                                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     16655 | NS      | $1507610.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                 | EVERCORE INC                                                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      3100 | NS      | $357058.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS INC                          | VARONIS SYSTEMS INC                                               | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     17635 | NS      | $374567.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CRYOPORT INC                                 | CRYOPORT INC                                                      | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     10635 | NS      | $210041.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                     | BLUEPRINT MEDICINES CORP                                          | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      1775 | NS      | $84827.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                       | COMSTOCK RESOURCES INC                                            | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     27285 | NS      | $500679.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                  | ASBURY AUTOMOTIVE GROUP INC                                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3635 | NS      | $681998.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASANA INC                                    | ASANA INC                                                         | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5940 | NS      | $107870.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CACTUS INC                                   | CACTUS INC                                                        | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     18870 | NS      | $1026339.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                             | GREEN PLAINS INC                                                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     20285 | NS      | $701049.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| POWER INTEGRATIONS INC                       | POWER INTEGRATIONS INC                                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      3185 | NS      | $256328.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                        | LANTHEUS HOLDINGS INC                                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      4345 | NS      | $269737.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                      | WINTRUST FINANCIAL CORP                                           | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      8325 | NS      | $761154.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GSI GROUP INC                                | NOVANTA INC                                                       | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4785 | NS      | $754833.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS INC                     | REVANCE THERAPEUTICS INC                                          | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     12220 | NS      | $265296.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                   | STRIDE INC                                                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     10190 | NS      | $360827.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AXONICS INC                                  | AXONICS INC                                                       | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      7620 | NS      | $521817.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP INC                          | WALKER & DUNLOP INC                                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $245602.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA INC                                | AMBARELLA INC                                                     | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      2750 | NS      | $204050.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                    | NEW JERSEY RESOURCES CORP                                         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     16125 | NS      | $802218.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKLINE BANCORP INC                        | BROOKLINE BANCORP INC                                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41020 | NS      | $583304.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC                   | HILTON GRAND VACATIONS INC                                        | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     26315 | NS      | $1158386.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                  | SITIME CORP                                                       | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1590 | NS      | $167681.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AZEK CO INC/THE                              | AZEK CO INC/THE                                                   | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     13380 | NS      | $258769.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LESLIE'S INC                                 | LESLIE'S INC                                                      | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22230 | NS      | $324558.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ARROWHEAD PHARMACEUTICALS INC                | ARROWHEAD PHARMACEUTICALS INC                                     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      4160 | NS      | $133952.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                        | ELEMENT SOLUTIONS INC                                             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     25960 | NS      | $507777.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP              | ZURN ELKAY WATER SOLUTIONS CORP                                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     16395 | NS      | $396922.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                    | CALIX INC                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      3190 | NS      | $227447.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                 | PORTLAND GENERAL ELECTRIC CO                                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     21445 | NS      | $1055737.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| SILICON LABORATORIES INC                     | SILICON LABORATORIES INC                                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      3985 | NS      | $579578.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                   | SOUTHWEST GAS HOLDINGS INC                                        | CUSIP: 844895102<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | EC               | CORP              | US        |      6105 | NS      | $417948.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                             | CYTOKINETICS INC                                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      9130 | NS      | $388025.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FATE THERAPEUTICS INC                        | FATE THERAPEUTICS INC                                             | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      7085 | NS      | $147509.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP           | WILLSCOT MOBILE MINI HOLDINGS CORP                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     20115 | NS      | $969744.15    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS INC                         | SUMMIT MATERIALS INC                                              | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     21795 | NS      | $660170.55    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                      | COMFORT SYSTEMS USA INC                                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      5940 | NS      | $752954.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                  | WORKIVA INC                                                       | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      4425 | NS      | $356478.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                  | COLUMBIA BANKING SYSTEM INC                                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35340 | NS      | $1203680.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KARUNA THERAPEUTICS INC                      | KARUNA THERAPEUTICS INC                                           | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1775 | NS      | $417675.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                                 | VISTEON CORP                                                      | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      5140 | NS      | $754552.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MARAVAI LIFESCIENCES HOLDINGS INC            | MARAVAI LIFESCIENCES HOLDINGS INC                                 | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7265 | NS      | $108103.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                                | MAXLINEAR INC                                                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      3805 | NS      | $139263.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORP                                 | BALCHEM CORP                                                      | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      6110 | NS      | $860288.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR THERAPEUTICS AG                       | CRISPR THERAPEUTICS AG                                            | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Long             | EC               | CORP              | CH        |      2745 | NS      | $150398.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                          | TERRENO REALTY CORP                                               | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16475 | NS      | $966094.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                            | CHORD ENERGY CORP                                                 | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      6295 | NS      | $960176.35    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS INC                           | COHEN & STEERS INC                                                | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     10100 | NS      | $669125.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOCKWAVE MEDICAL INC                        | SHOCKWAVE MEDICAL INC                                             | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      2035 | NS      | $516076.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                 | OMNICELL INC                                                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      7000 | NS      | $361270.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                     | ASGN INC                                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      5940 | NS      | $538164.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL INC                        | ICF INTERNATIONAL INC                                             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      5225 | NS      | $566233.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORP                                  | LIVENT CORP                                                       | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     15500 | NS      | $433845.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| AAON INC                                     | AAON INC                                                          | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4855 | NS      | $384807.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL CO                            | STAAR SURGICAL CO                                                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2565 | NS      | $146487.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                             | HEALTHEQUITY INC                                                  | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      7170 | NS      | $455151.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMYLYX PHARMACEUTICALS INC                   | AMYLYX PHARMACEUTICALS INC                                        | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3990 | NS      | $153096.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                         | BWX TECHNOLOGIES INC                                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     27730 | NS      | $1688479.70   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                        | HELMERICH & PAYNE INC                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     14620 | NS      | $746789.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                                | SYNAPTICS INC                                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1945 | NS      | $206111.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                   | QUALYS INC                                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1775 | NS      | $218893.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY INC                        | EARTHSTONE ENERGY INC                                             | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     51195 | NS      | $810928.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| CROCS INC                                    | CROCS INC                                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      3805 | NS      | $384305.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                    | KINSALE CAPITAL GROUP INC                                         | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      3720 | NS      | $1146541.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                  | CONMED CORP                                                       | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      7355 | NS      | $609361.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CHART INDUSTRIES INC                         | CHART INDUSTRIES INC                                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      4080 | NS      | $583399.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| OPTION CARE HEALTH INC                       | OPTION CARE HEALTH INC                                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     12580 | NS      | $378783.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                       | EASTERN BANKSHARES INC                                            | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     30745 | NS      | $602909.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VERONA PHARMA PLC                            | VERONA PHARMA PLC                                                 | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |     23200 | NS      | $299280.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN STATES WATER CO                     | AMERICAN STATES WATER CO                                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      3725 | NS      | $365012.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| H&E EQUIPMENT SERVICES INC                   | H&E EQUIPMENT SERVICES INC                                        | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     17365 | NS      | $728114.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP/THE                       | HOWARD HUGHES CORP/THE                                            | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      3720 | NS      | $277288.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS INC                    | INTELLIA THERAPEUTICS INC                                         | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      1950 | NS      | $100347.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                | BLACKLINE INC                                                     | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      3895 | NS      | $263652.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC      | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4160 | NS      | $285750.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP                    | ALBANY INTERNATIONAL CORP                                         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      9750 | NS      | $988357.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                       | CACI INTERNATIONAL INC                                            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      3455 | NS      | $1078996.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORP                                 | GRIFFON CORP                                                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     12315 | NS      | $434842.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                          | BELLRING BRANDS INC                                               | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     25780 | NS      | $642179.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| MESA LABORATORIES INC                        | MESA LABORATORIES INC                                             | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      1240 | NS      | $209770.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| FRANKLIN ELECTRIC CO INC                     | FRANKLIN ELECTRIC CO INC                                          | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      5225 | NS      | $435242.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC                 | FOCUS FINANCIAL PARTNERS INC                                      | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     14700 | NS      | $560952.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOSORBENTS CORP                            | CYTOSORBENTS CORP                                                 | CUSIP: 23283X206<br>LEI: 549300VI8WO8GK5QK793 | Long             | EC               | CORP              | US        |     26229 | NS      | $36720.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES INC                     | KAR AUCTION SERVICES INC                                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     52741 | NS      | $724661.34    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CRITEO SA                                    | CRITEO SA                                                         | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |     59415 | NS      | $1607769.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RADWARE LTD                                  | RADWARE LTD                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     18444 | NS      | $380499.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE INC                                 | ATRICURE INC                                                      | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9938 | NS      | $452775.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS INC                          | VARONIS SYSTEMS INC                                               | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     10664 | NS      | $226503.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATASYS LTD                                | STRATASYS LTD                                                     | CUSIP: N/A<br>LEI: 529900MU215GIP9SZ741       | Long             | EC               | CORP              | IL        |     49143 | NS      | $689476.29    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                                | DRIL-QUIP INC                                                     | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     13284 | NS      | $312705.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORP                                  | HARSCO CORP                                                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     54047 | NS      | $404271.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC                                  | ONESPAN INC                                                       | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     28092 | NS      | $353116.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC      | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24639 | NS      | $1692452.91   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                | COHERENT CORP                                                     | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      7286 | NS      | $267177.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS HOLDINGS INC              | SPIRIT AEROSYSTEMS HOLDINGS INC                                   | CUSIP: 848574109<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | EC               | CORP              | US        |      9473 | NS      | $248287.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RIBBON COMMUNICATIONS INC                    | RIBBON COMMUNICATIONS INC                                         | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |    297865 | NS      | $753598.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                        | VEECO INSTRUMENTS INC                                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     57632 | NS      | $1145724.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                   | VIASAT INC                                                        | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     29807 | NS      | $1016120.63   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| TEMPUR SEALY INTERNATIONAL INC               | TEMPUR SEALY INTERNATIONAL INC                                    | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     27312 | NS      | $867702.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| CERENCE INC                                  | CERENCE INC                                                       | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     10677 | NS      | $218985.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                     | PATTERSON-UTI ENERGY INC                                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     18836 | NS      | $338106.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES INC                     | ORASURE TECHNOLOGIES INC                                          | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     52879 | NS      | $266510.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                          | TREEHOUSE FOODS INC                                               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     17047 | NS      | $842633.21    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                          | DIEBOLD NIXDORF INC                                               | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     48230 | NS      | $103694.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INC                                 | CONDUENT INC                                                      | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    227797 | NS      | $920299.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                          | AVERY DENNISON CORP                                               | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      8454 | NS      | $1634411.82   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                           | AVANOS MEDICAL INC                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     15066 | NS      | $405275.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIN CELESTIAL GROUP INC/THE                 | HAIN CELESTIAL GROUP INC/THE                                      | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     20719 | NS      | $388274.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                       | ORMAT TECHNOLOGIES INC                                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     18778 | NS      | $1698094.54   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNYTE SOFTWARE LTD                         | COGNYTE SOFTWARE LTD                                              | CUSIP: N/A<br>LEI: 2549006L803IRJC67B33       | Long             | EC               | CORP              | IL        |     76118 | NS      | $224548.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                          | VIAVI SOLUTIONS INC                                               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     54199 | NS      | $614074.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                            | RLJ LODGING TRUST                                                 | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19799 | NS      | $239963.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                 | BREAD FINANCIAL HOLDINGS INC                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      6084 | NS      | $249626.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK & WILCOX ENTERPRISES INC             | BABCOCK & WILCOX ENTERPRISES INC                                  | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |    121493 | NS      | $554008.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| KYNDRYL HOLDINGS INC                         | KYNDRYL HOLDINGS INC                                              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     58081 | NS      | $680128.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIZ TECHNOLOGIES LTD                     | INNOVIZ TECHNOLOGIES LTD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     50337 | NS      | $270309.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                  | UNISYS CORP                                                       | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     91896 | NS      | $395152.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUM CORP                                 | QUANTUM CORP                                                      | CUSIP: 747906501<br>LEI: 5493007210175UIK7S88 | Long             | EC               | CORP              | US        |    473869 | NS      | $601813.63    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC                           | VERINT SYSTEMS INC                                                | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     22949 | NS      | $902584.17    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                         | CLEVELAND-CLIFFS INC                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     71710 | NS      | $1110070.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| INFINERA CORP                                | INFINERA CORP                                                     | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     47525 | NS      | $320793.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AERCAP HOLDINGS NV                           | AERCAP HOLDINGS NV                                                | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |     21291 | NS      | $1307267.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                               | TECHNIPFMC PLC                                                    | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     57038 | NS      | $707271.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RELIC INC                                | NEW RELIC INC                                                     | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      9824 | NS      | $552796.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS INC                 | SUNSTONE HOTEL INVESTORS INC                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     22705 | NS      | $249527.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD ENTERTAINMENT INC                   | SEAWORLD ENTERTAINMENT INC                                        | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      9626 | NS      | $549259.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE INC                               | STERICYCLE INC                                                    | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     16991 | NS      | $885740.83    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIN DISC INC                                | TWIN DISC INC                                                     | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |     10999 | NS      | $117359.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                        | CHATHAM LODGING TRUST                                             | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19972 | NS      | $267025.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                      | KBR INC                                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     35974 | NS      | $1858776.58   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                               | BANKUNITED INC                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     29231 | NS      | $1073362.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC                                    | ADEIA INC                                                         | CUSIP: 00676P107<br>LEI: 529900L3ZKEYH5WX3L03 | Long             | EC               | CORP              | US        |     55160 | NS      | $609518.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS INC                   | AMNEAL PHARMACEUTICALS INC                                        | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     71983 | NS      | $184276.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | MOLINA HEALTHCARE INC                                             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      3834 | NS      | $1291176.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                           | CROWN HOLDINGS INC                                                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     17477 | NS      | $1436784.17   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NLIGHT INC                                   | NLIGHT INC                                                        | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15018 | NS      | $163095.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                           | CNX RESOURCES CORP                                                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     30349 | NS      | $527162.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                  | VISTRA ENERGY CORP COM                                            | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     42005 | NS      | $1021981.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCURAY INC                                  | ACCURAY INC                                                       | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |    109214 | NS      | $223888.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                 | TEXAS CAPITAL BANCSHARES INC                                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     16726 | NS      | $1003392.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BIOTOOLS INC                        | STANDARD BIOTOOLS INC                                             | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |     97896 | NS      | $136075.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| VAREX IMAGING CORP                           | VAREX IMAGING CORP                                                | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     18333 | NS      | $389392.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL INC                 | OIL STATES INTERNATIONAL INC                                      | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     45932 | NS      | $310041.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA INC                                     | CEVA INC                                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     10161 | NS      | $276074.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                      | BOX INC                                                           | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     24340 | NS      | $668133.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| XPERI INC                                    | XPERI INC                                                         | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44415 | NS      | $475684.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CALERES INC                                  | CALERES INC                                                       | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     15429 | NS      | $372764.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                            | BLOOM ENERGY CORP                                                 | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     24506 | NS      | $521732.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                              | OSI SYSTEMS INC                                                   | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      6287 | NS      | $556273.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COS INC                            | PATTERSON COS INC                                                 | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     14049 | NS      | $399553.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                   | CIENA CORP                                                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     31067 | NS      | $1396772.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCORE CORP                                  | EMCORE CORP                                                       | CUSIP: 290846203<br>LEI: 529900B9OHDEWU534K08 | Long             | EC               | CORP              | US        |     41209 | NS      | $58516.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKFORGED HOLDING CORP                      | MARKFORGED HOLDING CORP                                           | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52368 | NS      | $59699.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                 | HUNTINGTON BANCSHARES INC/OH                                      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     70057 | NS      | $1084482.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                    | ITRON INC                                                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     14055 | NS      | $747444.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP CORP/THE                                 | ODP CORP/THE                                                      | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |     11569 | NS      | $556815.97    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                     | RESIDEO TECHNOLOGIES INC                                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     69176 | NS      | $1120651.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                             | HAEMONETICS CORP                                                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     12359 | NS      | $1054346.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                   | RAMBUS INC                                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     55546 | NS      | $2131855.48   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                     | ACADIA HEALTHCARE CO INC                                          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     23704 | NS      | $2111078.24   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECHNOLOGIES INC                       | TETRA TECHNOLOGIES INC                                            | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     71356 | NS      | $271866.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                          | MERCURY SYSTEMS INC                                               | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      7187 | NS      | $365243.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERPAC TOOL GROUP CORP                      | ENERPAC TOOL GROUP CORP                                           | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     19769 | NS      | $495015.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP                            | DEVON ENERGY CORP                                                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     23783 | NS      | $1629611.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDIOVASCULAR SYSTEMS INC                   | CARDIOVASCULAR SYSTEMS INC                                        | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     13260 | NS      | $185772.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                       | VALMONT INDUSTRIES INC                                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2479 | NS      | $839538.14    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WIX.COM LTD                                  | WIX.COM LTD                                                       | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |      5039 | NS      | $455979.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                            | CLEAN HARBORS INC                                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      6273 | NS      | $752760.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC            | INTERNATIONAL GAME TECHNOLOGY PLC                                 | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     64187 | NS      | $1575148.98   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                    | TELEDYNE TECHNOLOGIES INC                                         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1383 | NS      | $580998.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | CHARLES RIVER LABORATORIES INTERNATIONAL INC                      | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      3712 | NS      | $848451.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NT BUTTERFIELD & SON LTD/THE         | BANK OF NT BUTTERFIELD & SON LTD/THE                              | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |     39900 | NS      | $1388520.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                       | MUELLER INDUSTRIES INC                                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     19400 | NS      | $1334138.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORP            | STEWART INFORMATION SERVICES CORP                                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     27790 | NS      | $1229985.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                            | GEO GROUP INC/THE                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     39200 | NS      | $463344.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING CO   | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO                        | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     28700 | NS      | $1162637.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                             | STONEX GROUP INC                                                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     13500 | NS      | $1369845.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                         | AMKOR TECHNOLOGY INC                                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     49600 | NS      | $1389792.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORP                           | PARK NATIONAL CORP                                                | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      2700 | NS      | $408591.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORP           | FEDERAL AGRICULTURAL MORTGAGE CORP                                | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      3750 | NS      | $471937.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INC                           | INGLES MARKETS INC                                                | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     13700 | NS      | $1385070.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIO ROYALTIES CORP                         | SITIO ROYALTIES CORP                                              | CUSIP: 82982V101<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |      7300 | NS      | $230242.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                         | SPX TECHNOLOGIES INC                                              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     36342 | NS      | $2431279.80   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CRYOPORT INC                                 | CRYOPORT INC                                                      | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     31904 | NS      | $630104.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                | COHERENT CORP                                                     | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     38045 | NS      | $1395110.15   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| HEXCEL CORP                                  | HEXCEL CORP                                                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     37635 | NS      | $2256218.25   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                      | PHYSICIANS REALTY TRUST                                           | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    130376 | NS      | $1946513.68   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                  | ASBURY AUTOMOTIVE GROUP INC                                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     11479 | NS      | $2153689.98   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                | SELECTIVE INSURANCE GROUP INC                                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     19138 | NS      | $1839544.56   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE INC                                 | NUVASIVE INC                                                      | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     40349 | NS      | $1567155.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC/THE              | HANOVER INSURANCE GROUP INC/THE                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     13045 | NS      | $1921528.50   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION INC                          | GRAY TELEVISION INC                                               | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    149581 | NS      | $1750097.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP                        | INDEPENDENT BANK CORP                                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     25543 | NS      | $2312152.36   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                        | INTEGER HOLDINGS CORP                                             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     30740 | NS      | $2284596.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIENT CORP                                  | AVIENT CORP                                                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     65657 | NS      | $2272388.77   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                               | BRINK'S CO/THE                                                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     36620 | NS      | $2188045.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                      | DARLING INGREDIENTS INC                                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     36538 | NS      | $2624524.54   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                        | STIFEL FINANCIAL CORP                                             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     37693 | NS      | $2421775.25   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                             | BOYD GAMING CORP                                                  | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     35101 | NS      | $2152744.33   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC                 | SPECTRUM BRANDS HOLDINGS INC                                      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     11009 | NS      | $586449.43    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAWORLD HOLDINGS LTD                     | ONESPAWORLD HOLDINGS LTD                                          | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |    210199 | NS      | $2095684.03   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                          | MKS INSTRUMENTS INC                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     19521 | NS      | $1637031.06   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP INC                  | PACIFIC PREMIER BANCORP INC                                       | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     63535 | NS      | $2347618.25   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                                   | CACTUS INC                                                        | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     40187 | NS      | $2185770.93   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP              | ZURN ELKAY WATER SOLUTIONS CORP                                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     91491 | NS      | $2214997.11   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                               | MSA SAFETY INC                                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     18575 | NS      | $2619260.75   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                               | PDC ENERGY INC                                                    | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     27990 | NS      | $2080216.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO LOGISTICS INC                            | XPO LOGISTICS INC                                                 | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     54470 | NS      | $2103631.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| CALLON PETROLEUM CO                          | CALLON PETROLEUM CO                                               | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     40396 | NS      | $1693400.32   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| CADENCE BANK                                 | CADENCE BANK                                                      | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     77993 | NS      | $2249318.12   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                       | SYNOVUS FINANCIAL CORP                                            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     45915 | NS      | $1934398.95   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                    | MERIT MEDICAL SYSTEMS INC                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     28420 | NS      | $2046240.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP            | MARRIOTT VACATIONS WORLDWIDE CORP                                 | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     13827 | NS      | $2059946.46   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                   | BELDEN INC                                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     31498 | NS      | $2533699.12   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORP                              | SOUTHSTATE CORP                                                   | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     24364 | NS      | $2140377.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                                   | DIODES INC                                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     24164 | NS      | $2228645.72   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP     | MADISON SQUARE GARDEN ENTERTAINMENT CORP                          | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38140 | NS      | $1835296.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| CORPORATE OFFICE PROPERTIES TRUST            | CORPORATE OFFICE PROPERTIES TRUST                                 | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     94253 | NS      | $2617405.81   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC        | ARTISAN PARTNERS ASSET MANAGEMENT INC                             | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     53694 | NS      | $1862644.86   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                      | ATI INC                                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     85647 | NS      | $2613089.97   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                                | MAXLINEAR INC                                                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     46746 | NS      | $1710903.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORP                   | HORACE MANN EDUCATORS CORP                                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     51136 | NS      | $1973338.24   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                      | AXSOME THERAPEUTICS INC                                           | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      5150 | NS      | $372293.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                   | TEREX CORP                                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     11000 | NS      | $505010.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                               | ROYAL GOLD INC                                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     17251 | NS      | $1937804.83   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                   | ARCOSA INC                                                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1428 | NS      | $87250.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                  | BANNER CORP                                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32813 | NS      | $2317254.06   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                              | HILLENBRAND INC                                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     34634 | NS      | $1731700.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES RUSSELL 2000 ETF                     | ISHARES RUSSELL 2000 ETF                                          | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |     20500 | NS      | $3841085.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: —       |
| DREYFUS INSTITUTIONAL PREFERRE               | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   1202901 | OU      | $1202900.98   | 0.34%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE               | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   4669090 | OU      | $4669089.65   | 1.32%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE               | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   1287483 | OU      | $1287482.91   | 0.36%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE               | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |    193081 | OU      | $193080.65    | 0.05%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE               | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |    583482 | OU      | $583482.22    | 0.17%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE               | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |    989106 | OU      | $989105.51    | 0.28%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                                    | DREYFUS INST PREF GOVT PLUS-SL #4134                              | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |   6056467 | OU      | $6056466.83   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer