# EDGAR Filing Document

**Accession Number:** 0001064046
**File Stem:** 0001752724-23-045101
**Filing Date:** 2023-2
**Character Count:** 696217
**Document Hash:** 0e0190cdf1ab42b87699867f72cb0ab5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045101.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045101

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RYDEX VARIABLE TRUST
- **CENTRAL INDEX KEY:** 0001064046
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08821
- **FILM NUMBER:** 23680411

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

## Series and Classes Contracts Data

### Russell 2000(R) 1.5x Strategy Fund (Series ID: S000003728)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000010397 | Variable Annuity |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Rydex Variable Trust

- **b. Investment Company Act file number:** 811-08821

- **c. CIK number of Registrant:** 0001064046

- **d. LEI of Registrant:** 549300LJH0YR8RY3N305

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

  - **Street Address 1:** 702 King Farm Blvd., Suite 200

  - **City:** Rockville

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

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

- **a. Name of Series:** Russell 2000 1.5x Strategy Fund

- **b. EDGAR series identifier (if any):** S000003728

- **c. LEI of Series:** 5493001R8JAO1P04LT19

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3384467.03

**Total Liabilities:** $86331.34

**Net Assets:** $3298135.69

**Cash Not Reported:** $22450.75

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 74.62227973 | **5-Year:** 43.88905035 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010397 | 16.33%               | 2.98%                | -9.98%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-32877.85               | $246817.31                                 |
| Month 2  | $828.51                  | $47548.83                                  |
| Month 3  | $-673.78                 | $-144043.56                                |

**Designated Index Information**

- **Index Name:** Russell 2000 Index

- **Index Identifier:** RS2000

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ecovyst Inc                                   | Ecovyst, Inc.                                              | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $380.98       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                   | Avista Corp.                                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |        43 | NS      | $1906.62      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                        | Apogee Enterprises, Inc.                                   | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |        13 | NS      | $577.98       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                  | Griffon Corp.                                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |        28 | NS      | $1002.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                         | Mesa Laboratories, Inc.                                    | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |         3 | NS      | $498.63       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc                     | Greene County Bancorp, Inc.                                | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $114.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                              | W&T Offshore, Inc.                                         | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |        57 | NS      | $318.06       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                  | Washington Trust Bancorp, Inc.                             | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |        11 | NS      | $518.98       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                          | Dycom Industries, Inc.                                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |        17 | NS      | $1591.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                          | Arrow Financial Corp.                                      | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |         8 | NS      | $271.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings                 | Sun Country Airlines Holdings, Inc.                        | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |        20 | NS      | $317.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                        | Horizon Bancorp, Inc.                                      | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |        24 | NS      | $361.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                             | AngioDynamics, Inc.                                        | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |        22 | NS      | $302.94       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                        | Novagold Resources, Inc.                                   | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | US        |       144 | NS      | $861.12       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc                             | Cumulus Media, Inc.                                        | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $80.73        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                              | Cytokinetics, Inc.                                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |        49 | NS      | $2245.18      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                 | Recursion Pharmaceuticals, Inc.                            | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $616.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline PLC                                 | Frontline plc                                              | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | US        |        76 | NS      | $922.64       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                            | SmartFinancial, Inc.                                       | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $275.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                               | ImmunityBio, Inc.                                          | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |        49 | NS      | $248.43       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                     | Zeta Global Holdings Corp.                                 | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $522.88       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aadi Bioscience Inc                           | Aadi Bioscience, Inc.                                      | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |         9 | NS      | $115.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                   | LifeStance Health Group, Inc.                              | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $217.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc                        | Ocular Therapeutix, Inc.                                   | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |        46 | NS      | $129.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                      | Dana, Inc.                                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |        78 | NS      | $1180.14      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                          | Rent-A-Center, Inc.                                        | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |        32 | NS      | $721.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                       | Perdoceo Education Corp.                                   | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |        40 | NS      | $556.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N                | First Bancorp                                              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $899.64       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                     | IMAX Corp.                                                 | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | US        |        28 | NS      | $410.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Russell 2000 Index Mini Futures Contracts                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11 | NC      | $-22029.11    | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                       | Quotient Technology, Inc.                                  | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |        53 | NS      | $181.79       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                               | Foot Locker, Inc.                                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |        48 | NS      | $1813.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                                 | Digimarc Corp.                                             | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |         8 | NS      | $147.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                         | Dyne Therapeutics, Inc.                                    | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $220.21       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                           | Allegiant Travel Co.                                       | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |         9 | NS      | $611.91       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                         | Orion Office REIT, Inc.                                    | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $298.90       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                | Noble Corporation plc                                      | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | US        |        51 | NS      | $1923.21      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                              | Shutterstock, Inc.                                         | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |        14 | NS      | $738.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers                 | Tanger Factory Outlet Centers, Inc.                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |        61 | NS      | $1094.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                | Day One Biopharmaceuticals, Inc.                           | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $344.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings Inc                       | KORE Group Holdings, Inc.                                  | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $27.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                | Esquire Financial Holdings, Inc.                           | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $216.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                      | American States Water Co.                                  | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |        22 | NS      | $2036.10      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                  | Northwest Natural Holding Co.                              | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |        20 | NS      | $951.80       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                         | Purple Innovation, Inc.                                    | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $158.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                               | Porch Group, Inc.                                          | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |        49 | NS      | $92.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                        | J & J Snack Foods Corp.                                    | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $1347.39      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                          | Ranpak Holdings Corp.                                      | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |        26 | NS      | $150.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                    | Organogenesis Holdings, Inc.                               | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |        42 | NS      | $112.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                   | eHealth, Inc.                                              | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |        14 | NS      | $67.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                | LivePerson, Inc.                                           | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |        43 | NS      | $436.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                               | Bancorp, Inc.                                              | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $936.54       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                              | MiMedx Group, Inc.                                         | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $189.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                             | Prothena Corporation plc                                   | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | US        |        22 | NS      | $1325.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                              | 2seventy bio, Inc.                                         | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $206.14       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc                              | ContextLogic, Inc.                                         | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |       338 | NS      | $164.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                    | Sabra Health Care REIT, Inc.                               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       139 | NS      | $1727.77      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                          | SandRidge Energy, Inc.                                     | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |        20 | NS      | $340.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                           | Xerox Holdings Corp.                                       | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |        70 | NS      | $1022.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                | Stoneridge, Inc.                                           | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |        16 | NS      | $344.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                | Clearfield, Inc.                                           | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |         7 | NS      | $658.98       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                  | Phreesia, Inc.                                             | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |        29 | NS      | $938.44       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                    | Geron Corp.                                                | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |       218 | NS      | $527.56       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications                 | Shenandoah Telecommunications Co.                          | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |        29 | NS      | $460.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate F                | Chicago Atlantic Real Estate Finance, Inc.                 | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $60.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                         | Carriage Services, Inc.                                    | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $247.86       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                             | WM Technology, Inc.                                        | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |        43 | NS      | $43.43        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stock Yards Bancorp Inc                       | Stock Yards Bancorp, Inc.                                  | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |        17 | NS      | $1104.66      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                | ChampionX Corp.                                            | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       120 | NS      | $3478.80      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                | NETSTREIT Corp.                                            | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |        33 | NS      | $604.89       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                              | Forward Air Corp.                                          | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $1678.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc                  | Ruth's Hospitality Group, Inc.                             | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |        22 | NS      | $340.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                              | Primo Water Corp.                                          | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | US        |        96 | NS      | $1491.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                   | PCB Bancorp                                                | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |         7 | NS      | $123.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                        | Akero Therapeutics, Inc.                                   | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |        21 | NS      | $1150.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                    | Bridgewater Bancshares, Inc.                               | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |        14 | NS      | $248.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                 | Tidewater, Inc.                                            | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |        28 | NS      | $1031.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                      | Mersana Therapeutics, Inc.                                 | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |        53 | NS      | $310.58       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                              | Haemonetics Corp.                                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        30 | NS      | $2359.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                        | Eastern Bankshares, Inc.                                   | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |        91 | NS      | $1569.75      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                               | MacroGenics, Inc.                                          | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |        36 | NS      | $241.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                | Praxis Precision Medicines, Inc.                           | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $52.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                | Lands' End, Inc.                                           | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |         9 | NS      | $68.31        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                   | REX American Resources Corp.                               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $350.46       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp                            | Macatawa Bank Corp.                                        | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $176.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                                    | Tucows, Inc.                                               | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |         6 | NS      | $203.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                 | Independence Realty Trust, Inc.                            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       134 | NS      | $2259.24      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                   | BayCom Corp.                                               | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |         8 | NS      | $151.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                              | StoneX Group, Inc.                                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |        10 | NS      | $953.00       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                        | Anika Therapeutics, Inc.                                   | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |         9 | NS      | $266.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casa Systems Inc                              | Casa Systems, Inc.                                         | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |        21 | NS      | $57.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                          | Mercantile Bank Corp.                                      | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |         9 | NS      | $301.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                 | U.S. Treasury Bills                                        | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499565.94    | 15.15%            | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upwork Inc                                    | Upwork, Inc.                                               | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |        73 | NS      | $762.12       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                          | Cassava Sciences, Inc.                                     | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |        23 | NS      | $679.42       | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamond Hill Investment Group                 | Diamond Hill Investment Group, Inc.                        | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |         2 | NS      | $370.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                        | Perimeter Solutions S.A.                                   | CUSIP: N/A<br>LEI: 2221003U8GJZ9U4MR505       | Long             | EC               | CORP              | US        |        74 | NS      | $676.36       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                      | TPG RE Finance Trust, Inc.                                 | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $285.18       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                    | Fastly, Inc.                                               | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |        66 | NS      | $540.54       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                   | Apellis Pharmaceuticals, Inc.                              | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |        55 | NS      | $2844.05      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                    | Mueller Water Products, Inc.                               | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |        94 | NS      | $1011.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                        | Oportun Financial Corp.                                    | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |        17 | NS      | $93.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc                                    | PepGen, Inc.                                               | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $80.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Bra                | Liberty Media Corporation-Liberty Braves                   | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $196.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc                   | USCB Financial Holdings, Inc.                              | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $73.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                      | LL Flooring Holdings, Inc.                                 | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $112.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                       | Sterling Bancorp, Inc.                                     | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $66.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                   | United States Cellular Corp.                               | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |         9 | NS      | $187.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                           | StepStone Group, Inc.                                      | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $780.58       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                     | Ribbon Communications, Inc.                                | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |        43 | NS      | $119.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                     | Esperion Therapeutics, Inc.                                | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |        39 | NS      | $242.97       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                | Metropolitan Bank Holding Corp.                            | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $352.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaGen Therapeutics Inc                     | VistaGen Therapeutics, Inc.                                | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $12.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                            | Kontoor Brands, Inc.                                       | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |        33 | NS      | $1319.67      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                 | ModivCare, Inc.                                            | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |         8 | NS      | $717.84       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                     | DigitalOcean Holdings, Inc.                                | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |        41 | NS      | $1044.27      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                  | Alkermes plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        98 | NS      | $2560.74      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners Inc                        | P3 Health Partners, Inc.                                   | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $31.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                           | CSW Industrials, Inc.                                      | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |         9 | NS      | $1043.37      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                       | European Wax Center, Inc.                                  | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $174.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB_CV                                        | UCB                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        39 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mitek Systems Inc                             | Mitek Systems, Inc.                                        | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |        25 | NS      | $242.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                        | Liquidity Services, Inc.                                   | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |        16 | NS      | $224.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                   | Monte Rosa Therapeutics, Inc.                              | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $129.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                     | ACNB Corp.                                                 | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $199.05       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                       | Axsome Therapeutics, Inc.                                  | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        19 | NS      | $1465.47      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                     | Viridian Therapeutics, Inc.                                | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |        23 | NS      | $671.83       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics Inc                          | Bionano Genomics, Inc.                                     | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |       177 | NS      | $258.42       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                     | International Seaways, Inc.                                | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | US        |        29 | NS      | $1073.58      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertai                | Madison Square Garden Entertainment Corp.                  | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $674.55       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals Inc                  | Eiger BioPharmaceuticals, Inc.                             | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |        24 | NS      | $28.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                   | Arcutis Biotherapeutics, Inc.                              | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $355.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp                               | Glatfelter Corp.                                           | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |        27 | NS      | $75.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdTheorent Holding Co Inc                     | AdTheorent Holding Company, Inc.                           | CUSIP: 00739D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $18.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                        | iTeos Therapeutics, Inc.                                   | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $273.42       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                               | NBT Bancorp, Inc.                                          | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $1042.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp                           | PCSB Financial Corp.                                       | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $133.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                             | Chord Energy Corp.                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |        25 | NS      | $3420.25      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                  | Innospec, Inc.                                             | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |        15 | NS      | $1542.90      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd                         | Diversey Holdings Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        47 | NS      | $200.22       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                   | Centerspace                                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |         9 | NS      | $528.03       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                 | Sapiens International Corporation N.V.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        18 | NS      | $332.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                                | Value Line, Inc.                                           | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $50.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                    | Vuzix Corp.                                                | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |        36 | NS      | $131.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Properties Trust                      | Service Properties Trust                                   | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |        99 | NS      | $721.71       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic Inc                                 | SomaLogic, Inc.                                            | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |        90 | NS      | $225.90       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International                | Compass Minerals International, Inc.                       | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |        20 | NS      | $820.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                           | Designer Brands, Inc.                                      | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |        33 | NS      | $322.74       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                            | Ichor Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | US        |        17 | NS      | $455.94       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                  | Sanmina Corp.                                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        34 | NS      | $1947.86      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc                  | EyePoint Pharmaceuticals, Inc.                             | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |        16 | NS      | $56.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                            | Cadre Holdings, Inc.                                       | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $221.54       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                     | SJW Group                                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $1299.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                            | Thryv Holdings, Inc.                                       | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $285.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                | Murphy USA, Inc.                                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        13 | NS      | $3634.02      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                  | Harmonic, Inc.                                             | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |        55 | NS      | $720.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                      | Red River Bancshares, Inc.                                 | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |         3 | NS      | $153.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                 | Trupanion, Inc.                                            | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |        23 | NS      | $1093.19      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc                    | Republic First Bancorp, Inc.                               | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |        29 | NS      | $62.35        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc                       | Bright Health Group, Inc.                                  | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $76.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                  | FLEX LNG Ltd.                                              | CUSIP: N/A<br>LEI: 21380084THHU3MPC3647       | Long             | EC               | CORP              | US        |        17 | NS      | $555.73       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                   | Frontier Group Holdings, Inc.                              | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |        22 | NS      | $225.94       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa Inc                                    | Vacasa, Inc.                                               | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $81.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                           | Workhorse Group, Inc.                                      | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |        89 | NS      | $135.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                             | Revolve Group, Inc.                                        | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $556.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                             | HBT Financial, Inc.                                        | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |         6 | NS      | $117.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                   | Arcellx, Inc.                                              | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $557.64       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                 | Blackline, Inc.                                            | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |        33 | NS      | $2219.91      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                     | Haverty Furniture Companies, Inc.                          | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |        10 | NS      | $299.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions                 | Donnelley Financial Solutions, Inc.                        | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |        15 | NS      | $579.75       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                         | Fate Therapeutics, Inc.                                    | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |        50 | NS      | $504.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings In                | Aveanna Healthcare Holdings, Inc.                          | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $21.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                        | Group 1 Automotive, Inc.                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |         8 | NS      | $1442.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc                        | Tile Shop Holdings, Inc.                                   | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |        23 | NS      | $100.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                      | American Software, Inc.                                    | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $308.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                     | C3.ai, Inc.                                                | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |        35 | NS      | $391.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                     | Build-A-Bear Workshop, Inc.                                | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |         9 | NS      | $214.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                        | Washington Federal, Inc.                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $1308.45      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                      | Anywhere Real Estate, Inc.                                 | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |        66 | NS      | $421.74       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                       | Strategic Education, Inc.                                  | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |        14 | NS      | $1096.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                        | Sana Biotechnology, Inc.                                   | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $209.35       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                  | Altra Industrial Motion Corp.                              | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |        39 | NS      | $2330.25      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                             | GEO Group, Inc.                                            | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |        71 | NS      | $777.45       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                      | First Bancshares, Inc.                                     | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |        12 | NS      | $384.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                          | Koppers Holdings, Inc.                                     | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $338.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                    | Holley, Inc.                                               | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |        31 | NS      | $65.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                      | OneSpaWorld Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | US        |        40 | NS      | $373.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I                | Hannon Armstrong Sustainable Infrastructure Capital, Inc.  | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $1477.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif                | American Equity Investment Life Holding Co.                | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |        42 | NS      | $1916.04      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc                                | Omega Flex, Inc.                                           | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $186.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                               | Altus Power, Inc.                                          | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |        25 | NS      | $163.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp In                | Farmers & Merchants Bancorp Incorporated/Archbold OH       | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $190.26       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                          | Veritex Holdings, Inc.                                     | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |        33 | NS      | $926.64       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                         | Sage Therapeutics, Inc.                                    | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |        31 | NS      | $1182.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                   | Valaris Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        36 | NS      | $2434.32      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L                | Bank of NT Butterfield & Son Ltd.                          | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | US        |        30 | NS      | $894.30       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                          | Avid Bioservices, Inc.                                     | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |        37 | NS      | $509.49       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                      | Rackspace Technology, Inc.                                 | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $103.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                  | Madrigal Pharmaceuticals, Inc.                             | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |         8 | NS      | $2322.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                           | Clearway Energy, Inc.                                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |        49 | NS      | $1561.63      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                    | Matson, Inc.                                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |        23 | NS      | $1437.73      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN Inc                                     | JOANN, Inc.                                                | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $17.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eventbrite Inc                                | Eventbrite, Inc.                                           | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |        45 | NS      | $263.70       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc                     | Blue Ridge Bankshares, Inc.                                | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $137.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                  | National Vision Holdings, Inc.                             | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |        46 | NS      | $1782.96      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                   | Capital City Bank Group, Inc.                              | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |         8 | NS      | $260.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                            | Verint Systems, Inc.                                       | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |        38 | NS      | $1378.64      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                | First Financial Bankshares, Inc.                           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |        79 | NS      | $2717.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                 | BRP Group, Inc.                                            | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $879.90       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                   | Fresh Del Monte Produce, Inc.                              | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | US        |        18 | NS      | $471.42       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                      | Seer, Inc.                                                 | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $179.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                      | Super Micro Computer, Inc.                                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        28 | NS      | $2298.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cot                | Natural Grocers by Vitamin Cottage, Inc.                   | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |         5 | NS      | $45.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                | Clover Health Investments Corp.                            | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |       226 | NS      | $210.07       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                  | Wingstop, Inc.                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        18 | NS      | $2477.16      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                    | Great Southern Bancorp, Inc.                               | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |         6 | NS      | $356.94       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                  | Sylvamo Corp.                                              | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |        22 | NS      | $1068.98      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                       | Clean Energy Fuels Corp.                                   | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |       102 | NS      | $530.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                               | Otter Tail Corp.                                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $1467.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Digital Manufacturing C                | Fathom Digital Manufacturing C                             | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $9.24         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                         | Triumph Financial, Inc.                                    | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |        14 | NS      | $684.18       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspirato, Inc.                               | Inspirato, Inc.                                            | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $8.33         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                      | Atea Pharmaceuticals, Inc.                                 | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $221.26       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                   | CONMED Corp.                                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |        17 | NS      | $1506.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc                                  | Humacyte, Inc.                                             | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $23.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                  | Veracyte, Inc.                                             | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |        44 | NS      | $1044.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                             | Seneca Foods Corp.                                         | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $182.85       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                         | Bar Harbor Bankshares                                      | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $288.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                                   | Nikola Corp.                                               | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |       194 | NS      | $419.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Guaranty Bancshares Inc/TX                    | Guaranty Bancshares, Inc.                                  | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $207.84       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                        | Trinity Industries, Inc.                                   | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |        48 | NS      | $1419.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                   | Monarch Casino & Resort, Inc.                              | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |         8 | NS      | $615.12       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                  | Lindsay Corp.                                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |         7 | NS      | $1139.95      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                    | Guess?, Inc.                                               | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |        20 | NS      | $413.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Engineered Carbons SA                   | Orion Engineered Carbons S.A.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        36 | NS      | $641.16       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                      | WD-40 Co.                                                  | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |         8 | NS      | $1289.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                    | Standex International Corp.                                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |         7 | NS      | $716.87       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc                               | 908 Devices, Inc.                                          | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $99.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc                           | Riot Blockchain, Inc.                                      | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |        79 | NS      | $267.81       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Stewart Information Services C                | Stewart Information Services Corp.                         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |        16 | NS      | $683.68       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                               | SouthState Corp.                                           | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |        45 | NS      | $3436.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                        | Ormat Technologies, Inc.                                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |        30 | NS      | $2594.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                            | LTC Properties, Inc.                                       | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |        23 | NS      | $817.19       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                  | Oil States International, Inc.                             | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |        37 | NS      | $276.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                          | Ensign Group, Inc.                                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |        32 | NS      | $3027.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc                           | Duluth Holdings, Inc.                                      | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |         8 | NS      | $49.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                     | Construction Partners, Inc.                                | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |        24 | NS      | $640.56       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                     | GoPro, Inc.                                                | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |        86 | NS      | $428.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                             | Herc Holdings, Inc.                                        | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |        15 | NS      | $1973.55      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                              | Krispy Kreme, Inc.                                         | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $454.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz Inc                                    | Skillz, Inc.                                               | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $93.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                | NexPoint Residential Trust, Inc.                           | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |        13 | NS      | $565.76       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                              | Clear Secure, Inc.                                         | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $1042.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings                | Arcturus Therapeutics Holdings, Inc.                       | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $237.44       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                      | Southside Bancshares, Inc.                                 | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |        19 | NS      | $683.81       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                  | Ducommun, Inc.                                             | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |         6 | NS      | $299.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Saving                | Hingham Institution For Savings The                        | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |         1 | NS      | $275.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                         | Brookline Bancorp, Inc.                                    | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $693.35       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                  | Artivion, Inc.                                             | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |        23 | NS      | $278.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                         | ESCO Technologies, Inc.                                    | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |        15 | NS      | $1313.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                  | Semtech Corp.                                              | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |        39 | NS      | $1118.91      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp                        | SeaSpine Holdings Corp.                                    | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |        21 | NS      | $175.35       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                    | South Plains Financial, Inc.                               | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |         7 | NS      | $192.71       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                       | 8x8, Inc.                                                  | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |        70 | NS      | $302.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                           | Terreno Realty Corp.                                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $2559.15      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                         | Lantheus Holdings, Inc.                                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |        40 | NS      | $2038.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                   | Cerence, Inc.                                              | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |        24 | NS      | $444.72       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                    | Diodes, Inc.                                               | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |        27 | NS      | $2055.78      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital Inc                        | Home Point Capital, Inc.                                   | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Long             | EC               | CORP              | US        |         5 | NS      | $6.85         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wejo Group Ltd                                | Wejo Group Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        14 | NS      | $6.73         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares I                | American National Bankshares, Inc.                         | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |         6 | NS      | $221.58       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                      | Yext, Inc.                                                 | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |        67 | NS      | $437.51       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                        | Arbutus Biopharma Corp.                                    | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | US        |        65 | NS      | $151.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                          | Global Net Lease, Inc.                                     | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |        64 | NS      | $804.48       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                          | LXP Industrial Trust                                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |       162 | NS      | $1623.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                      | AMMO, Inc.                                                 | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |        52 | NS      | $89.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                         | Carter Bankshares, Inc.                                    | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $248.85       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                         | Alkami Technology, Inc.                                    | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $306.39       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                           | Digital Turbine, Inc.                                      | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |        55 | NS      | $838.20       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                     | Alico, Inc.                                                | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $95.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                      | Miller Industries, Inc.                                    | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |         8 | NS      | $213.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                     | Greif, Inc.                                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        15 | NS      | $1005.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                               | Murphy Oil Corp.                                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |        88 | NS      | $3784.88      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                           | Tronox Holdings plc                                        | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | US        |        70 | NS      | $959.70       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                     | Cowen, Inc.                                                | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |        16 | NS      | $617.92       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials In                | Rayonier Advanced Materials, Inc.                          | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |        38 | NS      | $364.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                    | Midland States Bancorp, Inc.                               | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |        12 | NS      | $319.44       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                           | Luther Burbank Corp.                                       | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |         9 | NS      | $99.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                 | Costamare, Inc.                                            | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | US        |        37 | NS      | $343.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                        | Xponential Fitness, Inc.                                   | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $229.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                      | Resideo Technologies, Inc.                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |        87 | NS      | $1431.15      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                   | Simmons First National Corp.                               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |        72 | NS      | $1553.76      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                      | Cohu, Inc.                                                 | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |        29 | NS      | $929.45       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenntro Electric Group Ltd                    | Cenntro Electric Group Ltd.                                | CUSIP: N/A<br>LEI: 549300UDHPKCYMMCEM56       | Long             | EC               | CORP              | US        |       111 | NS      | $48.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Cor                | Peoples Financial Services Corp.                           | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $207.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                   | Atrion Corp.                                               | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $559.45       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                    | Independent Bank Group, Inc.                               | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $1261.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                                | Adicet Bio, Inc.                                           | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |        17 | NS      | $151.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust I                | Granite Point Mortgage Trust, Inc.                         | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |        36 | NS      | $192.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                  | CS Disco, Inc.                                             | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $82.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                | MRC Global, Inc.                                           | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |        49 | NS      | $567.42       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                    | Qualys, Inc.                                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        23 | NS      | $2581.29      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                               | Uniti Group, Inc.                                          | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |       144 | NS      | $796.32       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                  | Pulmonx Corp.                                              | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |        21 | NS      | $177.03       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                  | Select Medical Holdings Corp.                              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $1514.63      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                      | Sangamo Therapeutics, Inc.                                 | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |        75 | NS      | $235.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                  | Terawulf, Inc.                                             | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $8.65         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                 | Materion Corp.                                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |        12 | NS      | $1050.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                 | Steelcase, Inc.                                            | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |        51 | NS      | $360.57       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pardes Biosciences Inc                        | Pardes Biosciences, Inc.                                   | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $32.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                  | Inseego Corp.                                              | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |        52 | NS      | $43.81        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                | Proto Labs, Inc.                                           | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |        17 | NS      | $434.01       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group Inc                                | PLBY Group, Inc.                                           | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $52.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust                 | KKR Real Estate Finance Trust, Inc.                        | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |        33 | NS      | $460.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                         | Cambium Networks Corp.                                     | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | US        |         7 | NS      | $151.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                    | Ligand Pharmaceuticals Inc                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         3 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zuora Inc                                     | Zuora, Inc.                                                | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |        71 | NS      | $451.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                                   | Identiv, Inc.                                              | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |        14 | NS      | $101.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                 | U.S. Treasury Bills                                        | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29957.08     | 0.91%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Janux Therapeutics Inc                        | Janux Therapeutics, Inc.                                   | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $144.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                               | City Holding Co.                                           | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $837.81       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc                                | Paragon 28, Inc.                                           | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |        28 | NS      | $535.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                               | Pure Cycle Corp.                                           | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $115.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                | Installed Building Products, Inc.                          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |        14 | NS      | $1198.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                           | Callon Petroleum Co.                                       | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |        30 | NS      | $1112.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                             | Bloom Energy Corp.                                         | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       106 | NS      | $2026.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                       | Century Communities, Inc.                                  | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        17 | NS      | $850.17       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                          | First Merchants Corp.                                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |        35 | NS      | $1438.85      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                   | Denbury, Inc.                                              | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |        30 | NS      | $2610.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                            | ADMA Biologics, Inc.                                       | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $430.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                  | Parsons Corp.                                              | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |        20 | NS      | $925.00       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                           | RE/MAX Holdings, Inc.                                      | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |        13 | NS      | $242.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                           | Gray Television, Inc.                                      | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |        48 | NS      | $537.12       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                 | Adaptive Biotechnologies Corp.                             | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |        68 | NS      | $519.52       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                    | Coca-Cola Consolidated, Inc.                               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |         3 | NS      | $1537.08      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                           | Morphic Holding, Inc.                                      | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |        15 | NS      | $401.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                         | John Wiley & Sons, Inc.                                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |        26 | NS      | $1041.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                   | Brookdale Senior Living, Inc.                              | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |       113 | NS      | $308.49       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                   | Community Trust Bancorp, Inc.                              | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $459.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                              | EverCommerce, Inc.                                         | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $104.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                      | United Bankshares, Inc.                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |        78 | NS      | $3158.22      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                              | MDC Holdings, Inc.                                         | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |        34 | NS      | $1074.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                        | Microvast Holdings, Inc.                                   | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |       116 | NS      | $177.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                               | Benson Hill, Inc.                                          | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $265.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                         | Vera Therapeutics, Inc.                                    | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $154.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                 | Dril-Quip, Inc.                                            | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |        20 | NS      | $543.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc                             | Vertex Energy, Inc.                                        | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |        32 | NS      | $198.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Science 37 Holdings Inc                       | Science 37 Holdings, Inc.                                  | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $15.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                      | CIRCOR International, Inc.                                 | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |        11 | NS      | $263.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                            | CTI BioPharma Corp.                                        | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $354.59       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                        | US Silica Holdings, Inc.                                   | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |        45 | NS      | $562.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                         | Nabors Industries Ltd.                                     | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | US        |         5 | NS      | $774.35       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc                  | Resolute Forest Products, Inc.                             | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $582.93       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                        | Heron Therapeutics, Inc.                                   | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |        62 | NS      | $155.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                       | Silvergate Capital Corp.                                   | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |        19 | NS      | $330.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Skillsoft Corp                                | Skillsoft Corp.                                            | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $63.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                     | Zynex, Inc.                                                | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $208.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                                  | Outbrain, Inc.                                             | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |        27 | NS      | $97.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                      | Ebix, Inc.                                                 | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |        15 | NS      | $299.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                        | Power Integrations, Inc.                                   | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |        34 | NS      | $2438.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                         | Customers Bancorp, Inc.                                    | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |        18 | NS      | $510.12       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Group Hospitality Inc/The                 | ONE Group Hospitality, Inc.                                | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |        14 | NS      | $88.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                           | Century Aluminum Co.                                       | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |        30 | NS      | $245.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc                                  | ESS Tech, Inc.                                             | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $119.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                          | Hancock Whitney Corp.                                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |        52 | NS      | $2516.28      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                  | Exponent, Inc.                                             | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |        30 | NS      | $2972.70      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                               | Selectquote, Inc.                                          | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |        81 | NS      | $54.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp.                             | Dakota Gold Corp.                                          | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $91.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                        | Heritage Commerce Corp.                                    | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |        36 | NS      | $468.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt                | Alpha & Omega Semiconductor Ltd.                           | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | US        |        13 | NS      | $371.41       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                      | First Mid Bancshares, Inc.                                 | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $352.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Cor                | Franklin Street Properties Corp.                           | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |        60 | NS      | $163.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                          | Beauty Health Co.                                          | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |        61 | NS      | $555.10       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                | Sumo Logic, Inc.                                           | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |        66 | NS      | $534.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr                | Corporate Office Properties Trust                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |        67 | NS      | $1737.98      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                          | Sitio Royalties Corp.                                      | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $1215.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                              | Nutex Health, Inc.                                         | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $285.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                     | Liberty Latin America Ltd.                                 | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |        87 | NS      | $661.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc                                    | PFSweb, Inc.                                               | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $61.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                              | Home Bancorp, Inc.                                         | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $160.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                       | Kymera Therapeutics, Inc.                                  | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $549.12       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                  | Hain Celestial Group, Inc.                                 | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |        54 | NS      | $873.72       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd                  | Textainer Group Holdings Ltd.                              | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | US        |        27 | NS      | $837.27       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                           | Scorpio Tankers, Inc.                                      | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | US        |        29 | NS      | $1559.33      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                          | Red Rock Resorts, Inc.                                     | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $1200.30      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                           | MGP Ingredients, Inc.                                      | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |         8 | NS      | $851.04       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                             | PDF Solutions, Inc.                                        | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |        18 | NS      | $513.36       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                  | Cadence Bank                                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       106 | NS      | $2613.96      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                        | Primoris Services Corp.                                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |        32 | NS      | $702.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                           | Meritage Homes Corp.                                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        22 | NS      | $2028.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                   | Xometry, Inc.                                              | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |        21 | NS      | $676.83       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                                   | Paysafe Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        17 | NS      | $233.81       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie                | Applied Industrial Technologies, Inc.                      | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        23 | NS      | $2898.69      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                    | Cabot Corp.                                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        33 | NS      | $2205.72      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                    | Grid Dynamics Holdings, Inc.                               | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $325.38       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                | Stitch Fix, Inc.                                           | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |        49 | NS      | $152.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                              | Malibu Boats, Inc.                                         | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $639.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                | Community Healthcare Trust, Inc.                           | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |        14 | NS      | $501.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc                            | Via Renewables, Inc.                                       | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |         7 | NS      | $35.77        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                          | Kaiser Aluminum Corp.                                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $759.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest Inc                                | AppHarvest, Inc.                                           | CUSIP: 03783T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $24.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                        | Pathward Financial, Inc.                                   | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |        17 | NS      | $731.85       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                   | Russell 2000 Index                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               |  | US        |       129 | NC      | $-6752.83     | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Dorman Products Inc                           | Dorman Products, Inc.                                      | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $1293.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                     | Dynavax Technologies Corp.                                 | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |        72 | NS      | $766.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                       | ATI, Inc.                                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |        75 | NS      | $2239.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoya Biosciences Inc                         | Akoya Biosciences, Inc.                                    | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $86.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                              | FRP Holdings, Inc.                                         | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $215.44       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                              | DHT Holdings, Inc.                                         | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | US        |        80 | NS      | $710.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings I                | Priority Technology Holdings, Inc.                         | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |        11 | NS      | $57.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                             | Blink Charging Co.                                         | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $274.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PJT Partners Inc                              | PJT Partners, Inc.                                         | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |        14 | NS      | $1031.66      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                 | Amplitude, Inc.                                            | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $398.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                  | FibroGen, Inc.                                             | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |        52 | NS      | $833.04       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                 | Amphastar Pharmaceuticals, Inc.                            | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |        23 | NS      | $644.46       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightning eMotors Inc                         | Lightning eMotors, Inc.                                    | CUSIP: 53228T101<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | EC               | CORP              | US        |        24 | NS      | $8.80         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                       | Coherus Biosciences, Inc.                                  | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |        45 | NS      | $356.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                | PBF Energy, Inc.                                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        59 | NS      | $2406.02      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                   | Harsco Corp.                                               | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |        46 | NS      | $289.34       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc                                   | Tilly's, Inc.                                              | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $144.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                          | Lakeland Bancorp, Inc.                                     | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |        37 | NS      | $651.57       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings                 | Lindblad Expeditions Holdings, Inc.                        | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |        20 | NS      | $154.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                      | OraSure Technologies, Inc.                                 | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |        50 | NS      | $241.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryptyde Inc                                  | Cryptyde, Inc.                                             | CUSIP: 22890A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $2.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                  | Navient Corp.                                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |        65 | NS      | $1069.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                             | ACI Worldwide, Inc.                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |        69 | NS      | $1587.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                     | Calix, Inc.                                                | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |        34 | NS      | $2326.62      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                 | Quanex Building Products Corp.                             | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |        20 | NS      | $473.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                         | United Fire Group, Inc.                                    | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $328.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                      | AvidXchange Holdings, Inc.                                 | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $874.72       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The                 | First of Long Island Corp.                                 | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $252.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                             | Agree Realty Corp.                                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $3688.36      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                        | NextGen Healthcare, Inc.                                   | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $619.74       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                          | Commercial Metals Co.                                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |        70 | NS      | $3381.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                     | Beacon Roofing Supply, Inc.                                | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |        31 | NS      | $1636.49      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                      | Phillips Edison & Company, Inc.                            | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |        69 | NS      | $2196.96      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                 | International Bancshares Corp.                             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |        31 | NS      | $1418.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                   | SunOpta, Inc.                                              | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |        59 | NS      | $497.96       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xos Inc                                       | Xos, Inc.                                                  | CUSIP: 98423B108<br>LEI: 254900ZQWJF169CBQB40 | Long             | EC               | CORP              | US        |        33 | NS      | $14.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                         | Innovage Holding Corp.                                     | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $78.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SMART Global Holdings Inc                     | SMART Global Holdings, Inc.                                | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | US        |        29 | NS      | $431.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                          | Gulfport Energy Corp.                                      | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |         7 | NS      | $515.48       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                | WisdomTree, Inc.                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |        83 | NS      | $452.35       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor                | Zurn Elkay Water Solutions Corp.                           | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |        74 | NS      | $1565.10      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago Biosciences Inc                         | Imago Biosciences, Inc.                                    | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $611.15       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heliogen, Inc.                                | Heliogen, Inc.                                             | CUSIP: 42329E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $37.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                           | TreeHouse Foods, Inc.                                      | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |        30 | NS      | $1481.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                      | TowneBank                                                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |        40 | NS      | $1233.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                        | American Woodmark Corp.                                    | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |        10 | NS      | $488.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                   | MaxCyte, Inc.                                              | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |        52 | NS      | $283.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                      | World Fuel Services Corp.                                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |        37 | NS      | $1011.21      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                     | TEGNA, Inc.                                                | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       133 | NS      | $2818.27      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                 | Franklin BSP Realty Trust, Inc.                            | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |        51 | NS      | $657.90       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                   | Blucora, Inc.                                              | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |        28 | NS      | $714.84       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc                                | NerdWallet, Inc.                                           | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |        15 | NS      | $144.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                      | BigCommerce Holdings, Inc.                                 | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |        38 | NS      | $332.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                            | Hippo Holdings, Inc.                                       | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $122.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                   | Codexis, Inc.                                              | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $172.42       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                  | Adtalem Global Education, Inc.                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |        26 | NS      | $923.00       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                  | Focus Financial Partners, Inc.                             | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |        35 | NS      | $1304.45      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                             | Eagle Bancorp, Inc.                                        | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |        19 | NS      | $837.33       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                      | Children's Place, Inc.                                     | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |         9 | NS      | $327.78       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                               | Hillenbrand, Inc.                                          | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |        41 | NS      | $1749.47      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                             | Unity Bancorp, Inc.                                        | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |         4 | NS      | $109.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                            | NuScale Power Corp.                                        | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $184.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Cor                | Entravision Communications Corp.                           | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |        35 | NS      | $168.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK, Inc.                                    | BARK, Inc.                                                 | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $104.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                        | Civista Bancshares, Inc.                                   | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |         9 | NS      | $198.09       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                       | AbCellera Biologics, Inc.                                  | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | US        |       125 | NS      | $1266.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                           | Federal Signal Corp.                                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |        36 | NS      | $1672.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                               | MillerKnoll, Inc.                                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |        46 | NS      | $966.46       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                | AnaptysBio, Inc.                                           | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |        13 | NS      | $402.87       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                 | American Eagle Outfitters, Inc.                            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |        94 | NS      | $1312.24      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                     | Claros Mortgage Trust, Inc.                                | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |        54 | NS      | $794.34       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                   | Arteris, Inc.                                              | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $43.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                  | SM Energy Co.                                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |        73 | NS      | $2542.59      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                      | Silicon Laboratories, Inc.                                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        20 | NS      | $2713.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                          | Wabash National Corp.                                      | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |        29 | NS      | $655.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                               | S&T Bancorp, Inc.                                          | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $820.32       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                | Harmony Biosciences Holdings, Inc.                         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $881.60       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                    | Amylyx Pharmaceuticals, Inc.                               | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $1108.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                          | Aura Biosciences, Inc.                                     | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $115.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                             | Donegal Group, Inc.                                        | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $127.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                 | LGI Homes, Inc.                                            | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |        12 | NS      | $1111.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                    | Erasca, Inc.                                               | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $168.09       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                              | Enstar Group Ltd.                                          | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | US        |         7 | NS      | $1617.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc/The                    | Oncology Institute, Inc.                                   | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $21.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                    | RPT Realty                                                 | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |        49 | NS      | $491.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                 | Lions Gate Entertainment Corp.                             | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |        76 | NS      | $412.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                | Provident Financial Services, Inc.                         | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |        43 | NS      | $918.48       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                           | Peabody Energy Corp.                                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |        71 | NS      | $1875.82      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                | Brookfield Infrastructure Corp.                            | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $2256.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                                        | Banco Latinoamericano de Comercio Exterior S.A.            | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | CORP              | US        |        17 | NS      | $275.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                             | IBEX Holdings Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         3 | NS      | $74.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                                 | Couchbase, Inc.                                            | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |        16 | NS      | $212.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                     | Big 5 Sporting Goods Corp.                                 | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |        13 | NS      | $114.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                  | Bankwell Financial Group, Inc.                             | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |         3 | NS      | $88.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                            | Corsair Gaming, Inc.                                       | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |        23 | NS      | $312.11       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                        | Mueller Industries, Inc.                                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        33 | NS      | $1947.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                            | Ready Capital Corp.                                        | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |        45 | NS      | $501.30       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                       | NOW, Inc.                                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |        66 | NS      | $838.20       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                       | PMV Pharmaceuticals, Inc.                                  | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $191.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                | Tactile Systems Technology, Inc.                           | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |        12 | NS      | $137.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                | BancFirst Corp.                                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |        12 | NS      | $1058.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                    | Enanta Pharmaceuticals, Inc.                               | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |        11 | NS      | $511.72       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                            | Daily Journal Corp.                                        | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |         1 | NS      | $250.51       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                               | OPKO Health, Inc.                                          | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |       244 | NS      | $305.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                | Joint Corp.                                                | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $125.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                         | Fulton Financial Corp.                                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |        95 | NS      | $1598.85      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc                  | Broadmark Realty Capital, Inc.                             | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $277.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                      | IDT Corp.                                                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |         9 | NS      | $253.53       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                     | CrossFirst Bankshares, Inc.                                | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $347.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                  | RCI Hospitality Holdings, Inc.                             | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |         5 | NS      | $465.95       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp                        | Snap One Holdings Corp.                                    | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |        11 | NS      | $81.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                      | Domo, Inc.                                                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |        18 | NS      | $256.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                   | Moelis & Co.                                               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |        38 | NS      | $1458.06      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                     | Benchmark Electronics, Inc.                                | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |        21 | NS      | $560.49       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                  | BioCryst Pharmaceuticals, Inc.                             | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |       113 | NS      | $1297.24      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors Inc                              | Hyzon Motors, Inc.                                         | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $82.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc                                     | Nerdy, Inc.                                                | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $74.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                                 | LHC Group, Inc.                                            | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |        18 | NS      | $2910.42      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGAMES SA                                   | NEOGAMES S.A.                                              | CUSIP: N/A<br>LEI: 222100MZTIQEZS4XY614       | Long             | EC               | CORP              | US        |         9 | NS      | $109.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                               | NeoGenomics, Inc.                                          | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $683.76       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                               | Alamo Group, Inc.                                          | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |         6 | NS      | $849.60       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                    | Impinj, Inc.                                               | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |        13 | NS      | $1419.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                           | Centrus Energy Corp.                                       | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |         7 | NS      | $227.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                 | Renasant Corp.                                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |        32 | NS      | $1202.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                           | Acadia Realty Trust                                        | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $803.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc                               | UserTesting, Inc.                                          | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $210.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                            | Evolent Health, Inc.                                       | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |        49 | NS      | $1375.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                       | DigitalBridge Group, Inc.                                  | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |        95 | NS      | $1039.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc                 | Singular Genomics Systems, Inc.                            | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $68.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc                            | Albireo Pharma, Inc.                                       | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |        10 | NS      | $216.10       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                 | DHI Group, Inc.                                            | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |        25 | NS      | $132.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                | Virtus Investment Partners, Inc.                           | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |         4 | NS      | $765.76       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                    | Kforce, Inc.                                               | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |        12 | NS      | $657.96       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar Inc                            | Velodyne Lidar, Inc.                                       | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |       117 | NS      | $86.43        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                               | NI Holdings, Inc.                                          | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |         6 | NS      | $79.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                       | Enerpac Tool Group Corp.                                   | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |        35 | NS      | $890.75       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                               | Solid Power, Inc.                                          | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $195.58       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AN2 Therapeutics Inc                          | AN2 Therapeutics, Inc.                                     | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $28.59        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva Inc                                  | Innoviva, Inc.                                             | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |        38 | NS      | $503.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                        | Cogent Biosciences, Inc.                                   | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $427.72       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sema4 Holdings Corp                           | Sema4 Holdings Corp.                                       | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $25.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                   | AMN Healthcare Services, Inc.                              | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |        26 | NS      | $2673.32      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises I                | Babcock & Wilcox Enterprises, Inc.                         | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |        36 | NS      | $207.72       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                        | Option Care Health, Inc.                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |        94 | NS      | $2828.46      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio Inc                                | Instil Bio, Inc.                                           | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $26.46        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thorne HealthTech Inc                         | Thorne HealthTech, Inc.                                    | CUSIP: 885260109<br>LEI: 549300VD2OYCM2I1IQ17 | Long             | EC               | CORP              | US        |         8 | NS      | $29.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                 | AMERISAFE, Inc.                                            | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |        11 | NS      | $571.67       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                               | Whitestone REIT                                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $269.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                         | MeiraGTx Holdings plc                                      | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | US        |        18 | NS      | $117.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                         | Earthstone Energy, Inc.                                    | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |        26 | NS      | $369.98       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                       | Karuna Therapeutics, Inc.                                  | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $3537.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                 | MYR Group, Inc.                                            | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        10 | NS      | $920.70       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                              | RealReal, Inc.                                             | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |        50 | NS      | $62.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                           | Texas Roadhouse, Inc.                                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        40 | NS      | $3638.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                           | Legacy Housing Corp.                                       | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $94.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc                           | Lightwave Logic, Inc.                                      | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $293.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                    | Conn's, Inc.                                               | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |         8 | NS      | $55.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                  | Portland General Electric Co.                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |        53 | NS      | $2597.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                  | Watts Water Technologies, Inc.                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        16 | NS      | $2339.68      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                        | Premier Financial Corp.                                    | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $566.37       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                      | Gogo, Inc.                                                 | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |        30 | NS      | $442.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp, Inc.                                 | ThredUp, Inc.                                              | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |        35 | NS      | $45.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc                      | Foghorn Therapeutics, Inc.                                 | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $82.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                       | Nu Skin Enterprises, Inc.                                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |        30 | NS      | $1264.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                     | Universal Electronics, Inc.                                | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |         7 | NS      | $145.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc                      | Relmada Therapeutics, Inc.                                 | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |        17 | NS      | $59.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                    | Axogen, Inc.                                               | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $239.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                 | Deciphera Pharmaceuticals, Inc.                            | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |        26 | NS      | $426.14       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                            | Ingles Markets, Inc.                                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |         8 | NS      | $771.68       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                          | Kronos Worldwide, Inc.                                     | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |        13 | NS      | $122.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                          | Origin Materials, Inc.                                     | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |        69 | NS      | $318.09       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                       | Republic Bancorp, Inc.                                     | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $204.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc                         | Kinnate Biopharma, Inc.                                    | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |        18 | NS      | $109.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                    | Agenus, Inc.                                               | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |       166 | NS      | $398.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                 | Bioventus, Inc.                                            | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $46.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                              | SecureWorks Corp.                                          | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $38.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                         | Chatham Lodging Trust                                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $343.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                     | Ambac Financial Group, Inc.                                | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |        27 | NS      | $470.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                              | Talos Energy, Inc.                                         | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |        40 | NS      | $755.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings I                | Universal Logistics Holdings, Inc.                         | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $133.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                             | Alpha Teknova, Inc.                                        | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $22.56        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                    | Zimvie, Inc.                                               | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |        13 | NS      | $121.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                   | Matthews International Corp.                               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |        18 | NS      | $547.92       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                  | Visteon Corp.                                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |        17 | NS      | $2224.11      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                               | Solo Brands, Inc.                                          | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $48.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MediaAlpha Inc                                | MediaAlpha, Inc.                                           | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $139.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                         | Jackson Financial, Inc.                                    | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |        45 | NS      | $1565.55      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                    | Inotiv, Inc.                                               | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |        11 | NS      | $54.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                             | MFA Financial, Inc.                                        | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |        62 | NS      | $610.70       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                      | CTS Corp.                                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |        19 | NS      | $748.98       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                       | Central Garden & Pet Co.                                   | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |         6 | NS      | $224.70       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                     | Phibro Animal Health Corp.                                 | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |        12 | NS      | $160.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                        | Greenbrier Companies, Inc.                                 | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |        19 | NS      | $637.07       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Volta Inc                                     | Volta, Inc.                                                | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $25.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Riley Exploration Permian Inc                 | Riley Exploration Permian, Inc.                            | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |         6 | NS      | $176.58       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                          | Douglas Dynamics, Inc.                                     | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |        13 | NS      | $470.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                     | California Resources Corp.                                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        44 | NS      | $1914.44      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                            | Gorman-Rupp Co.                                            | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |        14 | NS      | $358.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc                                 | AFC Gamma, Inc.                                            | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |        10 | NS      | $157.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc                       | indie Semiconductor, Inc.                                  | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |        60 | NS      | $349.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                            | Outfront Media, Inc.                                       | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |        88 | NS      | $1459.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida Inc                                   | Tricida, Inc.                                              | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |        20 | NS      | $3.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                  | Agilysys, Inc.                                             | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |        12 | NS      | $949.68       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                 | B&G Foods, Inc.                                            | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |        41 | NS      | $457.15       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TETRA Technologies Inc                        | TETRA Technologies, Inc.                                   | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |        74 | NS      | $256.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                               | Shake Shack, Inc.                                          | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |        23 | NS      | $955.19       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                          | NACCO Industries, Inc.                                     | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $76.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                    | Ouster, Inc.                                               | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $72.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                     | Vimeo, Inc.                                                | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |        87 | NS      | $298.41       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                              | Hope Bancorp, Inc.                                         | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |        71 | NS      | $909.51       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                             | RLJ Lodging Trust                                          | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $995.46       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                       | US Physical Therapy, Inc.                                  | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |         8 | NS      | $648.24       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                      | Haynes International, Inc.                                 | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |         7 | NS      | $319.83       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                   | Kennedy-Wilson Holdings, Inc.                              | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |        72 | NS      | $1132.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                           | BRT Apartments Corp.                                       | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $137.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                          | Medpace Holdings, Inc.                                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        15 | NS      | $3186.15      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                 | MarineMax, Inc.                                            | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |        12 | NS      | $374.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto                | Cracker Barrel Old Country Store, Inc.                     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |        13 | NS      | $1231.62      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                   | Groupon, Inc.                                              | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |        13 | NS      | $111.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmland Partners Inc                         | Farmland Partners, Inc.                                    | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |        28 | NS      | $348.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                       | Comfort Systems USA, Inc.                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        21 | NS      | $2416.68      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                             | Hamilton Lane, Inc.                                        | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |        21 | NS      | $1341.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                     | Superior Group of Companies, Inc.                          | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |         7 | NS      | $70.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                       | BrightView Holdings, Inc.                                  | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |        26 | NS      | $179.14       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials Inc                     | 5E Advanced Materials, Inc.                                | CUSIP: 33830Q109<br>LEI: 254900H5C60Y146YOH74 | Long             | EC               | CORP              | US        |        19 | NS      | $149.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                       | Denali Therapeutics, Inc.                                  | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |        65 | NS      | $1807.65      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                               | Beyond Meat, Inc.                                          | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |        37 | NS      | $455.47       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MannKind Corp                                 | MannKind Corp.                                             | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |       150 | NS      | $790.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                         | Arlo Technologies, Inc.                                    | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |        51 | NS      | $179.01       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ShotSpotter Inc                               | ShotSpotter, Inc.                                          | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |         5 | NS      | $169.15       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                       | ANI Pharmaceuticals, Inc.                                  | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |         8 | NS      | $321.84       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc                           | FuelCell Energy, Inc.                                      | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |       228 | NS      | $633.84       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                    | DiamondRock Hospitality Co.                                | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |       127 | NS      | $1040.13      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                    | Amalgamated Financial Corp.                                | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $230.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                   | Trinseo plc                                                | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | US        |        21 | NS      | $476.91       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                                    | Daseke, Inc.                                               | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |        25 | NS      | $142.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                        | Tango Therapeutics, Inc.                                   | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $203.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                                | Everbridge, Inc.                                           | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |        23 | NS      | $680.34       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                             | Newmark Group, Inc.                                        | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $661.51       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                      | Celldex Therapeutics, Inc.                                 | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |        28 | NS      | $1247.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                 | Dillard's, Inc.                                            | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         2 | NS      | $646.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                         | Excelerate Energy, Inc.                                    | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $300.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                         | ICF International, Inc.                                    | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |        11 | NS      | $1089.55      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute                 | Universal Technical Institute, Inc.                        | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |        19 | NS      | $127.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                          | TTM Technologies, Inc.                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |        62 | NS      | $934.96       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                    | Thermon Group Holdings, Inc.                               | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |        20 | NS      | $401.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc                       | Senseonics Holdings, Inc.                                  | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |       277 | NS      | $285.31       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                       | Mirion Technologies, Inc.                                  | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |        83 | NS      | $548.63       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                               | Ranger Oil Corp.                                           | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |        12 | NS      | $485.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                | Portillo's, Inc.                                           | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $212.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                 | Business First Bancshares, Inc.                            | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |        12 | NS      | $265.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                              | AdaptHealth Corp.                                          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $845.68       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                  | Lemonade, Inc.                                             | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |        27 | NS      | $369.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings                | Cogent Communications Holdings, Inc.                       | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $1484.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc                     | Trean Insurance Group, Inc.                                | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $78.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                  | Bowlero Corp.                                              | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $242.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                             | Inter Parfums, Inc.                                        | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $1061.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                   | EVERTEC, Inc.                                              | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $1198.06      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                       | Lifecore Biomedical, Inc.                                  | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |        16 | NS      | $103.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boxed Inc                                     | Boxed, Inc.                                                | CUSIP: 103174108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $1.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc                     | Akoustis Technologies, Inc.                                | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |        31 | NS      | $87.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The                          | Vita Coco Company, Inc.                                    | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |        16 | NS      | $221.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                         | Primis Financial Corp.                                     | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |        13 | NS      | $154.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                            | Crescent Energy Co.                                        | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $227.81       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                 | Crawford & Co.                                             | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |        11 | NS      | $61.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                               | Caesarstone Ltd.                                           | CUSIP: N/A<br>LEI: 254900MJ7IXAH75VFC61       | Long             | EC               | CORP              | US        |        13 | NS      | $74.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                       | Modine Manufacturing Co.                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |        30 | NS      | $595.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                     | Viad Corp.                                                 | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |        13 | NS      | $317.07       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                     | Utah Medical Products, Inc.                                | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |         2 | NS      | $201.06       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                           | Capital Bancorp, Inc.                                      | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |         5 | NS      | $117.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton Inc                                    | Cepton, Inc.                                               | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $6.35         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                          | Kinetik Holdings, Inc.                                     | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $330.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabre Corp                                    | Sabre Corp.                                                | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |       194 | NS      | $1198.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                               | Bank First Corp.                                           | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $371.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc                    | Summit Financial Group, Inc.                               | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $174.23       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                  | WesBanco, Inc.                                             | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $1294.30      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                     | Rigel Pharmaceuticals, Inc.                                | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       105 | NS      | $157.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                  | Glaukos Corp.                                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        27 | NS      | $1179.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                     | John Marshall Bancorp, Inc.                                | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $201.46       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                         | LiveRamp Holdings, Inc.                                    | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |        40 | NS      | $937.60       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                       | GMS, Inc.                                                  | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |        26 | NS      | $1294.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solution Inc                       | Aris Water Solution, Inc.                                  | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $187.33       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                           | ADTRAN Holdings, Inc.                                      | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |        43 | NS      | $807.97       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                      | IonQ, Inc.                                                 | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $251.85       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                        | American Vanguard Corp.                                    | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |        17 | NS      | $369.07       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                     | Intellia Therapeutics, Inc.                                | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |        51 | NS      | $1779.39      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobira Therapeutics Inc                       | Tobira Therapeutics, Inc.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | IE        |         8 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OptimizeRx Corp                               | OptimizeRx Corp.                                           | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $184.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                              | Coeur Mining, Inc.                                         | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |       169 | NS      | $567.84       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                          | Mid Penn Bancorp, Inc.                                     | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $269.73       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings Inc                     | Energy Vault Holdings, Inc.                                | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               | CORP              | US        |        37 | NS      | $115.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                             | Inari Medical, Inc.                                        | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $1843.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                  | AerSale Corp.                                              | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $162.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                         | ProPetro Holding Corp.                                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $539.24       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc                         | Newpark Resources, Inc.                                    | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |        50 | NS      | $207.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc                  | Virgin Galactic Holdings, Inc.                             | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |       137 | NS      | $476.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthcare Services Group Inc                 | Healthcare Services Group, Inc.                            | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |        44 | NS      | $528.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy Inc                                 | Ur-Energy, Inc.                                            | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | US        |       126 | NS      | $144.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                            | Park National Corp.                                        | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |         9 | NS      | $1266.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenon Medical Inc                             | Tenon Medical, Inc.                                        | CUSIP: 88066N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $3.16         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                              | Barnes Group, Inc.                                         | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |        30 | NS      | $1225.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                           | Addus HomeCare Corp.                                       | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |         9 | NS      | $895.41       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                    | Southwest Gas Holdings, Inc.                               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $2475.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                   | Hawkins, Inc.                                              | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |        12 | NS      | $463.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenidge Generation Holdings                 | Greenidge Generation Holdings, Inc.                        | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $2.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                 | Lions Gate Entertainment Corp.                             | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |        35 | NS      | $199.85       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                               | FutureFuel Corp.                                           | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |        16 | NS      | $130.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                               | Q2 Holdings, Inc.                                          | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |        34 | NS      | $913.58       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                              | Gossamer Bio, Inc.                                         | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |        38 | NS      | $82.46        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc                                    | Ocugen, Inc.                                               | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |       128 | NS      | $166.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SP Plus Corp                                  | SP Plus Corp.                                              | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |        12 | NS      | $416.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                             | EW Scripps Co.                                             | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |        35 | NS      | $461.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                      | Gevo, Inc.                                                 | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |       118 | NS      | $224.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                          | Tyra Biosciences, Inc.                                     | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $60.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                        | Montauk Renewables, Inc.                                   | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $430.17       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                                | Kronos Bio, Inc.                                           | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $40.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                   | Kiniksa Pharmaceuticals Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        19 | NS      | $284.62       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                  | Coursera, Inc.                                             | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |        67 | NS      | $792.61       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                          | PTC Therapeutics, Inc.                                     | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |        42 | NS      | $1603.14      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                             | Russell 2000 Index                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               |  | US        |       794 | NC      | $-101440.82   | -3.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Vector Group Ltd                              | Vector Group Ltd.                                          | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |        86 | NS      | $1019.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                              | TimkenSteel Corp.                                          | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |        27 | NS      | $490.59       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                                  | Veradigm, Inc.                                             | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |        64 | NS      | $1128.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                               | OSI Systems, Inc.                                          | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |         9 | NS      | $715.68       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                          | TrustCo Bank Corporation NY                                | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $451.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                | HomeStreet, Inc.                                           | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $303.38       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                | CVR Energy, Inc.                                           | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |        18 | NS      | $564.12       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                     | Argan, Inc.                                                | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |         9 | NS      | $331.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                           | Signet Jewelers Ltd.                                       | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | US        |        27 | NS      | $1836.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                    | Inspired Entertainment, Inc.                               | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |        15 | NS      | $190.05       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                 | Urban One, Inc.                                            | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |         8 | NS      | $30.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The                  | Arena Group Holdings, Inc.                                 | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $84.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent the Runway Inc                           | Rent the Runway, Inc.                                      | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $85.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                              | First Busey Corp.                                          | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |        32 | NS      | $791.04       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                          | First Foundation, Inc.                                     | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |        31 | NS      | $444.23       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                              | Sovos Brands, Inc.                                         | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $316.14       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                    | Vicor Corp.                                                | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |        13 | NS      | $698.75       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                             | Northwest Pipe Co.                                         | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |         6 | NS      | $202.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                             | Steven Madden Ltd.                                         | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |        46 | NS      | $1470.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                     | Coastal Financial Corp.                                    | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |         6 | NS      | $285.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                    | fuboTV, Inc.                                               | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $186.18       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chuy's Holdings Inc                           | Chuy's Holdings, Inc.                                      | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $311.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                               | Alexander's, Inc.                                          | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |         1 | NS      | $220.06       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                              | Movado Group, Inc.                                         | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |         9 | NS      | $290.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                             | PC Connection, Inc.                                        | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |         7 | NS      | $328.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                               | MicroVision, Inc.                                          | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |        99 | NS      | $232.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                           | Mission Produce, Inc.                                      | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |        23 | NS      | $267.26       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                          | Ryerson Holding Corp.                                      | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |        11 | NS      | $332.86       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                 | Surmodics, Inc.                                            | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |         8 | NS      | $272.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                      | Century Therapeutics, Inc.                                 | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $66.69        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc                                     | Weber, Inc.                                                | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $128.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sutro Biopharma Inc                           | Sutro Biopharma, Inc.                                      | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |        29 | NS      | $234.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                      | PROCEPT BioRobotics Corp.                                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $623.10       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                                 | ForgeRock, Inc.                                            | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $523.71       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                            | Houlihan Lokey, Inc.                                       | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        30 | NS      | $2614.80      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc                              | MeridianLink, Inc.                                         | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $205.95       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                             | Qurate Retail, Inc.                                        | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |       208 | NS      | $339.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                   | Traeger, Inc.                                              | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $56.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA                     | Enterprise Bancorp, Inc.                                   | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $211.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc                    | Select Energy Services, Inc.                               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |        43 | NS      | $397.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc                    | Camping World Holdings, Inc.                               | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |        23 | NS      | $513.36       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                             | Parke Bancorp, Inc.                                        | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |         6 | NS      | $124.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                     | Kinsale Capital Group, Inc.                                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        13 | NS      | $3399.76      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                   | SkyWest, Inc.                                              | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |        30 | NS      | $495.30       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc                                       | DZS, Inc.                                                  | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |        10 | NS      | $126.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                | Nature's Sunshine Products, Inc.                           | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $74.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reuni                | National Energy Services Reunited Corp.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        23 | NS      | $159.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc                                     | Edgio, Inc.                                                | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |        83 | NS      | $93.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                       | BRC, Inc.                                                  | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $91.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                | Trustmark Corp.                                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |        36 | NS      | $1256.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                   | Genesco, Inc.                                              | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |         8 | NS      | $368.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                 | St. Joe Co.                                                | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |        21 | NS      | $811.65       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                          | Sonic Automotive, Inc.                                     | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |        11 | NS      | $541.97       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                      | Green Brick Partners, Inc.                                 | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |        17 | NS      | $411.91       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                            | Liberty Energy, Inc.                                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $1328.83      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                             | Getty Realty Corp.                                         | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |        25 | NS      | $846.25       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                   | Inhibrx, Inc.                                              | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |        20 | NS      | $492.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                   | First Western Financial, Inc.                              | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |         5 | NS      | $140.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                             | Sleep Number Corp.                                         | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |        14 | NS      | $363.72       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I                | Universal Insurance Holdings, Inc.                         | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |        16 | NS      | $169.44       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                     | GATX Corp.                                                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |        21 | NS      | $2233.14      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                   | Columbia Banking System, Inc.                              | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $1385.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                    | Evolus, Inc.                                               | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |        21 | NS      | $157.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                   | OneSpan, Inc.                                              | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |        26 | NS      | $290.94       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                         | CNB Financial Corp.                                        | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |        10 | NS      | $237.90       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                        | Castle Biosciences, Inc.                                   | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $329.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                            | Hostess Brands, Inc.                                       | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $1795.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                 | Blackbaud, Inc.                                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |        27 | NS      | $1589.22      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                     | New Jersey Resources Corp.                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |        58 | NS      | $2877.96      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                           | Verra Mobility Corp.                                       | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |        84 | NS      | $1161.72      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                      | Chefs' Warehouse, Inc.                                     | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |        20 | NS      | $665.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdi                | Argo Group International Holdings Ltd.                     | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | US        |        20 | NS      | $517.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                | Seacoast Banking Corporation of Florida                    | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |        36 | NS      | $1122.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                | Great Lakes Dredge & Dock Corp.                            | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |        39 | NS      | $232.05       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                       | Brandywine Realty Trust                                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |       102 | NS      | $627.30       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                  | Cimpress plc                                               | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | US        |        11 | NS      | $303.71       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                        | Banc of California, Inc.                                   | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |        31 | NS      | $493.83       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                        | Ideaya Biosciences, Inc.                                   | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |        27 | NS      | $490.59       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                       | Privia Health Group, Inc.                                  | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $590.46       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc                     | Kimball International, Inc.                                | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |        23 | NS      | $149.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                     | Spire, Inc.                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |        30 | NS      | $2065.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                    | Telos Corp.                                                | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |        33 | NS      | $167.97       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                          | Fulgent Genetics, Inc.                                     | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |        13 | NS      | $387.14       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                 | Infinera Corp.                                             | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |       113 | NS      | $761.62       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                     | Sonos, Inc.                                                | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |        78 | NS      | $1318.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                     | Allogene Therapeutics, Inc.                                | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $301.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc                          | Piedmont Lithium, Inc.                                     | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |        10 | NS      | $440.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                     | Orchid Island Capital, Inc.                                | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |        21 | NS      | $220.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                  | AvePoint, Inc.                                             | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $316.47       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                            | Everi Holdings, Inc.                                       | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |        50 | NS      | $717.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                           | WSFS Financial Corp.                                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |        37 | NS      | $1677.58      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                    | AirSculpt Technologies, Inc.                               | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $25.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                             | Turtle Beach Corp.                                         | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |         9 | NS      | $64.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics Inc                      | Bioxcel Therapeutics, Inc.                                 | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |        11 | NS      | $236.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                       | G-III Apparel Group Ltd.                                   | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |        27 | NS      | $370.17       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                            | Forestar Group, Inc.                                       | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |        11 | NS      | $169.51       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                  | TrueBlue, Inc.                                             | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $430.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                              | Green Plains, Inc.                                         | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |        32 | NS      | $976.00       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                           | Mr Cooper Group, Inc.                                      | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |        41 | NS      | $1645.33      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                  | AtriCure, Inc.                                             | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $1242.64      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group Inc                               | Rover Group, Inc.                                          | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $205.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Minerals Technologies Inc                     | Minerals Technologies, Inc.                                | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |        19 | NS      | $1153.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                              | WideOpenWest, Inc.                                         | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |        33 | NS      | $300.63       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                       | Kimball Electronics, Inc.                                  | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |        14 | NS      | $316.26       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                 | SunPower Corp.                                             | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |        49 | NS      | $883.47       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                           | Paramount Group, Inc.                                      | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |       112 | NS      | $665.28       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                         | CRA International, Inc.                                    | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $489.72       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                         | Butterfly Network, Inc.                                    | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $199.26       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                     | Ivanhoe Electric Incorporated / US                         | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $109.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                     | Itron, Inc.                                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |        27 | NS      | $1367.55      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                    | Cardiovascular Systems, Inc.                               | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |        24 | NS      | $326.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                        | National Beverage Corp.                                    | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |        14 | NS      | $651.42       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                              | Fossil Group, Inc.                                         | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |        28 | NS      | $120.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                           | Viavi Solutions, Inc.                                      | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |       137 | NS      | $1439.87      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Automotive Inc                         | Mullen Automotive, Inc.                                    | CUSIP: 62526P109<br>LEI: 549300HXMIP6GFG42241 | Long             | EC               | CORP              | US        |       193 | NS      | $55.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                    | Worthington Industries, Inc.                               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |        19 | NS      | $944.49       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                   | Novanta, Inc.                                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $2853.27      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                | Evoqua Water Technologies Corp.                            | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |        71 | NS      | $2811.60      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                       | Dream Finders Homes, Inc.                                  | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $103.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                     | USANA Health Sciences, Inc.                                | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |         7 | NS      | $372.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                       | Accel Entertainment, Inc.                                  | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $308.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                     | Crocs, Inc.                                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        36 | NS      | $3903.48      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                     | Halozyme Therapeutics, Inc.                                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |        80 | NS      | $4552.00      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                | MidWestOne Financial Group, Inc.                           | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $285.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                          | Rush Enterprises, Inc.                                     | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |         4 | NS      | $225.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics Inc                     | Aerovate Therapeutics, Inc.                                | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $146.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                          | Rush Enterprises, Inc.                                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |        26 | NS      | $1359.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                  | Stagwell, Inc.                                             | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |        47 | NS      | $291.87       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                | Sweetgreen, Inc.                                           | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $437.07       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                       | Valley National Bancorp                                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |       260 | NS      | $2940.60      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                            | Aviat Networks, Inc.                                       | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |         6 | NS      | $187.14       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings Inc                           | Sonder Holdings, Inc.                                      | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $137.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In                | International Money Express, Inc.                          | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $463.03       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                               | SolarWinds Corp.                                           | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $271.44       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                           | IGM Biosciences, Inc.                                      | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |         6 | NS      | $102.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                  | Precigen, Inc.                                             | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |        60 | NS      | $91.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc                   | Duck Creek Technologies, Inc.                              | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $542.25       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ondas Holdings Inc                            | Ondas Holdings, Inc.                                       | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Long             | EC               | CORP              | US        |        21 | NS      | $33.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                    | Third Coast Bancshares, Inc.                               | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $147.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure I                | Radius Global Infrastructure, Inc.                         | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |        45 | NS      | $531.90       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                  | Plymouth Industrial REIT, Inc.                             | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $441.14       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                         | Delek US Holdings, Inc.                                    | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |        43 | NS      | $1161.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                         | Cinemark Holdings, Inc.                                    | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |        66 | NS      | $571.56       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                         | Arcus Biosciences, Inc.                                    | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $641.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                         | Hawaiian Holdings, Inc.                                    | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |        30 | NS      | $307.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc                         | TuSimple Holdings, Inc.                                    | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $139.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc                            | Clipper Realty, Inc.                                       | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $44.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                | BankUnited, Inc.                                           | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |        46 | NS      | $1562.62      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                     | Monro, Inc.                                                | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $858.80       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                           | Colony Bankcorp, Inc.                                      | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $126.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                 | Consensus Cloud Solutions, Inc.                            | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $591.36       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                    | Sprouts Farmers Market, Inc.                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        63 | NS      | $2039.31      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                  | Duolingo, Inc.                                             | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $995.82       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                              | Badger Meter, Inc.                                         | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |        18 | NS      | $1962.54      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                  | SFL Corporation Ltd.                                       | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | US        |        70 | NS      | $645.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                    | eGain Corp.                                                | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $108.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                   | NanoString Technologies, Inc.                              | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |        27 | NS      | $215.19       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                         | Powell Industries, Inc.                                    | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |         6 | NS      | $211.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio Inc/The                    | Duckhorn Portfolio, Inc.                                   | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |        22 | NS      | $364.54       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc                           | HighPeak Energy, Inc.                                      | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |         4 | NS      | $91.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                           | Walker & Dunlop, Inc.                                      | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $1491.12      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                | NexTier Oilfield Solutions, Inc.                           | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |       106 | NS      | $979.44       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                    | Adient plc                                                 | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | US        |        56 | NS      | $1942.64      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The                 | Container Store Group, Inc.                                | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |        19 | NS      | $81.89        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                    | Belden, Inc.                                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |        25 | NS      | $1797.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                            | CNX Resources Corp.                                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       110 | NS      | $1852.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                    | OmniAb, Inc.                                               | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $158.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac                                    | Farmer Mac                                                 | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |         5 | NS      | $563.55       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                 | Crinetics Pharmaceuticals, Inc.                            | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |        32 | NS      | $585.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                         | Radiant Logistics, Inc.                                    | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |        23 | NS      | $117.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                    | NGM Biopharmaceuticals, Inc.                               | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |        23 | NS      | $115.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                | Artisan Partners Asset Management, Inc.                    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |        37 | NS      | $1098.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc                        | Stratus Properties, Inc.                                   | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |         3 | NS      | $57.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                  | Topgolf Callaway Brands Corp.                              | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |        84 | NS      | $1659.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                        | 2U, Inc.                                                   | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |        46 | NS      | $288.42       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                     | Chegg, Inc.                                                | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |        75 | NS      | $1895.25      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                 | CSG Systems International, Inc.                            | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |        19 | NS      | $1086.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                          | Associated Banc-Corp.                                      | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |        89 | NS      | $2055.01      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                       | Lakeland Financial Corp.                                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $1094.55      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management In                | Sculptor Capital Management, Inc.                          | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |        18 | NS      | $155.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                           | OneWater Marine, Inc.                                      | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $200.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                     | Funko, Inc.                                                | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |        19 | NS      | $207.29       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                   | Pacific Premier Bancorp, Inc.                              | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |        56 | NS      | $1767.36      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                             | NorthWestern Corp.                                         | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |        35 | NS      | $2076.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                  | Texas Capital Bancshares, Inc.                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |        29 | NS      | $1748.99      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                        | Comstock Resources, Inc.                                   | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |        55 | NS      | $754.05       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                  | Catalyst Pharmaceuticals, Inc.                             | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |        58 | NS      | $1078.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                      | Independent Bank Corp.                                     | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $310.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                       | Helios Technologies, Inc.                                  | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |        19 | NS      | $1034.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                       | Live Oak Bancshares, Inc.                                  | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $573.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                             | Dynex Capital, Inc.                                        | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |        25 | NS      | $318.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                    | Inogen, Inc.                                               | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |        15 | NS      | $295.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                 | Hub Group, Inc.                                            | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $1589.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corp                       | Markforged Holding Corp.                                   | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        66 | NS      | $76.56        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                         | Veris Residential, Inc.                                    | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $812.43       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                          | Applied Digital Corp.                                      | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $9.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                  | Braemar Hotels & Resorts, Inc.                             | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |        41 | NS      | $168.51       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                        | Marcus & Millichap, Inc.                                   | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |        15 | NS      | $516.75       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                      | Resources Connection, Inc.                                 | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $349.22       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                    | Xencor, Inc.                                               | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |        34 | NS      | $885.36       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                               | Weyco Group, Inc.                                          | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |         3 | NS      | $63.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                        | Verve Therapeutics, Inc.                                   | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $522.45       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                           | Cal-Maine Foods, Inc.                                      | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |        23 | NS      | $1252.35      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                               | Marcus Corp.                                               | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |        14 | NS      | $201.46       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                     | iStar, Inc.                                                | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |        40 | NS      | $305.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                          | Palomar Holdings, Inc.                                     | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |        14 | NS      | $632.24       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                           | Uranium Energy Corp.                                       | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |       193 | NS      | $748.84       | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sharecare Inc                                 | Sharecare, Inc.                                            | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $275.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                        | Pacira BioSciences, Inc.                                   | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $1042.47      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                        | Altair Engineering, Inc.                                   | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |        31 | NS      | $1409.57      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                | Sierra Bancorp                                             | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $169.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                       | First Financial Bancorp                                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |        55 | NS      | $1332.65      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                    | Intapp, Inc.                                               | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $199.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                    | Terex Corp.                                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |        39 | NS      | $1666.08      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                     | Brinker International, Inc.                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |        26 | NS      | $829.66       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Inc                                    | Audacy, Inc.                                               | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $15.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance I                | Nexpoint Real Estate Finance, Inc.                         | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $79.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                 | Liquidia Corp.                                             | CUSIP: 53635D202<br>LEI: 549300O826O5VQJTG707 | Long             | EC               | CORP              | US        |        28 | NS      | $178.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                              | A10 Networks, Inc.                                         | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |        40 | NS      | $665.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                            | Prime Medicine, Inc.                                       | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $111.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc                            | TPI Composites, Inc.                                       | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |        22 | NS      | $223.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                           | Berkeley Lights, Inc.                                      | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |        34 | NS      | $91.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The                             | Honest Company, Inc.                                       | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $120.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                   | New York Mortgage Trust, Inc.                              | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |       230 | NS      | $588.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                      | Yelp, Inc.                                                 | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |        42 | NS      | $1148.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                              | TriNet Group, Inc.                                         | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |        22 | NS      | $1491.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                            | ABM Industries, Inc.                                       | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |        40 | NS      | $1776.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                            | SunCoke Energy, Inc.                                       | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |        50 | NS      | $431.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                  | Cars.com, Inc.                                             | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |        40 | NS      | $550.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc                                     | Eneti, Inc.                                                | CUSIP: N/A<br>LEI: 549300MHZ4YKRPGBH616       | Long             | EC               | CORP              | US        |        14 | NS      | $140.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                        | Hims & Hers Health, Inc.                                   | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |        73 | NS      | $467.93       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                 | Oceaneering International, Inc.                            | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |        61 | NS      | $1066.89      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                      | Hersha Hospitality Trust                                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |        18 | NS      | $153.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                       | HireRight Holdings Corp.                                   | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $142.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                       | Enova International, Inc.                                  | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |        18 | NS      | $690.66       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                             | Franklin Covey Co.                                         | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $374.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                      | Par Pacific Holdings, Inc.                                 | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |        29 | NS      | $674.25       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Doma Holdings Inc                             | Doma Holdings, Inc.                                        | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $37.59        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                   | Russell 2000 Index                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |       244 | NC      | $-19277.68    | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Outlook Therapeutics Inc                      | Outlook Therapeutics, Inc.                                 | CUSIP: 69012T206<br>LEI: 5493007AWUJ6HPMCBH11 | Long             | EC               | CORP              | US        |        71 | NS      | $76.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                              | Elme Communities                                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |        52 | NS      | $925.60       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                        | Velocity Financial, Inc.                                   | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $48.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                     | Udemy, Inc.                                                | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |        43 | NS      | $453.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp                           | GrowGeneration Corp.                                       | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $133.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In                | PennyMac Financial Services, Inc.                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |        17 | NS      | $963.22       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Babylon Holdings Ltd/Jersey                   | Babylon Holdings Ltd.                                      | CUSIP: N/A<br>LEI: 549300613X6447C00597       | Long             | EC               | CORP              | US        |         2 | NS      | $13.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                              | IES Holdings, Inc.                                         | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |         6 | NS      | $213.42       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                 | Academy Sports & Outdoors, Inc.                            | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $2416.84      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                              | HealthEquity, Inc.                                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |        50 | NS      | $3082.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                  | Covenant Logistics Group, Inc.                             | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $241.99       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                   | John B Sanfilippo & Son, Inc.                              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |         5 | NS      | $406.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar Inc                                 | FTC Solar, Inc.                                            | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |        25 | NS      | $67.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                     | Adeia, Inc.                                                | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $606.72       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                    | Rambus, Inc.                                               | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |        64 | NS      | $2292.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                      | Granite Construction, Inc.                                 | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |        26 | NS      | $911.82       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                           | Titan Machinery, Inc.                                      | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |        12 | NS      | $476.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                 | United Community Banks, Inc.                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |        64 | NS      | $2163.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone & Data Systems Inc                  | Telephone & Data Systems, Inc.                             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $629.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                 | Dime Community Bancshares, Inc.                            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $636.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                   | Clarus Corp.                                               | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |        18 | NS      | $141.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services In                | Consumer Portfolio Services, Inc.                          | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $53.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Propertie                | Industrial Logistics Properties Trust                      | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |        39 | NS      | $127.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion Inc                                  | Enfusion, Inc.                                             | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $145.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                      | HomeTrust Bancshares, Inc.                                 | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $241.70       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp                                  | Innovid Corp.                                              | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $76.95        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                   | Magnite, Inc.                                              | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |        80 | NS      | $847.20       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                      | CEVA, Inc.                                                 | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |        13 | NS      | $332.54       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                            | Avanos Medical, Inc.                                       | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |        28 | NS      | $757.68       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                 | Empire State Realty Trust, Inc.                            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |        80 | NS      | $539.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                           | Karat Packaging, Inc.                                      | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |         3 | NS      | $43.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties In                | CBL & Associates Properties, Inc.                          | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |        16 | NS      | $369.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                             | STAAR Surgical Co.                                         | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |        28 | NS      | $1359.12      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc                  | Associated Capital Group, Inc.                             | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |         1 | NS      | $41.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                    | PureCycle Technologies, Inc.                               | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $439.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                           | Lifetime Brands, Inc.                                      | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |         8 | NS      | $60.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                 | Motorcar Parts of America, Inc.                            | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |        11 | NS      | $130.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                          | Matador Resources Co.                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |        67 | NS      | $3835.08      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp                     | Professional Holding Corp.                                 | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |         8 | NS      | $221.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                     | Edgewise Therapeutics, Inc.                                | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $160.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                        | Boot Barn Holdings, Inc.                                   | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |        18 | NS      | $1125.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                    | Nkarta, Inc.                                               | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $119.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                       | V2X, Inc.                                                  | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $289.03       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                   | Standard Motor Products, Inc.                              | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |        12 | NS      | $417.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                | SpartanNash Co.                                            | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |        21 | NS      | $635.04       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings                 | Cerevel Therapeutics Holdings, Inc.                        | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |        32 | NS      | $1009.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                             | Olympic Steel, Inc.                                        | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |         6 | NS      | $201.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                 | EchoStar Corp.                                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        23 | NS      | $383.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc                               | CompoSecure, Inc.                                          | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $24.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                            | Remitly Global, Inc.                                       | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $664.10       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                   | StoneCo Ltd.                                               | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | US        |       167 | NS      | $1576.48      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                   | National Bank Holdings Corp.                               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $757.26       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                 | American Public Education, Inc.                            | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |        11 | NS      | $135.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                     | Liberty Latin America Ltd.                                 | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |        25 | NS      | $188.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                 | REGENXBIO, Inc.                                            | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |        24 | NS      | $544.32       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                                    | Chase Corp.                                                | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $431.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                           | Glacier Bancorp, Inc.                                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |        66 | NS      | $3261.72      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                            | Axos Financial, Inc.                                       | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |        35 | NS      | $1337.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                        | eXp World Holdings, Inc.                                   | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |        41 | NS      | $454.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                               | Chico's FAS, Inc.                                          | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |        74 | NS      | $364.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                 | Insperity, Inc.                                            | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |        22 | NS      | $2499.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                             | Quad/Graphics, Inc.                                        | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |        24 | NS      | $97.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment                 | Dave & Buster's Entertainment, Inc.                        | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |        26 | NS      | $921.44       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                          | Johnson Outdoors, Inc.                                     | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $198.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp                            | Cvent Holding Corp.                                        | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $145.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                    | Cactus, Inc.                                               | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |        35 | NS      | $1759.10      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                | James River Group Holdings Ltd.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        22 | NS      | $460.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                           | Health Catalyst, Inc.                                      | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |        32 | NS      | $340.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                          | Hanmi Financial Corp.                                      | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |        19 | NS      | $470.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                         | SIGA Technologies, Inc.                                    | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $206.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp                      | Curo Group Holdings Corp.                                  | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |        13 | NS      | $46.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                          | Surgery Partners, Inc.                                     | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |        30 | NS      | $835.80       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                  | Appfolio, Inc.                                             | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |        12 | NS      | $1264.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                   | German American Bancorp, Inc.                              | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $634.10       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                    | Stride, Inc.                                               | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |        24 | NS      | $750.72       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                 | Urban One, Inc.                                            | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |         5 | NS      | $22.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                          | 1Life Healthcare, Inc.                                     | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $1804.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                | Kulicke & Soffa Industries, Inc.                           | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |        34 | NS      | $1504.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                         | Integer Holdings Corp.                                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |        19 | NS      | $1300.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                   | RBB Bancorp                                                | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |        10 | NS      | $208.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                | Perficient, Inc.                                           | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |        21 | NS      | $1466.43      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings Inc                     | F45 Training Holdings, Inc.                                | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |        23 | NS      | $65.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                    | Xenia Hotels & Resorts, Inc.                               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |        70 | NS      | $922.60       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Inc                        | Angel Oak Mortgage, Inc.                                   | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |         7 | NS      | $33.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 2000 ETF                     | Vanguard Russell 2000 ETF                                  | CUSIP: 92206C664<br>LEI: N/A                  | Long             | EC               | RF                | US        |      4679 | NS      | $329261.23    | 9.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                             | Triumph Group, Inc.                                        | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |        38 | NS      | $399.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                  | Diversified Healthcare Trust                               | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $92.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                   | Sterling Infrastructure, Inc.                              | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |        18 | NS      | $590.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                     | Gladstone Commercial Corp.                                 | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |        23 | NS      | $425.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                              | I3 Verticals, Inc.                                         | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |        13 | NS      | $316.42       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                      | Winnebago Industries, Inc.                                 | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |        18 | NS      | $948.60       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charge Enterprises Inc                        | Charge Enterprises, Inc.                                   | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $90.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                      | Simply Good Foods Co.                                      | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        54 | NS      | $2053.62      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc                                  | HilleVax, Inc.                                             | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $133.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                   | Tootsie Roll Industries, Inc.                              | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |         9 | NS      | $383.13       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                     | First BanCorp                                              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $1386.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                               | Vital Farms, Inc.                                          | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |        17 | NS      | $253.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                | Prestige Consumer Healthcare, Inc.                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $1878.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                     | Anavex Life Sciences Corp.                                 | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |        40 | NS      | $370.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                  | Cross Country Healthcare, Inc.                             | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |        22 | NS      | $584.54       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                             | Universal Corp.                                            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |        14 | NS      | $739.34       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                       | KB Home                                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        46 | NS      | $1465.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                 | Synaptics, Inc.                                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |        24 | NS      | $2283.84      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                         | Ardmore Shipping Corp.                                     | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | US        |        21 | NS      | $302.61       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                               | Planet Labs PBC                                            | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        93 | NS      | $404.55       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                         | Oxford Industries, Inc.                                    | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |         9 | NS      | $838.62       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                                   | Express, Inc.                                              | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $39.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                   | Asbury Automotive Group, Inc.                              | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        13 | NS      | $2330.25      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | Barclays Capital, Inc.                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |     58995 | PA      | $58995.30     | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Safe Bulkers Inc                              | Safe Bulkers, Inc.                                         | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | US        |        44 | NS      | $128.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                | Ziff Davis, Inc.                                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |        28 | NS      | $2214.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                  | Arconic Corp.                                              | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |        60 | NS      | $1269.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                  | Simpson Manufacturing Company, Inc.                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |        26 | NS      | $2305.16      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                   | Agiliti, Inc.                                              | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $260.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockley Photonics Holdings Ltd                | Rockley Photonics Holdings Ltd.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        61 | NS      | $8.55         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                     | Valhi, Inc.                                                | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $44.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                          | Momentive Global, Inc.                                     | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |        78 | NS      | $546.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                   | Allovir, Inc.                                              | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $92.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                           | Nektar Therapeutics                                        | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |       110 | NS      | $248.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                    | Fluor Corp.                                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |        86 | NS      | $2980.76      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I                | Atlas Air Worldwide Holdings, Inc.                         | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |        17 | NS      | $1713.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                       | Olo, Inc.                                                  | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $343.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                             | ProAssurance Corp.                                         | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |        32 | NS      | $559.04       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                      | Revance Therapeutics, Inc.                                 | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |        48 | NS      | $886.08       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                            | Graham Holdings Co.                                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |         2 | NS      | $1208.42      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                          | Shore Bancshares, Inc.                                     | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $191.73       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                           | STAG Industrial, Inc.                                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       109 | NS      | $3521.79      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp                             | SWK Holdings Corp.                                         | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $35.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                               | FVCBankcorp, Inc.                                          | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |         7 | NS      | $133.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp                           | Avaya Holdings Corp.                                       | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |        50 | NS      | $9.80         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                           | Gladstone Land Corp.                                       | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |        20 | NS      | $367.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                         | First Bancorp, Inc.                                        | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $179.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                     | Agios Pharmaceuticals, Inc.                                | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |        33 | NS      | $926.64       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                          | Pactiv Evergreen, Inc.                                     | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |        26 | NS      | $295.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                      | CBIZ, Inc.                                                 | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |        29 | NS      | $1358.65      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Offerpad Solutions Inc                        | Offerpad Solutions, Inc.                                   | CUSIP: 67623L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $18.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ConnectOne Bancorp Inc                        | ConnectOne Bancorp, Inc.                                   | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |        22 | NS      | $532.62       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global Inc                    | Point Biopharma Global, Inc.                               | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $320.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                           | Diebold Nixdorf, Inc.                                      | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |        44 | NS      | $62.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                  | Life Time Group Holdings, Inc.                             | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $299.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings, Inc.                | Xeris Biopharma Holdings, Inc.                             | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $106.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc                 | Ashford Hospitality Trust, Inc.                            | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $93.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                             | Borr Drilling Ltd.                                         | CUSIP: N/A<br>LEI: 213800J2JPCTXLHQ5R78       | Long             | EC               | CORP              | US        |       114 | NS      | $566.58       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                   | ONE Gas, Inc.                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |        32 | NS      | $2423.04      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                   | Model N, Inc.                                              | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |        21 | NS      | $851.76       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                 | Blackstone Mortgage Trust, Inc.                            | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |       103 | NS      | $2180.51      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                         | FARO Technologies, Inc.                                    | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |        11 | NS      | $323.51       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti                | Innovative Industrial Properties, Inc.                     | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |        17 | NS      | $1722.95      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc                    | E2open Parent Holdings, Inc.                               | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $704.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                           | Torrid Holdings, Inc.                                      | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $29.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenable Holdings Inc                          | Tenable Holdings, Inc.                                     | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |        67 | NS      | $2556.05      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc                     | Reata Pharmaceuticals, Inc.                                | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |        16 | NS      | $607.84       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT Inc/The                 | Necessity Retail REIT, Inc.                                | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |        80 | NS      | $474.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                           | Luxfer Holdings plc                                        | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | US        |        19 | NS      | $260.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                          | Chart Industries, Inc.                                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        26 | NS      | $2995.98      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                         | LeMaitre Vascular, Inc.                                    | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |        11 | NS      | $506.22       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                  | Winmark Corp.                                              | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $471.66       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                       | Kite Realty Group Trust                                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $2778.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                     | Ennis, Inc.                                                | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $332.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                | Immunovant, Inc.                                           | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $426.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                    | Iridium Communications, Inc.                               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |        75 | NS      | $3855.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The                             | York Water Co.                                             | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $404.82       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                             | Open Lending Corp.                                         | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $432.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                  | Veritiv Corp.                                              | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |         8 | NS      | $973.68       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                      | CommScope Holding Company, Inc.                            | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       124 | NS      | $911.40       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                         | Equity Bancshares, Inc.                                    | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |         9 | NS      | $294.03       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                          | Myers Industries, Inc.                                     | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |        22 | NS      | $489.06       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                     | Taylor Morrison Home Corp.                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |        64 | NS      | $1942.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                               | EMCOR Group, Inc.                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        28 | NS      | $4147.08      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Realty Investors Inc                 | American Realty Investors, Inc.                            | CUSIP: 029174109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $25.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                      | Gibraltar Industries, Inc.                                 | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $871.72       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                          | OrthoPediatrics Corp.                                      | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |         9 | NS      | $357.57       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                              | NMI Holdings, Inc.                                         | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |        49 | NS      | $1024.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                  | ArcBest Corp.                                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |        15 | NS      | $1050.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios Inc                               | Playstudios, Inc.                                          | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $182.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                          | Alto Ingredients, Inc.                                     | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |        44 | NS      | $126.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                              | Essent Group Ltd.                                          | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | US        |        63 | NS      | $2449.44      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                           | Clearway Energy, Inc.                                      | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |        22 | NS      | $658.24       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                        | Full House Resorts, Inc.                                   | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |        19 | NS      | $142.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Party City Holdco Inc                         | Party City Holdco, Inc.                                    | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |        65 | NS      | $23.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                  | Intra-Cellular Therapies, Inc.                             | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |        55 | NS      | $2910.60      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc                             | Desktop Metal, Inc.                                        | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |       160 | NS      | $217.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                      | Chinook Therapeutics, Inc.                                 | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |        30 | NS      | $786.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                  | Cass Information Systems, Inc.                             | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |         8 | NS      | $366.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                        | Dine Brands Global, Inc.                                   | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |         9 | NS      | $581.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                 | Schrodinger Incorporated/United States                     | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $616.77       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                    | RadNet, Inc.                                               | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |        29 | NS      | $546.07       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                            | Light & Wonder, Inc.                                       | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |        57 | NS      | $3340.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                | Atlantic Union Bankshares Corp.                            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $1616.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc                                | Matterport, Inc.                                           | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $361.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                             | Tattooed Chef, Inc.                                        | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |        30 | NS      | $36.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                               | BCB Bancorp, Inc.                                          | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |         9 | NS      | $161.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                      | PowerSchool Holdings, Inc.                                 | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $646.24       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                      | Waterstone Financial, Inc.                                 | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |        14 | NS      | $241.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc                                 | Tellurian, Inc.                                            | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |       308 | NS      | $517.44       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corp                         | Empire Petroleum Corp.                                     | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               | CORP              | US        |         5 | NS      | $61.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                           | Archer Aviation, Inc.                                      | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $155.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings Inc                          | LiveVox Holdings, Inc.                                     | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |        13 | NS      | $38.61        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                      | Village Super Market, Inc.                                 | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |         6 | NS      | $139.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian Inc                                   | Aterian, Inc.                                              | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $30.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc                       | SilverBow Resources, Inc.                                  | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |         7 | NS      | $197.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                    | Hilton Grand Vacations, Inc.                               | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |        51 | NS      | $1965.54      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                 | Interface, Inc.                                            | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |        36 | NS      | $355.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                | Kratos Defense & Security Solutions, Inc.                  | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |        75 | NS      | $774.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                          | Ermenegildo Zegna N.V.                                     | CUSIP: N/A<br>LEI: 8156003760472AA7E269       | Long             | EC               | CORP              | US        |        36 | NS      | $376.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                          | Enact Holdings, Inc.                                       | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $434.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                     | Hovnanian Enterprises, Inc.                                | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |         3 | NS      | $126.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                             | Five Star Bancorp                                          | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |         8 | NS      | $217.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                             | TTEC Holdings, Inc.                                        | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |        11 | NS      | $485.43       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                        | Permian Resources Corp.                                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |       124 | NS      | $1165.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                 | Southern First Bancshares, Inc.                            | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $228.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                   | Caleres, Inc.                                              | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |        21 | NS      | $467.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                         | Lancaster Colony Corp.                                     | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |        12 | NS      | $2367.60      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group I                | First Watch Restaurant Group, Inc.                         | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $81.18        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income                | Universal Health Realty Income Trust                       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |         8 | NS      | $381.84       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                           | Replimune Group, Inc.                                      | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |        24 | NS      | $652.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vintage Wine Estates Inc                      | Vintage Wine Estates, Inc.                                 | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $68.46        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                          | Merchants Bancorp                                          | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |        10 | NS      | $243.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics Inc                      | Talaris Therapeutics, Inc.                                 | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $13.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                         | Hackett Group, Inc.                                        | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |        16 | NS      | $325.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax Inc                                   | CareMax, Inc.                                              | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $127.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                    | ACADIA Pharmaceuticals, Inc.                               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |        71 | NS      | $1130.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                    | Nelnet, Inc.                                               | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |         9 | NS      | $816.75       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                | Lovesac Co.                                                | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $176.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In                | First Interstate BancSystem, Inc.                          | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |        54 | NS      | $2087.10      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                  | CryoPort, Inc.                                             | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |        26 | NS      | $451.10       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                 | REV Group, Inc.                                            | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |        24 | NS      | $302.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                         | Urban Edge Properties                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $972.21       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                  | Community Health Systems, Inc.                             | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $328.32       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                                 | Cato Corp.                                                 | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |        12 | NS      | $111.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                | Multiplan Corp.                                            | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $261.05       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp                                 | Rallybio Corp.                                             | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $65.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                           | Editas Medicine, Inc.                                      | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |        41 | NS      | $363.67       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                         | Twist Bioscience Corp.                                     | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |        34 | NS      | $809.54       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                     | Merit Medical Systems, Inc.                                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |        33 | NS      | $2330.46      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                               | 1stdibs.com, Inc.                                          | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $71.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                     | Chesapeake Utilities Corp.                                 | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |        10 | NS      | $1181.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinco Ventures Inc                            | Vinco Ventures, Inc.                                       | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $57.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                                | NV5 Global, Inc.                                           | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $1058.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                   | Alector, Inc.                                              | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |        37 | NS      | $341.51       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                             | Piper Sandler Cos.                                         | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |        10 | NS      | $1301.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                 | Tredegar Corp.                                             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |        16 | NS      | $163.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                 | Papa John's International, Inc.                            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |        19 | NS      | $1563.89      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent Inc                                 | SmartRent, Inc.                                            | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $172.53       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                    | Ligand Pharmaceuticals, Inc.                               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |         9 | NS      | $601.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                  | Ironwood Pharmaceuticals, Inc.                             | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |        83 | NS      | $1028.37      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                 | National Health Investors, Inc.                            | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |        25 | NS      | $1305.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology                 | International Game Technology plc                          | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |        57 | NS      | $1292.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences Inc                    | Alpine Immune Sciences, Inc.                               | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |         9 | NS      | $66.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                    | Korn Ferry                                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |        32 | NS      | $1619.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                 | HCI Group, Inc.                                            | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |         4 | NS      | $158.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                       | SkyWater Technology, Inc.                                  | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $42.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                   | Apollo Medical Holdings, Inc.                              | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |        23 | NS      | $680.57       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                        | DXP Enterprises, Inc.                                      | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $247.95       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                | Cleanspark, Inc.                                           | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |        27 | NS      | $55.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                             | Generation Bio Co.                                         | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $110.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Universal Inc                           | Focus Universal, Inc.                                      | CUSIP: 34417J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $70.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Community Bankshares Inc                | First Community Bankshares, Inc.                           | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $372.90       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                          | Cavco Industries, Inc.                                     | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $1131.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments                | Retail Opportunity Investments Corp.                       | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $1097.19      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                          | Warrior Met Coal, Inc.                                     | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |        31 | NS      | $1073.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                      | Regional Management Corp.                                  | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |         5 | NS      | $140.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                    | One Liberty Properties, Inc.                               | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |        10 | NS      | $222.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                 | Alpha Metallurgical Resources, Inc.                        | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $1317.51      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc                          | Loyalty Ventures, Inc.                                     | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |        13 | NS      | $31.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                        | Laureate Education, Inc.                                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |        81 | NS      | $779.22       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                               | Macerich Co.                                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |       131 | NS      | $1475.06      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                    | Tennant Co.                                                | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |        12 | NS      | $738.84       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                    | Vishay Intertechnology, Inc.                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |        78 | NS      | $1682.46      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                       | Postal Realty Trust, Inc.                                  | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |        11 | NS      | $159.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                             | Cipher Mining, Inc.                                        | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $13.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                        | Lyell Immunopharma, Inc.                                   | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $364.35       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                | Dorian LPG Ltd.                                            | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | US        |        19 | NS      | $360.05       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                              | Latham Group, Inc.                                         | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $96.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Local Bounti Corp.                            | Local Bounti Corp.                                         | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $18.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                      | iRhythm Technologies, Inc.                                 | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |        18 | NS      | $1686.06      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                            | Kura Sushi USA, Inc.                                       | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $143.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group I                | Air Transport Services Group, Inc.                         | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |        36 | NS      | $935.28       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                 | PagerDuty, Inc.                                            | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |        52 | NS      | $1381.12      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                   | Maximus, Inc.                                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |        36 | NS      | $2639.88      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global Inc                               | Bird Global, Inc.                                          | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $18.56        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                        | Hillman Solutions Corp.                                    | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $584.01       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                          | Orthofix Medical, Inc.                                     | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $246.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                  | Biohaven Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        38 | NS      | $527.44       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                 | MaxLinear, Inc.                                            | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |        43 | NS      | $1459.85      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                  | Safehold, Inc.                                             | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |        16 | NS      | $457.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                       | Ellington Financial, Inc.                                  | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |        35 | NS      | $432.95       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc                            | HF Foods Group, Inc.                                       | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |        25 | NS      | $101.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                    | CareDx, Inc.                                               | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |        31 | NS      | $353.71       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade, Inc.                                | Accolade, Inc.                                             | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |        38 | NS      | $296.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                     | Ethan Allen Interiors, Inc.                                | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $343.46       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                   | iRobot Corp.                                               | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |        16 | NS      | $770.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                             | Willdan Group, Inc.                                        | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |         7 | NS      | $124.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                      | Theravance Biopharma, Inc.                                 | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | US        |        39 | NS      | $437.58       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                            | MVB Financial Corp.                                        | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |         7 | NS      | $154.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                            | Varex Imaging Corp.                                        | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |        24 | NS      | $487.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                | DMC Global, Inc.                                           | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |        12 | NS      | $233.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                   | Banner Corp.                                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $1327.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru Inc                                      | Veru, Inc.                                                 | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |        39 | NS      | $205.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                        | Energizer Holdings, Inc.                                   | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |        40 | NS      | $1342.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                   | Summit Hotel Properties, Inc.                              | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |        63 | NS      | $454.86       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                       | Magnolia Oil & Gas Corp.                                   | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $2438.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                       | BrightSpire Capital, Inc.                                  | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |        56 | NS      | $348.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc                  | Hydrofarm Holdings Group, Inc.                             | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |        27 | NS      | $41.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                 | PRA Group, Inc.                                            | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |        23 | NS      | $776.94       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                        | Relay Therapeutics, Inc.                                   | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $702.18       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                    | Ligand Pharmaceuticals Inc                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         3 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                  | Victory Capital Holdings, Inc.                             | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |        10 | NS      | $268.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                | Photronics, Inc.                                           | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |        36 | NS      | $605.88       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                          | WW International, Inc.                                     | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |        33 | NS      | $127.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                  | Balchem Corp.                                              | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        19 | NS      | $2320.09      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc                                      | EQRx, Inc.                                                 | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $290.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                | Cantaloupe, Inc.                                           | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |        36 | NS      | $156.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                | Constellium SE                                             | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | US        |        74 | NS      | $875.42       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                 | iRadimed Corp.                                             | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |         5 | NS      | $141.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                      | Oppenheimer Holdings, Inc.                                 | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $253.98       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc                                    | Amyris, Inc.                                               | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |       118 | NS      | $180.54       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Stoke Therapeutics Inc                        | Stoke Therapeutics, Inc.                                   | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |        13 | NS      | $119.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                           | PAR Technology Corp.                                       | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |        16 | NS      | $417.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                           | PGT Innovations, Inc.                                      | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |        35 | NS      | $628.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Co                | Bluegreen Vacations Holding Corp.                          | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |         8 | NS      | $199.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunlight Financial Holdings In                | Sunlight Financial Holdings, Inc.                          | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $19.35        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                       | Box, Inc.                                                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |        82 | NS      | $2552.66      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                              | HealthStream, Inc.                                         | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |        14 | NS      | $347.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                          | EnPro Industries, Inc.                                     | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        12 | NS      | $1304.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                   | Marqeta, Inc.                                              | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       261 | NS      | $1594.71      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarcos Technology and Robotics                | Sarcos Technology and Robotics Corp.                       | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $28.63        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies In                | Napco Security Technologies, Inc.                          | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |        18 | NS      | $494.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyxtera Technologies Inc                      | Cyxtera Technologies, Inc.                                 | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $48.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                         | Cytek Biosciences, Inc.                                    | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |        69 | NS      | $704.49       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                    | InvenTrust Properties Corp.                                | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |        40 | NS      | $946.80       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                     | Stepan Co.                                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |        13 | NS      | $1383.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group, Inc.                           | Pennant Group, Inc.                                        | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |        17 | NS      | $186.66       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                   | Tiptree, Inc.                                              | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $193.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                          | Astec Industries, Inc.                                     | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |        13 | NS      | $528.58       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                      | Atlanticus Holdings Corp.                                  | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $78.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                       | Titan International, Inc.                                  | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |        32 | NS      | $490.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Manag                | Apartment Investment and Management Co.                    | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |        91 | NS      | $647.92       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                          | Summit Materials, Inc.                                     | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |        73 | NS      | $2078.83      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc                                  | Chimerix, Inc.                                             | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |        51 | NS      | $94.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp                           | Sterling Check Corp.                                       | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $216.58       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                    | Nevro Corp.                                                | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |        22 | NS      | $871.20       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                           | Krystal Biotech, Inc.                                      | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |        12 | NS      | $950.64       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                           | Intrepid Potash, Inc.                                      | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |         7 | NS      | $202.09       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                      | Saia, Inc.                                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        16 | NS      | $3354.88      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                          | BJ's Restaurants, Inc.                                     | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |        13 | NS      | $342.94       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc                           | Franchise Group, Inc.                                      | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |        17 | NS      | $404.94       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings                | Sportsman's Warehouse Holdings, Inc.                       | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |        26 | NS      | $244.66       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                   | Masonite International Corp.                               | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |        14 | NS      | $1128.54      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                      | Fulcrum Therapeutics, Inc.                                 | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $152.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                        | Golden Ocean Group Ltd.                                    | CUSIP: N/A<br>LEI: 549300HQH91CZG0OJL61       | Long             | EC               | CORP              | US        |        74 | NS      | $643.06       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                    | Insmed, Inc.                                               | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        81 | NS      | $1618.38      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services                 | Enterprise Financial Services Corp.                        | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |        21 | NS      | $1028.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                         | Alphatec Holdings, Inc.                                    | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |        42 | NS      | $518.70       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                      | Patterson-UTI Energy, Inc.                                 | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       129 | NS      | $2172.36      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                     | Albany International Corp.                                 | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |        19 | NS      | $1873.21      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                           | Onto Innovation, Inc.                                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        30 | NS      | $2042.70      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                | PriceSmart, Inc.                                           | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |        15 | NS      | $911.70       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                | Quantum-Si, Inc.                                           | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $100.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                           | Varonis Systems, Inc.                                      | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |        66 | NS      | $1580.04      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Funds                          | First American Government Obligations Fund                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      7530 | NS      | $7529.71      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                         | Helmerich & Payne, Inc.                                    | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |        61 | NS      | $3023.77      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                          | Laredo Petroleum, Inc.                                     | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |        10 | NS      | $514.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                | First Commonwealth Financial Corp.                         | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |        56 | NS      | $782.32       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc                  | KalVista Pharmaceuticals, Inc.                             | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |        15 | NS      | $101.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                     | Asana, Inc.                                                | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $619.65       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In                | Aerojet Rocketdyne Holdings, Inc.                          | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |        48 | NS      | $2684.64      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                         | Silk Road Medical, Inc.                                    | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |        22 | NS      | $1162.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                          | Marten Transport Ltd.                                      | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $692.30       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                  | Supernus Pharmaceuticals, Inc.                             | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |        29 | NS      | $1034.43      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaleyra Inc                                   | Kaleyra, Inc.                                              | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               | CORP              | US        |        20 | NS      | $15.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                    | EZCORP, Inc.                                               | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |        30 | NS      | $244.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                           | Upland Software, Inc.                                      | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |        18 | NS      | $128.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                               | Hecla Mining Co.                                           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |       324 | NS      | $1801.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp                        | National Research Corp.                                    | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |         8 | NS      | $298.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                            | Investors Title Co.                                        | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $147.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                      | Golden Entertainment, Inc.                                 | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |        12 | NS      | $448.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                        | Progress Software Corp.                                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |        26 | NS      | $1311.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                     | ePlus, Inc.                                                | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |        16 | NS      | $708.48       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                           | Spirit Airlines, Inc.                                      | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |        65 | NS      | $1266.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                       | Methode Electronics, Inc.                                  | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |        21 | NS      | $931.77       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                        | Arbor Realty Trust, Inc.                                   | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |        97 | NS      | $1279.43      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                          | Mercury General Corp.                                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |        17 | NS      | $581.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                              | Boise Cascade Co.                                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |        24 | NS      | $1648.08      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc                               | EngageSmart, Inc.                                          | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $387.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                      | Equitrans Midstream Corp.                                  | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |       248 | NS      | $1661.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                        | Maxar Technologies, Inc.                                   | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |        43 | NS      | $2224.82      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                  | Archrock, Inc.                                             | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |        81 | NS      | $727.38       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                         | CTO Realty Growth, Inc.                                    | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $182.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                | ScanSource, Inc.                                           | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |        16 | NS      | $467.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                            | UMB Financial Corp.                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |        26 | NS      | $2171.52      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                    | Huron Consulting Group, Inc.                               | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |        12 | NS      | $871.20       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                | Brink's Co.                                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |        27 | NS      | $1450.17      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                           | C4 Therapeutics, Inc.                                      | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $147.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                   | Avient Corp.                                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |        56 | NS      | $1890.56      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                             | RMR Group, Inc.                                            | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |         9 | NS      | $254.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                | LCI Industries                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |        15 | NS      | $1386.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                        | Employers Holdings, Inc.                                   | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $690.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                              | Radian Group, Inc.                                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |        95 | NS      | $1811.65      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                             | Overstock.com, Inc.                                        | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |        26 | NS      | $503.36       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp                       | Artesian Resources Corp.                                   | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $292.90       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp                       | aka Brands Holding Corp.                                   | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $8.89         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                       | RPC, Inc.                                                  | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $391.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati                | Heidrick & Struggles International, Inc.                   | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |        11 | NS      | $307.67       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                        | First Bank/Hamilton NJ                                     | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |         9 | NS      | $123.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                      | XPEL, Inc.                                                 | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |        13 | NS      | $780.78       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                          | Urban Outfitters, Inc.                                     | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |        37 | NS      | $882.45       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                         | Vivint Smart Home, Inc.                                    | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $666.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                      | Figs, Inc.                                                 | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $518.21       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                             | Shoe Carnival, Inc.                                        | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $286.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                   | Plexus Corp.                                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |        16 | NS      | $1646.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                  | Invesco Mortgage Capital, Inc.                             | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |        20 | NS      | $254.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                  | Sinclair Broadcast Group, Inc.                             | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |        23 | NS      | $356.73       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                     | American Assets Trust, Inc.                                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $795.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                      | Northern Oil and Gas, Inc.                                 | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |        39 | NS      | $1201.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                | Gannett Company, Inc.                                      | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |        87 | NS      | $176.61       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                                     | Latch, Inc.                                                | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $34.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                      | Axcelis Technologies, Inc.                                 | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |        20 | NS      | $1587.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                         | Cara Therapeutics, Inc.                                    | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |        27 | NS      | $289.98       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                | Information Services Group, Inc.                           | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |        24 | NS      | $110.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                    | Syndax Pharmaceuticals, Inc.                               | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |        31 | NS      | $788.95       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                           | Equity Commonwealth                                        | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |        62 | NS      | $1548.14      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                          | Amkor Technology, Inc.                                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |        61 | NS      | $1462.78      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                       | Global Medical REIT, Inc.                                  | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |        37 | NS      | $350.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                             | Kura Oncology, Inc.                                        | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |        38 | NS      | $471.58       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                 | Weatherford International plc                              | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | US        |        43 | NS      | $2189.56      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                              | Saul Centers, Inc.                                         | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $284.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                        | Seres Therapeutics, Inc.                                   | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |        42 | NS      | $235.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                   | ARMOUR Residential REIT, Inc.                              | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |        79 | NS      | $444.77       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                    | Atkore, Inc.                                               | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |        25 | NS      | $2835.50      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gelesis Holdings Inc                          | Gelesis Holdings, Inc.                                     | CUSIP: 36850R204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $2.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc                      | Luminar Technologies, Inc.                                 | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |       144 | NS      | $712.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| elf Beauty Inc                                | elf Beauty, Inc.                                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |        29 | NS      | $1603.70      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                          | Simulations Plus, Inc.                                     | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $329.13       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp                      | Citizens & Northern Corp.                                  | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $205.74       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The                           | Shyft Group, Inc.                                          | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |        20 | NS      | $497.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                               | Vivid Seats, Inc.                                          | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $109.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocket Lab USA Inc                            | Rocket Lab USA, Inc.                                       | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $475.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                | IVERIC bio, Inc.                                           | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |        79 | NS      | $1691.39      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                              | ZipRecruiter, Inc.                                         | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |        44 | NS      | $722.48       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                  | Icosavax, Inc.                                             | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $103.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owlet Inc                                     | Owlet, Inc.                                                | CUSIP: 69120X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $5.59         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                    | Prometheus Biosciences, Inc.                               | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $2310.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                   | KnowBe4, Inc.                                              | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $1065.54      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                        | Columbia Financial, Inc.                                   | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |        22 | NS      | $475.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I                | Sunnova Energy International, Inc.                         | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |        59 | NS      | $1062.59      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                        | Nurix Therapeutics, Inc.                                   | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $296.46       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                     | Arko Corp.                                                 | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $433.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                  | Embecta Corp.                                              | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |        34 | NS      | $859.86       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                           | Ladder Capital Corp.                                       | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |        69 | NS      | $692.76       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                       | Central Garden & Pet Co.                                   | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |        24 | NS      | $859.20       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                   | Unisys Corp.                                               | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |        40 | NS      | $204.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                         | RAPT Therapeutics, Inc.                                    | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |        16 | NS      | $316.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                            | Outset Medical, Inc.                                       | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $722.96       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                      | ON24, Inc.                                                 | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $215.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp                            | American Well Corp.                                        | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $393.37       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                          | Sturm Ruger & Company, Inc.                                | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |        11 | NS      | $556.82       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                              | ACCO Brands Corp.                                          | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |        64 | NS      | $357.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                              | Weis Markets, Inc.                                         | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $822.90       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                       | Y-mAbs Therapeutics, Inc.                                  | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $107.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp                        | Li-Cycle Holdings Corp.                                    | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $380.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                   | Inspire Medical Systems, Inc.                              | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |        17 | NS      | $4281.96      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi                | First Business Financial Services, Inc.                    | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |         5 | NS      | $182.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                               | LendingTree, Inc.                                          | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |         6 | NS      | $127.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                | Protagonist Therapeutics, Inc.                             | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $294.57       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                | Advanced Energy Industries, Inc.                           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |        22 | NS      | $1887.16      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                   | NextNav, Inc.                                              | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $96.69        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                      | Travere Therapeutics, Inc.                                 | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $778.11       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                         | HarborOne Bancorp, Inc.                                    | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |        26 | NS      | $361.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                             | Andersons, Inc.                                            | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |        20 | NS      | $699.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                                    | R1 RCM, Inc.                                               | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $963.60       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                              | Warby Parker, Inc.                                         | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $674.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                     | Vanda Pharmaceuticals, Inc.                                | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |        34 | NS      | $251.26       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                            | Cohen & Steers, Inc.                                       | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |        15 | NS      | $968.40       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                   | Atomera, Inc.                                              | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $74.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                    | A-Mark Precious Metals, Inc.                               | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |        11 | NS      | $382.03       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                            | Aaron's Company, Inc.                                      | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $215.10       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                             | PROG Holdings, Inc.                                        | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |        29 | NS      | $489.81       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Bra                | Liberty Media Corporation-Liberty Braves                   | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $741.29       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                  | Nuvalent, Inc.                                             | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $297.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc                             | Paya Holdings, Inc.                                        | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $417.11       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                   | Livent Corp.                                               | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |        98 | NS      | $1947.26      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems                 | Computer Programs and Systems, Inc.                        | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |         8 | NS      | $217.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                         | Hyliion Holdings Corp.                                     | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $187.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                       | Jounce Therapeutics, Inc.                                  | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |        26 | NS      | $28.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                          | Celsius Holdings, Inc.                                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $3433.32      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp                            | Vizio Holding Corp.                                        | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $303.81       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                    | Vishay Precision Group, Inc.                               | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $270.55       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructur                | Solaris Oilfield Infrastructure, Inc.                      | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        19 | NS      | $188.67       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                           | Myriad Genetics, Inc.                                      | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |        48 | NS      | $696.48       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                | Essential Properties Realty Trust, Inc.                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |        82 | NS      | $1924.54      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                    | Horace Mann Educators Corp.                                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |        25 | NS      | $934.25       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                   | Aurinia Pharmaceuticals, Inc.                              | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | US        |        81 | NS      | $349.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                           | BellRing Brands, Inc.                                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |        78 | NS      | $1999.92      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hycroft Mining Holding Corp                   | Hycroft Mining Holding Corp.                               | CUSIP: 44862P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $48.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I                | Helix Energy Solutions Group, Inc.                         | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |        87 | NS      | $642.06       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co Inc/The                          | Beachbody Company, Inc.                                    | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $33.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                        | Alarm.com Holdings, Inc.                                   | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |        29 | NS      | $1434.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                                  | Noodles & Co.                                              | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |        25 | NS      | $137.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings I                | AssetMark Financial Holdings, Inc.                         | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |        13 | NS      | $299.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                       | Alexander & Baldwin, Inc.                                  | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $805.39       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                      | Fox Factory Holding Corp.                                  | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |        25 | NS      | $2280.75      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc                      | Wheels Up Experience, Inc.                                 | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $98.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                      | HNI Corp.                                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |        24 | NS      | $682.32       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                      | RLI Corp.                                                  | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |        23 | NS      | $3019.21      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                           | Reservoir Media, Inc.                                      | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |        12 | NS      | $71.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                             | Legalzoom.com, Inc.                                        | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |        57 | NS      | $441.18       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                   | Workiva, Inc.                                              | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |        29 | NS      | $2435.13      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                    | Apple Hospitality REIT, Inc.                               | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |       130 | NS      | $2051.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                         | Bank of Marin Bancorp                                      | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $328.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                                     | PetIQ, Inc.                                                | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |        17 | NS      | $156.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                        | First Internet Bancorp                                     | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |         6 | NS      | $145.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I                | Piedmont Office Realty Trust, Inc.                         | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $678.58       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                | Brightcove, Inc.                                           | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |        25 | NS      | $130.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                             | MicroStrategy, Inc.                                        | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |         6 | NS      | $849.42       | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardlytics Inc                                | Cardlytics, Inc.                                           | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |        22 | NS      | $127.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                       | Target Hospitality Corp.                                   | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $272.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                     | Atara Biotherapeutics, Inc.                                | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |        54 | NS      | $177.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                   | Custom Truck One Source, Inc.                              | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $221.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                   | Neogen Corp.                                               | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |       130 | NS      | $1979.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                    | Rocket Pharmaceuticals, Inc.                               | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |        32 | NS      | $626.24       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                       | Herbalife Nutrition Ltd.                                   | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | US        |        58 | NS      | $863.04       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                             | AeroVironment, Inc.                                        | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        14 | NS      | $1199.24      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                   | Anterix, Inc.                                              | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        11 | NS      | $353.87       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                | Buckle, Inc.                                               | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |        18 | NS      | $816.30       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                 | Bandwidth, Inc.                                            | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |        14 | NS      | $321.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                        | Keros Therapeutics, Inc.                                   | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $528.22       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                            | Sight Sciences, Inc.                                       | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $158.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                      | Fabrinet                                                   | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | US        |        22 | NS      | $2820.84      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                   | Root, Inc.                                                 | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $22.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                  | Conduent, Inc.                                             | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |       103 | NS      | $417.15       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                             | PNM Resources, Inc.                                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |        51 | NS      | $2488.29      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                     | OceanFirst Financial Corp.                                 | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $722.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                  | Omnicell, Inc.                                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |        27 | NS      | $1361.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                       | EnerSys                                                    | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |        24 | NS      | $1772.16      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                  | Denny's Corp.                                              | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |        33 | NS      | $303.93       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                            | CareTrust REIT, Inc.                                       | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |        59 | NS      | $1096.22      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                  | SpringWorks Therapeutics, Inc.                             | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $546.21       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                      | Aclaris Therapeutics, Inc.                                 | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |        38 | NS      | $598.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                       | Goosehead Insurance, Inc.                                  | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |        12 | NS      | $412.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Ho                | Consolidated Communications Holdings, Inc.                 | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |        44 | NS      | $157.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                    | ServisFirst Bancshares, Inc.                               | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $2067.30      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lulu's Fashion Lounge Holdings                | Lulu's Fashion Lounge Holdings, Inc.                       | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $10.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                    | nLight, Inc.                                               | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $263.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                                    | Fisker, Inc.                                               | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |        98 | NS      | $712.46       | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Weave Communications Inc                      | Weave Communications, Inc.                                 | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $82.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings In                | Evolv Technologies Holdings, Inc.                          | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $132.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IronNet Inc                                   | IronNet, Inc.                                              | CUSIP: 46323Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $8.97         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                        | Univest Financial Corp.                                    | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |        18 | NS      | $470.34       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc                        | Danimer Scientific, Inc.                                   | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |        55 | NS      | $98.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                     | Community Bank System, Inc.                                | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |        32 | NS      | $2014.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                             | Kosmos Energy Ltd.                                         | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |       273 | NS      | $1736.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                  | TravelCenters of America, Inc.                             | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |         8 | NS      | $358.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                              | RBC Bearings, Inc.                                         | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $3558.95      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                   | Hibbett, Inc.                                              | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |         8 | NS      | $545.76       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                 | M/I Homes, Inc.                                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        16 | NS      | $738.88       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                               | 1st Source Corp.                                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $530.90       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                             | Athira Pharma, Inc.                                        | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $63.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                              | Nuvation Bio, Inc.                                         | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $136.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc                              | Benefitfocus, Inc.                                         | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |        15 | NS      | $156.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                            | UFP Industries, Inc.                                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |        35 | NS      | $2773.75      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                             | Joby Aviation, Inc.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       151 | NS      | $505.85       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                            | Nano-X Imaging Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        27 | NS      | $199.26       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| API Group Corp                                | API Group Corp.                                            | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |       125 | NS      | $2351.25      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                          | Blue Foundry Bancorp                                       | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |        16 | NS      | $205.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                      | Blueprint Medicines Corp.                                  | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |        36 | NS      | $1577.16      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                      | AAR Corp.                                                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |        20 | NS      | $898.00       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                   | NETGEAR, Inc.                                              | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |        17 | NS      | $307.87       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                      | AAON, Inc.                                                 | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $1958.32      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                 | ImmunoGen, Inc.                                            | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |       130 | NS      | $644.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group                 | Brightsphere Investment Group, Inc.                        | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |        19 | NS      | $391.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding                | Credo Technology Group Holding Ltd.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        56 | NS      | $745.36       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                         | CommVault Systems, Inc.                                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        27 | NS      | $1696.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                        | Pioneer Bancorp, Inc.                                      | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $79.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                                    | Vaxart, Inc.                                               | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $72.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                              | Pitney Bowes, Inc.                                         | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |       104 | NS      | $395.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc                       | Eagle Bulk Shipping, Inc.                                  | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | US        |         8 | NS      | $399.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                      | Northwest Bancshares, Inc.                                 | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $1006.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                              | Eastman Kodak Co.                                          | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |        35 | NS      | $106.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                     | OppFi, Inc.                                                | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $16.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                     | Perella Weinberg Partners                                  | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $235.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                  | NuVasive, Inc.                                             | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |        31 | NS      | $1278.44      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                        | Insteel Industries, Inc.                                   | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |        12 | NS      | $330.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                | MGE Energy, Inc.                                           | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $1548.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I                | Ryman Hospitality Properties, Inc.                         | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |        32 | NS      | $2616.96      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc                         | Provident Bancorp, Inc.                                    | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $65.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                 | Ingevity Corp.                                             | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |        23 | NS      | $1620.12      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                           | Park Aerospace Corp.                                       | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |        11 | NS      | $147.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                      | iShares Russell 2000 Index ETF                             | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |      1889 | NS      | $329366.04    | 9.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                   | Unitil Corp.                                               | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $513.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                       | AXT, Inc.                                                  | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |        25 | NS      | $109.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                           | Bloomin' Brands, Inc.                                      | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |        53 | NS      | $1066.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                 | American Axle & Manufacturing Holdings, Inc.               | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $531.76       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                | National Presto Industries, Inc.                           | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $205.38       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                  | Gentherm, Inc.                                             | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |        20 | NS      | $1305.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                          | Marine Products Corp.                                      | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $58.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                           | Jack in the Box, Inc.                                      | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |        12 | NS      | $818.76       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                  | Flywire Corp.                                              | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |        33 | NS      | $807.51       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                  | HB Fuller Co.                                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |        32 | NS      | $2291.84      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                           | Amerant Bancorp, Inc.                                      | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |        18 | NS      | $483.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                            | CVB Financial Corp.                                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $2008.50      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                   | Rush Street Interactive, Inc.                              | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $129.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenLight Biosciences Holding                | GreenLight Biosciences Holdings PBC                        | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $11.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National HealthCare Corp                      | National Healthcare Corp.                                  | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $416.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                      | Alignment Healthcare, Inc.                                 | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $693.84       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                            | UMH Properties, Inc.                                       | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |        30 | NS      | $483.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                   | Karyopharm Therapeutics, Inc.                              | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |        46 | NS      | $156.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed NV                                    | Affimed N.V.                                               | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | US        |        85 | NS      | $105.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                         | Bed Bath & Beyond, Inc.                                    | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |        48 | NS      | $120.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Inovio Pharmaceuticals Inc                    | Inovio Pharmaceuticals, Inc.                               | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |       145 | NS      | $226.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                 | Selective Insurance Group, Inc.                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        36 | NS      | $3189.96      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                       | Energy Fuels, Inc.                                         | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |        94 | NS      | $583.74       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                           | Amplify Energy Corp.                                       | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |        21 | NS      | $184.59       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                    | Kadant, Inc.                                               | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |         7 | NS      | $1243.41      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                    | Farmers National Banc Corp.                                | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $268.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co                            | 23andMe Holding Co.                                        | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $326.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                      | United Natural Foods, Inc.                                 | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |        35 | NS      | $1354.85      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                    | Bumble, Inc.                                               | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $1073.55      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                       | CNO Financial Group, Inc.                                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |        67 | NS      | $1530.95      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                          | Manitowoc Company, Inc.                                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |        21 | NS      | $192.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                 | Frontdoor, Inc.                                            | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |        49 | NS      | $1019.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                              | McGrath RentCorp                                           | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        14 | NS      | $1382.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                       | Tenaya Therapeutics, Inc.                                  | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $34.17        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                             | FB Financial Corp.                                         | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |        23 | NS      | $831.22       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                     | America's Car-Mart, Inc.                                   | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $289.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc                    | Global Water Resources, Inc.                               | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $106.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                  | Big Lots, Inc.                                             | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $249.90       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                             | GCM Grosvenor, Inc.                                        | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $220.69       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                     | Smith & Wesson Brands, Inc.                                | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |        28 | NS      | $243.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                            | Teekay Tankers Ltd.                                        | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | US        |        13 | NS      | $400.53       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                         | BioLife Solutions, Inc.                                    | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |        20 | NS      | $364.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                          | Hilltop Holdings, Inc.                                     | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |        30 | NS      | $900.30       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                        | Blade Air Mobility, Inc.                                   | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $121.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                           | Century Casinos, Inc.                                      | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |        16 | NS      | $112.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| View Inc                                      | View, Inc.                                                 | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $64.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreCivic Inc                                 | CoreCivic, Inc.                                            | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |        68 | NS      | $786.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                      | Encore Capital Group, Inc.                                 | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |        14 | NS      | $671.16       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                  | Transcat, Inc.                                             | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |         5 | NS      | $354.35       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp                            | Landsea Homes Corp.                                        | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |         7 | NS      | $36.47        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                         | Alerus Financial Corp.                                     | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |         9 | NS      | $210.15       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc                        | Ventyx Biosciences, Inc.                                   | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $426.27       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                  | Medifast, Inc.                                             | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |         6 | NS      | $692.10       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of Califor                | Pacific Biosciences of California, Inc.                    | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |       137 | NS      | $1120.66      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                | Tejon Ranch Co.                                            | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |        13 | NS      | $244.92       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                 | Goodyear Tire & Rubber Co.                                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |       169 | NS      | $1715.35      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                          | NetScout Systems, Inc.                                     | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |        40 | NS      | $1300.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings                | Clear Channel Outdoor Holdings, Inc.                       | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       216 | NS      | $226.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                   | SiTime Corp.                                               | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $1016.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                       | ExlService Holdings, Inc.                                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        19 | NS      | $3219.17      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc                      | Instructure Holdings, Inc.                                 | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $234.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                     | Greif, Inc.                                                | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |         3 | NS      | $234.69       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling                | Hyster-Yale Materials Handling, Inc.                       | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $151.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc                         | DICE Therapeutics, Inc.                                    | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $655.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                 | Arrowhead Pharmaceuticals, Inc.                            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |        63 | NS      | $2555.28      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Cor                | Comtech Telecommunications Corp.                           | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |        16 | NS      | $194.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                          | Federated Hermes, Inc.                                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |        50 | NS      | $1815.50      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                    | Alight, Inc.                                               | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |       202 | NS      | $1688.72      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                        | Genworth Financial, Inc.                                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |       294 | NS      | $1555.26      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                                  | Proterra, Inc.                                             | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $497.64       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology Inc                    | Nautilus Biotechnology, Inc.                               | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $52.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                              | ACV Auctions, Inc.                                         | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $550.07       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                   | Redfin Corp.                                               | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |        62 | NS      | $262.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                   | Compass, Inc.                                              | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $372.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                   | Progyny, Inc.                                              | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $1401.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                   | Two Harbors Investment Corp.                               | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |        52 | NS      | $820.04       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC                             | Triumph Group, Inc.                                        | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | N/A              | DE               |  | US        |         0 | NS      | $0.27         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                           | Stellar Bancorp, Inc.                                      | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |        27 | NS      | $795.42       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                      | VSE Corp.                                                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |         6 | NS      | $281.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                | Office Properties Income Trust                             | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $373.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Ultra Short Duration Fund - Institutional Class | CUSIP: 40169J523<br>LEI: N/A                  | Long             | EC               | RF                | US        |     43160 | NS      | $416064.67    | 12.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                  | Genco Shipping & Trading Ltd.                              | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | US        |        23 | NS      | $353.28       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                 | Shoals Technologies Group, Inc.                            | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $2047.61      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                 | Barrett Business Services, Inc.                            | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |         4 | NS      | $373.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc                               | Cano Health, Inc.                                          | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $134.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                             | PROS Holdings, Inc.                                        | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |        25 | NS      | $606.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                       | Avidity Biosciences, Inc.                                  | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $665.70       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                    | Cerus Corp.                                                | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |       105 | NS      | $383.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                     | Xperi, Inc.                                                | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $215.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                               | Citi Trends, Inc.                                          | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |         6 | NS      | $158.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                   | Nordic American Tankers Ltd.                               | CUSIP: N/A<br>LEI: 213800W4T8AMPKIPIU94       | Long             | EC               | CORP              | US        |       116 | NS      | $354.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Strategy Fund II                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |      9842 | NS      | $236612.33    | 7.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc                            | Bakkt Holdings, Inc.                                       | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $44.03        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Repay Holdings Corp                           | Repay Holdings Corp.                                       | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $418.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                             | Vista Outdoor, Inc.                                        | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |        34 | NS      | $828.58       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                              | Black Hills Corp.                                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |        38 | NS      | $2672.92      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                            | Calavo Growers, Inc.                                       | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $323.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services In                | PAM Transportation Services, Inc.                          | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $103.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                    | Kaman Corp.                                                | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |        17 | NS      | $379.10       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                | Green Dot Corp.                                            | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $442.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                             | SITE Centers Corp.                                         | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |       118 | NS      | $1611.88      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                    | Heritage Financial Corp.                                   | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $612.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                               | Squarespace, Inc.                                          | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |        18 | NS      | $399.06       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol                | MACOM Technology Solutions Holdings, Inc.                  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $1889.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                   | South Jersey Industries, Inc.                              | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |        74 | NS      | $2629.22      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity Inc                                | Celularity, Inc.                                           | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $50.31        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                | Kennametal, Inc.                                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |        48 | NS      | $1154.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                       | Pebblebrook Hotel Trust                                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |        78 | NS      | $1044.42      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                  | Bally's Corp.                                              | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |        22 | NS      | $426.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                  | Compass Diversified Holdings                               | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |        36 | NS      | $656.28       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                           | PotlatchDeltic Corp.                                       | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |        47 | NS      | $2067.53      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                              | LendingClub Corp.                                          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |        60 | NS      | $528.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Ltd                        | Gambling.com Group Ltd.                                    | CUSIP: N/A<br>LEI: 254900PUNXQ3N26IMU63       | Long             | EC               | CORP              | US        |         6 | NS      | $54.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                          | Camden National Corp.                                      | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |         9 | NS      | $375.21       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                    | Brady Corp.                                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |        27 | NS      | $1271.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc                        | Indus Realty Trust, Inc.                                   | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |         4 | NS      | $253.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                       | Physicians Realty Trust                                    | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |       136 | NS      | $1967.92      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                             | Redwood Trust, Inc.                                        | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |        68 | NS      | $459.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                 | Ambarella, Inc.                                            | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | US        |        22 | NS      | $1809.06      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                         | Vir Biotechnology, Inc.                                    | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $1113.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                         | ATN International, Inc.                                    | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |         6 | NS      | $271.86       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group In                | National Western Life Group, Inc.                          | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |         1 | NS      | $281.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                             | Tutor Perini Corp.                                         | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |        25 | NS      | $188.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                      | Ultra Clean Holdings, Inc.                                 | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |        27 | NS      | $895.05       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                          | Beazer Homes USA, Inc.                                     | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |        18 | NS      | $229.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                     | Edgewell Personal Care Co.                                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |        30 | NS      | $1156.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                             | Rimini Street, Inc.                                        | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |        29 | NS      | $110.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical Inc                        | Vicarious Surgical, Inc.                                   | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $66.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkshire Hills Bancorp Inc                   | Berkshire Hills Bancorp, Inc.                              | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |        26 | NS      | $777.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                          | Ramaco Resources, Inc.                                     | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        13 | NS      | $114.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                         | Civitas Resources, Inc.                                    | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |        44 | NS      | $2548.92      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                               | iHeartMedia, Inc.                                          | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $453.62       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                  | Bread Financial Holdings, Inc.                             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |        31 | NS      | $1167.46      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Physical Therapy Inc                      | ATI Physical Therapy, Inc.                                 | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $13.73        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc                   | MoneyGram International, Inc.                              | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |        57 | NS      | $620.73       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                        | Peoples Bancorp, Inc.                                      | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $480.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                              | AMC Networks, Inc.                                         | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        19 | NS      | $297.73       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                        | Forrester Research, Inc.                                   | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |         8 | NS      | $286.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group Inc                        | 22nd Century Group, Inc.                                   | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $90.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp/IN                       | First Financial Corp.                                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $322.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                     | Carpenter Technology Corp.                                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        28 | NS      | $1034.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                            | Arch Resources, Inc.                                       | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |         9 | NS      | $1285.11      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                   | SI-BONE, Inc.                                              | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |        20 | NS      | $272.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp                                  | Invitae Corp.                                              | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |       138 | NS      | $256.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                | Schnitzer Steel Industries, Inc.                           | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |        16 | NS      | $490.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                     | DocGo, Inc.                                                | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $339.36       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                                   | Aemetis, Inc.                                              | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |        17 | NS      | $67.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings Inc                | Capstar Financial Holdings, Inc.                           | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $229.58       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                             | Bristow Group, Inc.                                        | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |        16 | NS      | $434.08       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                | Central Pacific Financial Corp.                            | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |        16 | NS      | $324.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                        | Patrick Industries, Inc.                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |        13 | NS      | $787.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                      | Kearny Financial Corp.                                     | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $365.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                       | Flushing Financial Corp.                                   | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $368.22       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                            | LSB Industries, Inc.                                       | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |        44 | NS      | $585.20       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                    | ALLETE, Inc.                                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |        35 | NS      | $2257.85      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                    | Cheesecake Factory, Inc.                                   | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |        29 | NS      | $919.59       | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MasterCraft Boat Holdings Inc                 | MasterCraft Boat Holdings, Inc.                            | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |        12 | NS      | $310.44       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp                           | Terran Orbital Corp.                                       | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $22.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Momentus, Inc.                                | Momentus, Inc.                                             | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $24.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co                | Peapack-Gladstone Financial Corp.                          | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |        11 | NS      | $409.42       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                       | Tompkins Financial Corp.                                   | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |         9 | NS      | $698.22       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AEye Inc                                      | AEye, Inc.                                                 | CUSIP: 008183105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $7.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                              | CarParts.com, Inc.                                         | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |        30 | NS      | $187.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                | Astronics Corp.                                            | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |        15 | NS      | $154.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc                      | Destination XL Group, Inc.                                 | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $276.75       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                     | Sally Beauty Holdings, Inc.                                | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |        65 | NS      | $813.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                 | Envestnet, Inc.                                            | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |        32 | NS      | $1974.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                          | Bridgebio Pharma, Inc.                                     | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |        63 | NS      | $480.06       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                | Cue Health, Inc.                                           | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $132.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velo3D Inc                                    | Velo3D, Inc.                                               | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $60.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                | QuinStreet, Inc.                                           | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |        31 | NS      | $444.85       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                      | Triton International Ltd.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        35 | NS      | $2407.30      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                             | Cambridge Bancorp                                          | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $332.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                  | AdvanSix, Inc.                                             | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |        16 | NS      | $608.32       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                  | Redwire Corp.                                              | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $21.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                          | UFP Technologies, Inc.                                     | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |         4 | NS      | $471.56       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                   | CorVel Corp.                                               | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $726.65       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                  | ODP Corp.                                                  | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $1092.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PolyMet Mining Corp                           | PolyMet Mining Corp.                                       | CUSIP: 731916409<br>LEI: 529900I1B64WM0PRZW40 | Long             | EC               | CORP              | US        |        18 | NS      | $47.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleON Inc                                  | RumbleON, Inc.                                             | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |         6 | NS      | $38.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                       | Caribou Biosciences, Inc.                                  | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $207.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                   | Phathom Pharmaceuticals, Inc.                              | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $157.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc                 | Diamond Offshore Drilling, Inc.                            | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |        59 | NS      | $613.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                             | Boston Omaha Corp.                                         | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |        13 | NS      | $344.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                              | Bluebird Bio, Inc.                                         | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $311.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                            | Origin Bancorp, Inc.                                       | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |        13 | NS      | $477.10       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                | PennyMac Mortgage Investment Trust                         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |        53 | NS      | $656.67       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                            | Middlesex Water Co.                                        | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $786.70       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                         | BlueLinx Holdings, Inc.                                    | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |         6 | NS      | $426.66       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                    | Tarsus Pharmaceuticals, Inc.                               | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $161.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                  | Eagle Pharmaceuticals, Inc.                                | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |         6 | NS      | $175.38       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                    | Sensient Technologies Corp.                                | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |        25 | NS      | $1823.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                       | Insight Enterprises, Inc.                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |        19 | NS      | $1905.13      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                      | Broadstone Net Lease, Inc.                                 | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       104 | NS      | $1685.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                       | Expro Group Holdings N.V.                                  | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | US        |        47 | NS      | $852.11       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                      | Ooma, Inc.                                                 | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $190.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                   | Heartland Financial USA, Inc.                              | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |        24 | NS      | $1118.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                      | Turning Point Brands, Inc.                                 | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |        10 | NS      | $216.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                         | Beam Therapeutics, Inc.                                    | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $1486.18      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc                                  | Poshmark, Inc.                                             | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $482.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                           | Kodiak Sciences, Inc.                                      | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |        21 | NS      | $150.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                        | FirstCash Holdings, Inc.                                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $1998.93      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc                              | Spire Global, Inc.                                         | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |        76 | NS      | $72.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc                      | Bluerock Homes Trust, Inc.                                 | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $42.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                         | Shockwave Medical, Inc.                                    | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |        21 | NS      | $4317.81      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                               | 3D Systems Corp.                                           | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |        76 | NS      | $562.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc                                   | Invivyd, Inc.                                              | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $46.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp                                   | Teekay Corp.                                               | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | US        |        41 | NS      | $186.14       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares Inc                 | First Guaranty Bancshares, Inc.                            | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |         4 | NS      | $93.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                  | Cargurus, Inc.                                             | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |        62 | NS      | $868.62       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                  | Knowles Corp.                                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |        54 | NS      | $886.68       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                    | El Pollo Loco Holdings, Inc.                               | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |        11 | NS      | $109.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                         | Skyline Champion Corp.                                     | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $1648.32      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                       | Hudson Technologies, Inc.                                  | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $263.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                         | Veeco Instruments, Inc.                                    | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |        30 | NS      | $557.40       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                        | Northfield Bancorp, Inc.                                   | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $456.17       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                   | RxSight, Inc.                                              | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $164.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                   | Arvinas, Inc.                                              | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $992.09       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                         | Heartland Express, Inc.                                    | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |        28 | NS      | $429.52       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                              | TriCo Bancshares                                           | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $968.81       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                       | Meridian Bioscience, Inc.                                  | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |        26 | NS      | $863.46       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                          | Quaker Chemical Corp.                                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |         8 | NS      | $1335.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                         | BofA Securities, Inc.                                      | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |     59179 | PA      | $59178.58     | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Second Bancorp Inc                        | Old Second Bancorp, Inc.                                   | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |        26 | NS      | $417.04       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Cyber Sentinel Corp                  | Cerberus Cyber Sentinel Corp.                              | CUSIP: 15672X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $71.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                  | Vericel Corp.                                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |        29 | NS      | $763.86       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                    | SeaWorld Entertainment, Inc.                               | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |        24 | NS      | $1284.24      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                        | Home BancShares, Inc.                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $2620.85      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                               | SiriusPoint Ltd.                                           | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | US        |        55 | NS      | $324.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                 | Capitol Federal Financial, Inc.                            | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $683.35       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                         | World Acceptance Corp.                                     | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $197.82       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                     | Columbus McKinnon Corp.                                    | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |        17 | NS      | $551.99       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                    | Amneal Pharmaceuticals, Inc.                               | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |        62 | NS      | $123.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                      | Alta Equipment Group, Inc.                                 | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |        14 | NS      | $184.66       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Grey Inc                            | Berkshire Grey, Inc.                                       | CUSIP: 084656107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $17.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                              | ACM Research, Inc.                                         | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |        29 | NS      | $223.59       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                   | Enovix Corp.                                               | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |        65 | NS      | $808.60       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                           | Westamerica BanCorp                                        | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $944.16       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Theseus Pharmaceuticals Inc                   | Theseus Pharmaceuticals, Inc.                              | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $54.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp.                                   | Absci Corp.                                                | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $67.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                   | OFG Bancorp                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |        27 | NS      | $744.12       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                      | Brookfield Business Corp.                                  | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $300.64       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                         | Clearwater Paper Corp.                                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |        10 | NS      | $378.10       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                    | N-able, Inc.                                               | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $421.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                 | Golar LNG Ltd.                                             | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | US        |        61 | NS      | $1390.19      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc                | Allied Motion Technologies, Inc.                           | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |         8 | NS      | $278.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                        | Acushnet Holdings Corp.                                    | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |        20 | NS      | $849.20       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                              | InterDigital, Inc.                                         | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $841.16       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                    | Arcosa, Inc.                                               | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |        29 | NS      | $1575.86      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                       | Design Therapeutics, Inc.                                  | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $205.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                   | Appian Corp.                                               | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |        24 | NS      | $781.44       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics, Inc.               | 4D Molecular Therapeutics, Inc.                            | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $399.78       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate                 | Apollo Commercial Real Estate Finance, Inc.                | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |        84 | NS      | $903.84       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management G                | Silvercrest Asset Management Group, Inc.                   | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $112.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                           | Payoneer Global, Inc.                                      | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       131 | NS      | $716.57       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                        | Abercrombie & Fitch Co.                                    | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |        31 | NS      | $710.21       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                               | Ring Energy, Inc.                                          | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |        53 | NS      | $130.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                             | Patterson Companies, Inc.                                  | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |        52 | NS      | $1457.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                   | Rogers Corp.                                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |        11 | NS      | $1312.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                           | Energy Recovery, Inc.                                      | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |        33 | NS      | $676.17       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                     | Greenlight Capital Re Ltd.                                 | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | US        |        15 | NS      | $122.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                      | Sandy Spring Bancorp, Inc.                                 | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $915.98       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                        | Array Technologies, Inc.                                   | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |        90 | NS      | $1739.70      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                | Globalstar, Inc.                                           | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |       412 | NS      | $547.96       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines Inc                              | VBI Vaccines, Inc.                                         | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | US        |       117 | NS      | $45.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                    | Heska Corp.                                                | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |         6 | NS      | $372.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                      | REVOLUTION Medicines, Inc.                                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |        44 | NS      | $1048.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                        | Whole Earth Brands, Inc.                                   | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $97.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leafly Holdings Inc                           | Leafly Holdings, Inc.                                      | CUSIP: 52178J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $1.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc                   | Treace Medical Concepts, Inc.                              | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $482.79       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                         | TransMedics Group, Inc.                                    | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $1110.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I                | Montrose Environmental Group, Inc.                         | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |        17 | NS      | $754.63       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion Oil Corp                            | Battalion Oil Corp.                                        | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |         2 | NS      | $19.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                    | Rapid7, Inc.                                               | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |        35 | NS      | $1189.30      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                         | Independent Bank Corp.                                     | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |        27 | NS      | $2279.61      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                             | CONSOL Energy, Inc.                                        | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |        20 | NS      | $1300.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                        | Nicolet Bankshares, Inc.                                   | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $558.53       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                             | Helen of Troy Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        14 | NS      | $1552.74      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences, Inc.                    | Enochian Biosciences, Inc.                                 | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |        12 | NS      | $12.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                    | Berry Corp.                                                | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $368.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                       | AZZ, Inc.                                                  | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |        15 | NS      | $603.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co.                         | Global Industrial Co.                                      | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $188.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                      | Metrocity Bankshares, Inc.                                 | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |        11 | NS      | $237.93       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                           | Avid Technology, Inc.                                      | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |        21 | NS      | $558.39       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                    | Safety Insurance Group, Inc.                               | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |         8 | NS      | $674.08       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                             | VAALCO Energy, Inc.                                        | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |        64 | NS      | $291.84       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                 | Janus International Group, Inc.                            | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $466.48       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                 | O-I Glass, Inc.                                            | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $1574.15      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                              | Evo Payments, Inc.                                         | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |        28 | NS      | $947.52       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                                  | Allbirds, Inc.                                             | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $135.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                      | KAR Auction Services, Inc.                                 | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |        67 | NS      | $874.35       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                 | Armada Hoffler Properties, Inc.                            | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |        39 | NS      | $448.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                | Ameris Bancorp                                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |        40 | NS      | $1885.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services In                | Orrstown Financial Services, Inc.                          | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |         7 | NS      | $162.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties                | Easterly Government Properties, Inc.                       | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |        55 | NS      | $784.85       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                                | Blend Labs, Inc.                                           | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $159.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                 | Southern Missouri Bancorp, Inc.                            | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $229.15       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                              | Encore Wire Corp.                                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $1513.16      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                | MarketWise, Inc.                                           | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $18.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                         | 1-800-Flowers.com, Inc.                                    | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $152.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                       | Cushman & Wakefield plc                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        96 | NS      | $1196.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp                         | Lordstown Motors Corp.                                     | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $111.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                              | West BanCorp, Inc.                                         | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |         9 | NS      | $229.95       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                | TechTarget, Inc.                                           | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |        17 | NS      | $749.02       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                          | Viant Technology, Inc.                                     | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $32.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                   | Iovance Biotherapeutics, Inc.                              | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |        91 | NS      | $581.49       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                        | Cathay General Bancorp                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |        43 | NS      | $1753.97      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                              | SPS Commerce, Inc.                                         | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        22 | NS      | $2825.46      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                            | Kelly Services, Inc.                                       | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $338.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                      | EVgo, Inc.                                                 | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $183.27       | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Partners Inc                              | BGC Partners, Inc.                                         | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |       193 | NS      | $727.61       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                 | EverQuote, Inc.                                            | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $162.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                       | Amicus Therapeutics, Inc.                                  | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |       167 | NS      | $2039.07      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                     | Sorrento Therapeutics, Inc.                                | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |       230 | NS      | $203.78       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                      | ASGN, Inc.                                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |        29 | NS      | $2362.92      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp                                 | Rite Aid Corp.                                             | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |        33 | NS      | $110.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics Inc                         | Pear Therapeutics, Inc.                                    | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $47.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                 | Concrete Pumping Holdings, Inc.                            | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $93.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                       | Advantage Solutions, Inc.                                  | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $101.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                              | Rocky Brands, Inc.                                         | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |         5 | NS      | $118.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                      | MBIA, Inc.                                                 | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |        29 | NS      | $372.65       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Ele                | Faraday Future Intelligent Electric, Inc.                  | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $17.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                   | Lexicon Pharmaceuticals, Inc.                              | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $93.59        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                              | UniFirst Corp.                                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |         9 | NS      | $1736.91      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                   | John Bean Technologies Corp.                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |        19 | NS      | $1735.27      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                | Quanterix Corp.                                            | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $290.85       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                           | Cannae Holdings, Inc.                                      | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |        42 | NS      | $867.30       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                 | Intercept Pharmaceuticals, Inc.                            | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |        15 | NS      | $185.55       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                     | ALX Oncology Holdings, Inc.                                | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $146.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                     | Canoo, Inc.                                                | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |        78 | NS      | $95.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                   | Deluxe Corp.                                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |        25 | NS      | $424.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                    | Preformed Line Products Co.                                | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |         2 | NS      | $166.58       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space Inc                               | Astra Space, Inc.                                          | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $38.61        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                  | La-Z-Boy, Inc.                                             | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |        26 | NS      | $593.32       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion Inc                                 | Moneylion, Inc.                                            | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $60.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group I                | Distribution Solutions Group, Inc.                         | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $110.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                | FormFactor, Inc.                                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |        46 | NS      | $1022.58      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                    | H&E Equipment Services, Inc.                               | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |        20 | NS      | $908.00       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                      | Corcept Therapeutics, Inc.                                 | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |        52 | NS      | $1056.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                 | Preferred Bank/Los Angeles CA                              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |         8 | NS      | $596.96       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                     | Casella Waste Systems, Inc.                                | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |        30 | NS      | $2379.30      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                           | TG Therapeutics, Inc.                                      | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |        79 | NS      | $934.57       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                    | GrafTech International Ltd.                                | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |       116 | NS      | $552.16       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                    | Heritage-Crystal Clean, Inc.                               | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $324.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc                             | NL Industries, Inc.                                        | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $34.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                | Utz Brands, Inc.                                           | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $650.26       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                     | Emergent BioSolutions, Inc.                                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |        30 | NS      | $354.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                      | Franklin Electric Company, Inc.                            | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |        28 | NS      | $2233.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                               | NextDecade Corp.                                           | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |        19 | NS      | $93.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Invest                | Transcontinental Realty Investors, Inc.                    | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               | CORP              | US        |         1 | NS      | $44.18        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                        | SPX Technologies, Inc.                                     | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |        26 | NS      | $1706.90      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                         | B Riley Financial, Inc.                                    | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $410.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                           | Douglas Elliman, Inc.                                      | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |        45 | NS      | $183.15       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                            | PetMed Express, Inc.                                       | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |        12 | NS      | $212.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                               | Scholastic Corp.                                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $670.82       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                              | QCR Holdings, Inc.                                         | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |         9 | NS      | $446.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                 | Urstadt Biddle Properties, Inc.                            | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |        18 | NS      | $341.10       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                            | Fluence Energy, Inc.                                       | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $377.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                  | Ameresco, Inc.                                             | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |        19 | NS      | $1085.66      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                          | ProFrac Holding Corp.                                      | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $352.80       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                         | Aeva Technologies, Inc.                                    | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $78.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                  | Collegium Pharmaceutical, Inc.                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |        21 | NS      | $487.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transphorm Inc                                | Transphorm, Inc.                                           | CUSIP: 89386L100<br>LEI: 549300P3H6NZD06TZ064 | Long             | EC               | CORP              | US        |        13 | NS      | $70.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In                | Four Corners Property Trust, Inc.                          | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |        48 | NS      | $1244.64      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                | Northeast Bank                                             | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |         4 | NS      | $168.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                              | Oscar Health, Inc.                                         | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $177.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                     | Mirum Pharmaceuticals, Inc.                                | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |        11 | NS      | $214.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Co                | Integral Ad Science Holding Corp.                          | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $210.96       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc                                  | Veritone, Inc.                                             | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |        19 | NS      | $100.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Co                | Ares Commercial Real Estate Corp.                          | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |        30 | NS      | $308.70       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc                         | Cullinan Oncology, Inc.                                    | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $189.90       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                         | Rigetti Computing, Inc.                                    | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $13.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Lime & Minerals                 | United States Lime & Minerals, Inc.                        | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |         1 | NS      | $140.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                       | Kezar Life Sciences, Inc.                                  | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |        31 | NS      | $218.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                       | CompX International, Inc.                                  | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $18.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | J.P. Morgan Securities LLC                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |    153864 | PA      | $153864.30    | 4.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Digi International Inc                        | Digi International, Inc.                                   | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |        21 | NS      | $767.55       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                       | Chimera Investment Corp.                                   | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |       136 | NS      | $748.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc                    | Finance of America Companies, Inc.                         | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $29.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                             | Sprout Social, Inc.                                        | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $1524.42      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                   | Axonics, Inc.                                              | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |        29 | NS      | $1813.37      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                             | Owens & Minor, Inc.                                        | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |        45 | NS      | $878.85       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                            | Aspen Aerogels, Inc.                                       | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $212.22       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                      | Wolverine World Wide, Inc.                                 | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |        45 | NS      | $491.85       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                     | Unifi, Inc.                                                | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |         8 | NS      | $68.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                    | Financial Institutions, Inc.                               | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $219.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                    | Cutera, Inc.                                               | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |        10 | NS      | $442.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                          | First Advantage Corp.                                      | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |        35 | NS      | $455.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                      | Stem, Inc.                                                 | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |        87 | NS      | $777.78       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                | California Water Service Group                             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |        32 | NS      | $1940.48      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                  | Zentalis Pharmaceuticals, Inc.                             | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $563.92       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                        | Tupperware Brands Corp.                                    | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |        31 | NS      | $128.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                            | Provention Bio, Inc.                                       | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |        35 | NS      | $369.95       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                          | Extreme Networks, Inc.                                     | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |        77 | NS      | $1409.87      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                | Blue Bird Corp.                                            | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |        10 | NS      | $107.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                        | Werner Enterprises, Inc.                                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |        37 | NS      | $1489.62      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                      | Moog, Inc.                                                 | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        17 | NS      | $1491.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                    | Zumiez, Inc.                                               | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |        10 | NS      | $217.40       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                | Red Violet, Inc.                                           | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |         6 | NS      | $138.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                  | Sunstone Hotel Investors, Inc.                             | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |       124 | NS      | $1197.84      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                            | Mativ Holdings, Inc.                                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |        32 | NS      | $668.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                   | TriMas Corp.                                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |        25 | NS      | $693.50       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                   | Vaxcyte, Inc.                                              | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |        43 | NS      | $2061.85      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                   | Pediatrix Medical Group, Inc.                              | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $728.14       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc                 | Marathon Digital Holdings, Inc.                            | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |        65 | NS      | $222.30       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc                             | CinCor Pharma, Inc.                                        | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $147.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                  | PubMatic, Inc.                                             | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $320.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                          | Tri Pointe Homes, Inc.                                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $1096.81      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                  | LivaNova plc                                               | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | US        |        31 | NS      | $1721.74      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants In                | Atlas Technical Consultants, Inc.                          | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $56.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                          | JELD-WEN Holding, Inc.                                     | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |        50 | NS      | $482.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                       | Old National Bancorp                                       | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       176 | NS      | $3164.48      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                   | ViewRay, Inc.                                              | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |        88 | NS      | $394.24       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                            | Byline Bancorp, Inc.                                       | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |        15 | NS      | $344.55       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                          | City Office REIT, Inc.                                     | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |        29 | NS      | $243.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Rydex Variable Trust

**Signature:** Jim Howley

**Name of Signer:** Jim Howley

**Title:** CFO