# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-041045
**Filing Date:** 2023-2
**Character Count:** 170687
**Document Hash:** f19825cc1a0d13a7c7bed6ae591fd85a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041045.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041045

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 23670835

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 216-898-2411

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Compass EMP Funds Trust
- **DATE OF NAME CHANGE:** 20120417

## Series and Classes Contracts Data

### VictoryShares US Small Cap Volatility Wtd ETF (Series ID: S000049904)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000157585 | VictoryShares US Small Cap Volatility Wtd ETF | CSA             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios II

- **b. Investment Company Act file number:** 811-22696

- **c. CIK number of Registrant:** 0001547580

- **d. LEI of Registrant:** 5493002SUQLUY3T5P040

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** VictoryShares US Small Cap Volatility Wtd ETF

- **b. EDGAR series identifier (if any):** S000049904

- **c. LEI of Series:** 549300RO4RNI6E2H8O37

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $23398758.68

**Total Liabilities:** $191958.58

**Net Assets:** $23206800.10

**Cash Not Reported:** $86694.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157585 | 13.05%               | 3.18%                | -6.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $2757025.88                                |
| Month 2  | $-0.03                   | $711402.21                                 |
| Month 3  | $-0.02                   | $-1546287.57                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WASHINGTON FEDERAL, INC.                       | WASHINGTON FEDERAL INC               | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2358 | NS      | $79110.90     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INCORPORATED                          | CONDUENT INC                         | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      8921 | NS      | $36130.05     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                         | FIRST SOURCE                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1660 | NS      | $88129.40     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                           | THRYV HOLDINGS INC                   | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1717 | NS      | $32623.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                   | PLEXUS CORP                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       626 | NS      | $64434.18     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                    | BENCHMARK ELECTRONICS INC            | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      2251 | NS      | $60079.19     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORPORATION                             | NEOGEN CORP                          | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      2511 | NS      | $38242.53     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                | CAPITOL FEDERAL FINANCIAL INC        | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10524 | NS      | $91032.60     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THE DUCKHORN PORTFOLIO, INC.                   | DUCKHORN PORTFOLIO INC THE           | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |      3040 | NS      | $50372.80     | 0.22%             |  |  |  | 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        |       468 | NS      | $70064.28     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                      | DOCGO INC                            | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2611 | NS      | $18459.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                 | PREFERRED BANK LOS ANGELES CA        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1037 | NS      | $77380.94     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES, INC.                     | GIBRALTAR INDUSTRIES INC             | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1021 | NS      | $46843.48     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                      | ENOVA INTERNATIONAL INC              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1171 | NS      | $44931.27     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                 | CATALYST PHARMACEUTICALS INC         | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      2305 | NS      | $42873.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                     | MATSON INC                           | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       512 | NS      | $32005.12     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                     | ULTRA CLEAN HOLDINGS INC             | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      1044 | NS      | $34608.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARHAUS, INC                                    | ARHAUS INC                           | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2702 | NS      | $26344.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                              | OSI SYSTEMS INC                      | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       905 | NS      | $71965.60     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                              | AMC NETWORKS INC                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1201 | NS      | $18819.67     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                               | MOELIS CO CLASS A                    | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1230 | NS      | $47195.10     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                            | STEPSTONE GROUP INC                  | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $38147.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC.                                | KENNAMETAL INC                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      2143 | NS      | $51560.58     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                      | STRATEGIC EDUCATION INC              | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       681 | NS      | $53335.92     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM COMPANY                       | CALLON PETROLEUM CO                  | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |       609 | NS      | $22587.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                            | EAGLE BANCORP INC                    | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      1475 | NS      | $65003.25     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                       | DINE BRANDS GLOBAL INC               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       546 | NS      | $35271.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                             | BRISTOW GROUP INC                    | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      1376 | NS      | $37330.88     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                              | BRADY CORP                           | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      1534 | NS      | $72251.40     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP, INC.                  | GERMAN AMERICAN BANCORP              | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1987 | NS      | $74115.10     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES, INC.                         | AVID BIOSERVICES INC                 | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      1693 | NS      | $23312.61     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE CORPORATION                              | CHASE CORP                           | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       782 | NS      | $67455.32     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                            | STEVEN MADDEN LTD                    | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1513 | NS      | $48355.48     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS                   | COMPASS DIVERSIFIED HOLDINGS         | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      2215 | NS      | $40379.45     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                     | WESTAMERICA BANCORPORATION           | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1674 | NS      | $98782.74     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS, INC.                                | B G FOODS INC                        | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      2409 | NS      | $26860.35     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERPAC TOOL GROUP CORP.                       | ENERPAC TOOL GROUP CORP              | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      2771 | NS      | $70521.95     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED            | CHEESECAKE FACTORY INCORPORATED      | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      1143 | NS      | $36244.53     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                               | MCGRATH RENTCORP                     | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       851 | NS      | $84027.74     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION               | DYNAVAX TECHNOLOGIES CORP            | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      2310 | NS      | $24578.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                        | CUSTOMERS BANCORP INC                | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       960 | NS      | $27206.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP.                     | ALBANY INTERNATIONAL CORP            | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       713 | NS      | $70294.67     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET, INC.                               | TECHTARGET INC                       | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       565 | NS      | $24893.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc               | HARMONY BIOSCIENCES HOLDINGS INC     | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $42647.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                        | TRIUMPH FINANCIAL INC                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       583 | NS      | $28491.21     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                     | FEDERAL SIGNAL CORP                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1641 | NS      | $76257.27     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES, INC.                       | NICOLET BANKSHARES INC               | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1032 | NS      | $82343.28     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation PLC                       | PROTHENA CORP PLC                    | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      1006 | NS      | $60611.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS, INC.                                 | AGILYSYS INC                         | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       780 | NS      | $61729.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts N.V.                    | PLAYA HOTELS RESORTS NV              | CUSIP: N70544106<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |      5970 | NS      | $38984.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION                    | RYERSON HOLDING CORP                 | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       949 | NS      | $28716.74     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                    | MONRO INC                            | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       975 | NS      | $44070.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                    | SITIME CORP                          | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $19002.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                        | WILEY JOHN SONS CLASS A              | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      1423 | NS      | $57005.38     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                         | URBAN OUTFITTERS INC                 | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1720 | NS      | $41022.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                    | CHEGG INC                            | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      1309 | NS      | $33078.43     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                           | JACK IN THE BOX INC                  | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       573 | NS      | $39095.79     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                      | GOGO INC                             | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2500 | NS      | $36900.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSELL 2000 MINI INDEX FUTURE MAR23           | RUSSELL 2000 MINI INDEX FUTURE MAR23 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2035.35     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION               | TAYLOR MORRISON HOME CORP            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1509 | NS      | $45798.15     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                | HNI CORP                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1728 | NS      | $49127.04     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA, INC.                              | IHEARTMEDIA INC                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3388 | NS      | $20768.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                   | INGLES MARKETS INC CLASS A           | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       678 | NS      | $65399.88     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR, INC.                               | FORMFACTOR INC                       | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1147 | NS      | $25497.81     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                            | SPARTANNASH CO                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1732 | NS      | $52375.68     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                  | ARCHROCK INC                         | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      6275 | NS      | $56349.50     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                     | SOUTHSIDE BANCSHARES INC             | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      2244 | NS      | $80761.56     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.         | ARTISAN PARTNERS ASSET MA A          | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      1485 | NS      | $44104.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTAGE SOLUTIONS INC.                       | ADVANTAGE SOLUTIONS INC              | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9095 | NS      | $18917.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                  | AMPHASTAR PHARMACEUTICALS INC        | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      1110 | NS      | $31102.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION       | FIRST COMMONWEALTH FINANCIAL C       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      5456 | NS      | $76220.32     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                 | TEXAS CAPITAL BANCSHARES INC         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       903 | NS      | $54459.93     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                         | RUSH ENTERPRISES INC CLASS A         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1267 | NS      | $66238.76     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                      | SJW GROUP                            | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1283 | NS      | $104166.77    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                     | NORTHWEST BANCSHARES INC             | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6530 | NS      | $91289.40     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                    | ENHABIT HOME HEALTH HOSPICE          | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      1379 | NS      | $18147.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                           | ORIGIN MATERIALS INC                 | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |      4900 | NS      | $22589.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                           | CITY HOLDING CO                      | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1069 | NS      | $99513.21     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                            | ARCBEST CORP                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       412 | NS      | $28856.48     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                   | RADNET INC                           | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      1987 | NS      | $37415.21     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL, INC.                        | ICF INTERNATIONAL INC                | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       700 | NS      | $69335.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                  | COLUMBIA BANKING SYSTEM INC          | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1870 | NS      | $56343.10     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                 | BREAD FINANCIAL HOLDINGS             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       938 | NS      | $35325.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                | AMERICAN EAGLE OUTFITTERS            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      2865 | NS      | $39995.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                   | FULTON FINANCIAL CORP                | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      4366 | NS      | $73479.78     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL, INC.                            | QURATE RETAIL INC                    | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |      8362 | NS      | $13630.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                   | CENTRAL GARDEN AND PET COMPANY       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1729 | NS      | $61898.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC.                                    | KADANT INC                           | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       316 | NS      | $56131.08     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                         | SCHOLASTIC CORP                      | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1251 | NS      | $49364.46     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH, INC.                       | FORRESTER RESEARCH INC               | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      1484 | NS      | $53067.84     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                             | AVISTA CORP                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      2134 | NS      | $94621.56     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                  | PERMIAN RESOURCES CORP COM           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      3443 | NS      | $32364.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL, INC.                | PAPA JOHN S INTL INC                 | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       608 | NS      | $50044.48     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION              | STANDEX INTERNATIONAL CORP           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       762 | NS      | $78036.42     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION              | HORACE MANN EDUCATORS                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1875 | NS      | $70068.75     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                            | ST JOE CO                            | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      1236 | NS      | $47771.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                       | GENWORTH FINANCIAL INC               | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     12520 | NS      | $66230.80     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                           | RENASANT CORP                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2055 | NS      | $77247.45     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PACTIV EVERGREEN INC.                          | PACTIV EVERGREEN INC                 | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |      3947 | NS      | $44837.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                     | GREEN BRICK PARTNERS INC             | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      1423 | NS      | $34479.29     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                         | JACKSON FINANCIAL INC                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      1088 | NS      | $37851.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AZEK COMPANY INC.                          | AZEK CO INC THE                      | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      1539 | NS      | $31272.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                  | SKYWEST INC                          | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      1571 | NS      | $25937.21     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                               | CLEARFIELD INC                       | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       218 | NS      | $20522.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSETMARK FINANCIAL HOLDINGS, INC.             | ASSETMARK FINANCIAL HOLDINGS INC     | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      3104 | NS      | $71392.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                           | ECHOSTAR CORP                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      2657 | NS      | $44318.76     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                                | MARINEMAX INC                        | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      1033 | NS      | $32250.26     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP, INC.                   | INDEPENDENT BANK GROUP INC           | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1063 | NS      | $63865.04     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS, INC.              | INTERNATIONAL MONEY EXPRESS INC      | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2234 | NS      | $54442.58     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                    | ALECTOR INC                          | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      2660 | NS      | $24551.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                         | NETSCOUT SYSTEMS INC                 | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1953 | NS      | $63492.03     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERBOW RESOURCES, INC.                      | SILVERBOW RESOURCES INC              | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |       639 | NS      | $18070.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                     | GOLDEN ENTERTAINMENT INC             | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       911 | NS      | $34071.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                    | BRINKER INTERNATIONAL INC            | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1195 | NS      | $38132.45     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                 | PERDOCEO EDUCATION CORP              | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      5434 | NS      | $75532.60     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI, INC.                                  | AGILITI INC                          | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2411 | NS      | $39323.41     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION      | FEDERAL AGRICULTURAL MORTGAGE CORP   | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       580 | NS      | $65371.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                            | PC CONNECTION INC                    | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      1191 | NS      | $55857.90     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                       | FIRST FINANCIAL BANCORP              | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3135 | NS      | $75961.05     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                | FRONTDOOR INC                        | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      2007 | NS      | $41745.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                     | WOLVERINE WORLD WIDE INC             | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      2068 | NS      | $22603.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STR SUB INC.                                   | SITIO ROYALTIES CORP A               | CUSIP: 82983N108<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |      3111 | NS      | $89764.09     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                        | GRAHAM HOLDINGS CO                   | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       133 | NS      | $80359.93     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORPORATION                             | TRIMAS CORP                          | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      2428 | NS      | $67352.72     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA        | SEACOAST BANKING CORP OF FLORI       | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1900 | NS      | $59261.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                   | SAFETY INSURANCE GROUP INC           | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       993 | NS      | $83670.18     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC.                                   | ECOVYST INC                          | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4588 | NS      | $40649.68     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                       | APOGEE ENTERPRISES INC               | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      1238 | NS      | $55041.48     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                        | ENCORE WIRE CORP                     | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $35490.48     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                 | GREENBRIER COS INC THE               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      1629 | NS      | $54620.37     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM, INC                          | LAREDO PETROLEUM INC                 | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       282 | NS      | $14500.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                  | INNOSPEC INC                         | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       723 | NS      | $74367.78     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                      | PATTERSON COS INC                    | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      2183 | NS      | $61189.49     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                        | DIGI INTERNATIONAL INCORPORATED      | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      1337 | NS      | $48867.35     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                 | SUPERNUS PHARMACEUTICALS INC         | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1543 | NS      | $55038.81     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DREAM FINDERS HOMES, INC.                      | DREAM FINDERS HOMES INC              | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2734 | NS      | $23676.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| GRAND CANYON EDUCATION, INC.                   | GRAND CANYON EDUCATION INC           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       738 | NS      | $77977.08     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                 | VICTORY CAPITAL HOLDINGS INC         | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      1732 | NS      | $46469.56     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE-CRYSTAL CLEAN, INC.                   | HERITAGE CRYSTAL CLEAN INC           | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1791 | NS      | $58171.68     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSTOCK.COM, INC.                            | OVERSTOCK COM INC                    | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       833 | NS      | $16126.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                  | TOOTSIE ROLL INDUSTRIES INC          | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      1980 | NS      | $84288.60     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                    | SALLY BEAUTY HOLDINGS INC            | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      2533 | NS      | $31713.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS, LTD.                           | ICHOR HOLDINGS LTD                   | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |       901 | NS      | $24164.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                       | GROUP 1 AUTOMOTIVE INC               | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       236 | NS      | $42567.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                        | COMMVAULT SYSTEMS INC                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       959 | NS      | $60263.56     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                             | BANNER CORP                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1070 | NS      | $67624.00     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS, INC.                         | SIMULATIONS PLUS INC                 | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       659 | NS      | $24099.63     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                            | INTER PARFUMS INC                    | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       683 | NS      | $65923.16     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE, INC.                          | DIGITAL TURBINE INC                  | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      1114 | NS      | $16977.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                       | FB FINANCIAL CORP                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      1733 | NS      | $62630.62     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCK YARDS BANCORP, INC.                      | STOCK YARDS BANCORP INC              | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      1079 | NS      | $70113.42     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY, INC.                        | EARTHSTONE ENERGY INC                | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      1638 | NS      | $23308.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons S.A.                  | ORION ENGINEERED CARBONS SA          | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      2490 | NS      | $44346.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORPORATION                            | LINDSAY CORP                         | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       330 | NS      | $53740.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                           | MATERION CORP                        | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       602 | NS      | $52681.02     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                             | A10 NETWORKS INC                     | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      2718 | NS      | $45200.34     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP.                                     | ARKO CORP                            | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4658 | NS      | $40338.28     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES, INC.            | ALPHA METALLURGICAL RESOURCES        | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       152 | NS      | $22251.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.                   | MUELLER WATER PRODUCTS INC           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      5511 | NS      | $59298.36     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                | TENNANT CO                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1090 | NS      | $67111.30     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION       | STEWART INFORMATION SERVICES         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      1139 | NS      | $48669.47     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                  | WD 40 CO                             | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       249 | NS      | $40141.29     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                              | TALOS ENERGY INC                     | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      1256 | NS      | $23713.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                       | EMPLOYERS HOLDINGS INC               | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $87424.51     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP, INC.                         | LAKELAND BANCORP INC                 | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      4662 | NS      | $82097.82     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                          | BOISE CASCADE CO                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       502 | NS      | $34472.34     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                       | AZZ INC                              | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1571 | NS      | $63154.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                            | OWENS MINOR INC HOLDING CO           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1355 | NS      | $26463.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.                 | HAIN CELESTIAL GROUP INC THE         | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      2189 | NS      | $35418.02     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                 | TRINSEO PLC                          | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      1265 | NS      | $28728.15     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                     | COHU INC                             | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      1247 | NS      | $39966.35     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                     | CHEFS WAREHOUSE INC THE              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1187 | NS      | $39503.36     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                            | THE ANDERSONS INC                    | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       927 | NS      | $32435.73     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                         | EXTREME NETWORKS INC                 | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2292 | NS      | $41966.52     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                         | WARRIOR MET COAL INC                 | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1073 | NS      | $37168.72     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                          | HILLTOP HOLDINGS INC                 | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1865 | NS      | $55968.65     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                       | BANC OF CALIFORNIA INC               | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      3563 | NS      | $56758.59     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                         | ITEOS THERAPEUTICS INC               | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1173 | NS      | $22908.69     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc                                        | P10 INC                              | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4041 | NS      | $43117.47     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                | CORECIVIC INC                        | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      4090 | NS      | $47280.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.          | ALLSCRIPTS HEALTHCARE SOLUTIONS INC  | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      2696 | NS      | $47557.44     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                       | XPEL INC                             | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       452 | NS      | $27147.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORPORATION                            | ARCONIC CORP                         | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      1526 | NS      | $32290.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                     | AXCELIS TECHNOLOGIES INC             | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       381 | NS      | $30236.16     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                        | EUROPEAN WAX CENTER INC              | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1321 | NS      | $16446.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                       | BOOT BARN HOLDINGS INC               | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       466 | NS      | $29134.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                          | MGP INGREDIENTS INC                  | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       509 | NS      | $54147.42     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc.                             | GCM GROSVENOR INC                    | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7849 | NS      | $59730.89     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                        | VICTORIA S SECRET CO                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       886 | NS      | $31701.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                  | PEDIATRIX MEDICAL GROUP INC          | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2575 | NS      | $38264.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE, INC.                                   | N ABLE INC                           | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3753 | NS      | $38580.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC.                          | FIRST FOUNDATION INC                 | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      3331 | NS      | $47733.23     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HIRERIGHT HOLDINGS CORPORATION                 | HIRERIGHT HOLDINGS CORP              | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1783 | NS      | $21146.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                 | EDGEWELL PERSONAL CARE CO            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1319 | NS      | $50834.26     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                             | DELUXE CORP                          | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      2671 | NS      | $45353.58     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WIDEOPENWEST, INC.                             | WIDEOPENWEST INC                     | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      2343 | NS      | $21344.73     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORPORATION                             | ENOVIS CORP                          | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1018 | NS      | $54483.36     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                           | AXOS FINANCIAL INC                   | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1142 | NS      | $43647.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.                | HEALTHCARE SERVICES GROUP            | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      2926 | NS      | $35112.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                     | PAR PACIFIC HOLDINGS INC             | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      1745 | NS      | $40571.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS, INC.                                     | FIGS INC                             | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1924 | NS      | $12948.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                             | WEIS MARKETS INC                     | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       807 | NS      | $66408.03     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                  | FIRST BANCORP                        | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1793 | NS      | $76812.12     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                       | E W SCRIPPS CO                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      3047 | NS      | $40189.93     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                     | SYNDAX PHARMACEUTICALS INC           | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      1396 | NS      | $35528.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                  | EVERTEC INC                          | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1857 | NS      | $60129.66     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MALIBU BOATS, INC.                             | MALIBU BOATS INC                     | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       683 | NS      | $36403.90     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION CORP.                  | ALTRA INDUSTRIAL MOTION CORP         | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      1119 | NS      | $66860.25     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS, INC.                                    | SONOS INC                            | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      1960 | NS      | $33124.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES, INC.                      | HELIOS TECHNOLOGIES INC              | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       799 | NS      | $43497.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCEL ENTERTAINMENT, INC.                      | ACCEL ENTERTAINMENT INC              | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4635 | NS      | $35689.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                          | NEWMARKET CORP                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       232 | NS      | $72177.52     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                 | SPECTRUM BRANDS HOLDINGS INC         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       869 | NS      | $52939.48     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.              | INSTALLED BUILDING PRODUCTS          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       411 | NS      | $35181.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                          | DORMAN PRODUCTS INC                  | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $50705.49     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO, INC                                     | GOPRO INC                            | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      6296 | NS      | $31354.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                            | ACI WORLDWIDE INC                    | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      2296 | NS      | $52808.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT, INC.                  | MONARCH CASINO RESORT INC            | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       660 | NS      | $50747.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                             | CORVEL CORP                          | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $49848.19     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                         | MONTAUK RENEWABLES INC               | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1657 | NS      | $18276.71     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORPORATION                     | VERRA MOBILITY CORP                  | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      3136 | NS      | $43370.88     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                      | VAREX IMAGING CORP                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      2603 | NS      | $52840.90     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                         | ENPRO INDUSTRIES INC                 | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       592 | NS      | $64344.48     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORPORATION                      | PARK NATIONAL CORP                   | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       575 | NS      | $80931.25     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                 | LCI INDUSTRIES                       | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       323 | NS      | $29861.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                     | MINERALS TECHNOLOGIES INC            | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1042 | NS      | $63270.24     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                 | CROSS COUNTRY HEALTHCARE INC         | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      1103 | NS      | $29306.71     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES, INC.              | NAPCO SEC SYS INC                    | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      1504 | NS      | $41329.92     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FINANCIAL, INC.                       | COLUMBIA FINANCIAL INC               | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      3651 | NS      | $78934.62     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                 | CARTER S INC                         | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       659 | NS      | $49167.99     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                | CONSENSUS CLOUD SOLUTIONS INC        | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       736 | NS      | $39567.36     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                             | BADGER METER INC                     | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       606 | NS      | $66072.18     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc              | SUN COUNTRY AIRLINES HOLDINGS INC    | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      1691 | NS      | $26819.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX, INC.                                     | EBIX INC                             | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |       723 | NS      | $14431.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                 | STEPAN CO                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       694 | NS      | $73883.24     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                         | RANGER OIL CORP                      | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |       632 | NS      | $25551.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                             | UNITIL CORP                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1121 | NS      | $57574.56     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES, INC.                           | ARCH RESOURCES INC                   | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |       188 | NS      | $26844.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FUNKO, INC.                                    | FUNKO INC                            | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      1290 | NS      | $14073.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                    | BELDEN INC                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       725 | NS      | $52127.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP, INC.                  | BERKSHIRE HILLS BANCORP INC          | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      2372 | NS      | $70922.80     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.              | PENNYMAC FINANCIAL SERVICES          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       994 | NS      | $56320.04     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL LOGISTICS HOLDINGS, INC.             | UNIVERSAL LOGISTICS HOLDINGS INC     | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1128 | NS      | $37720.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                         | VERITEX HOLDINGS INC                 | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      1897 | NS      | $53267.76     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                           | INGEVITY CORP                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       734 | NS      | $51702.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taskus Inc                                     | TASKUS INC                           | CUSIP: 87652V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1368 | NS      | $23119.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP             | ENTERPRISE FINANCIAL SERVICES CORP   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1679 | NS      | $82203.84     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                       | TRINITY INDUSTRIES INC               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      2218 | NS      | $65586.26     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                    | FIRST MERCHANTS CORP                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1780 | NS      | $73175.80     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP, INC.             | AIR TRANSPORT SERVICES GROUP         | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      1735 | NS      | $45075.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                            | SANMINA CORP                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1149 | NS      | $65826.21     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORPORATION                  | NATIONAL RESEARCH CORP               | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      1554 | NS      | $57964.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                              | DANA INC                             | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2141 | NS      | $32393.33     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                              | ADAPTHEALTH CORP                     | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1601 | NS      | $30771.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC.                                 | STEELCASE INC CL A                   | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      5196 | NS      | $36735.72     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.           | COGENT COMMUNICATIONS HOLDINGS INC   | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $65299.52     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                           | MATIV INC                            | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      2010 | NS      | $42009.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORPORATION                               | ESAB CORP                            | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       972 | NS      | $45606.24     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS, INC.                          | CSW INDUSTRIALS INC                  | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       545 | NS      | $63181.85     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Paymentus Holdings Inc                         | PAYMENTUS HOLDINGS INC               | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1935 | NS      | $15499.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL COMPANY                      | GLOBAL INDUSTRIAL CO                 | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1412 | NS      | $33224.36     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                             | CONSOL ENERGY INC                    | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       364 | NS      | $23660.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                              | STONEX GROUP INC                     | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       644 | NS      | $61373.20     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.         | CRACKER BARREL OLD COUNTRY STORE INC | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       425 | NS      | $40264.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                            | RENT A CENTER INC TX                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      1116 | NS      | $25165.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                           | HECLA MINING COMPANY                 | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      7762 | NS      | $43156.72     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                               | MGE ENERGY INC                       | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1180 | NS      | $83072.00     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT ENERGY SERVICES, INC.                   | SELECT ENERGY SERVICES INC           | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      4213 | NS      | $38928.12     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                      | G III APPAREL GROUP LTD              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1674 | NS      | $22950.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                            | SEMTECH CORP                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       890 | NS      | $25534.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                               | ACM RESEARCH INC                     | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      1349 | NS      | $10400.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                               | NV5 GLOBAL INC                       | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $50413.92     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                    | OFG BANCORP                          | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      2192 | NS      | $60411.52     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                     | WINNEBAGO INDUSTRIES INC             | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       618 | NS      | $32568.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.             | PROVIDENT FINANCIAL SVCS             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      3951 | NS      | $84393.36     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                       | ALLEGIANT TRAVEL CO                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       403 | NS      | $27399.97     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                            | GRIFFON CORP                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1076 | NS      | $38510.04     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST, INC.                                 | MEDIFAST INC                         | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       306 | NS      | $35297.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                          | OXFORD INDUSTRIES INC                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       434 | NS      | $40440.12     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERGATE CAPITAL CORPORATION                 | SILVERGATE CAPITAL CORP              | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       192 | NS      | $3340.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC.                            | EVERI HOLDINGS INC                   | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      2047 | NS      | $29374.45     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED              | CORCEPT THERAPEUTICS INC             | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1470 | NS      | $29855.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                  | HAWKINS INC                          | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1403 | NS      | $54155.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                | WORLD FUEL SERVICES CORPORATIONS     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1565 | NS      | $42771.45     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                        | FIRST BUSEY CORP                     | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      3198 | NS      | $79054.56     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                   | STRIDE INC                           | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       939 | NS      | $29371.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                       | PATRICK INDUSTRIES INC               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       730 | NS      | $44238.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC.                           | DESIGNER BRANDS INC                  | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      1937 | NS      | $18943.86     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                       | NORTHWESTERN CORP                    | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      1587 | NS      | $94172.58     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYA HOLDINGS INC.                             | PAYA HOLDINGS INC                    | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4710 | NS      | $37067.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORPORATION                              | KAMAN CORP                           | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      1585 | NS      | $35345.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN HOLDING, INC.                         | JELD WEN HOLDING INC                 | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      3070 | NS      | $29625.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSEONICS HOLDINGS, INC.                      | SENSEONICS HOLDINGS INC              | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |     10198 | NS      | $10503.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCURY SYSTEMS, INC.                          | MERCURY SYSTEMS INC                  | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       858 | NS      | $38386.92     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                     | ADDUS HOMECARE CORP                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       522 | NS      | $51933.78     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                           | KONTOOR BRANDS INC                   | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1027 | NS      | $41069.73     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS, INC.                      | BRIGHTVIEW HOLDINGS INC              | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      4449 | NS      | $30653.61     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.                  | KENNEDY WILSON HOLDINGS INC          | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      3914 | NS      | $61567.22     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS, INC.                         | HAYWARD HOLDINGS INC                 | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3322 | NS      | $31226.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                   | VISHAY INTERTECHNOLOGY INC           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      2838 | NS      | $61215.66     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORPORATION                    | FIRST ADVANTAGE CORP                 | CUSIP: 31846B108<br>LEI: 5493009E31FM2H8Q7497 | Long             | EC               | CORP              | US        |      3410 | NS      | $44330.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                   | CALERES INC                          | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1122 | NS      | $24998.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND | GLDMN SCHS FIN SQ GV-FST             | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     43047 | NS      | $43047.03     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                     | NORTHERN OIL AND GAS INC             | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |       916 | NS      | $28231.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                   | AERSALE CORP                         | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2153 | NS      | $34921.66     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN LENDING CORPORATION                       | OPEN LENDING CORP                    | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2842 | NS      | $19183.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR BROADCAST GROUP, INC.                 | SINCLAIR BROADCAST GROUP A           | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      1753 | NS      | $27189.03     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                           | UPSTART HOLDINGS INC                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |       498 | NS      | $6583.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| INTEGER HOLDINGS CORPORATION                   | INTEGER HOLDINGS CORP                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       908 | NS      | $62161.68     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORPORATION           | INTERNATIONAL BANCSHARES CORPORATION | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      1546 | NS      | $70744.96     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC.                | NEXTIER OILFIELD SOLUTIONS INC       | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      2596 | NS      | $23987.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS, INC.                    | SMART GLOBAL HOLDINGS INC            | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |      1855 | NS      | $27602.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                         | SONIC AUTOMOTIVE INC CLASS A         | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       737 | NS      | $36311.99     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM, INC.                                | NORDSTROM INC                        | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      1395 | NS      | $22515.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.              | PRESTIGE CONSUMER HEALTHCARE INC     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1316 | NS      | $82381.60     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                | DIME COMMUNITY BANCSHARES            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2107 | NS      | $67065.81     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP                              | MERCHANTS BANCORP IN                 | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      2350 | NS      | $57152.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CRICUT, INC.                                   | CRICUT INC                           | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      4332 | NS      | $40157.64     | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Solid Power Inc                                | SOLID POWER INC                      | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3471 | NS      | $8816.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                          | CAL MAINE FOODS INC                  | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1054 | NS      | $57390.30     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                   | US PHYSICAL THERAPY INC              | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       501 | NS      | $40596.03     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                                    | KFORCE INC                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       930 | NS      | $50991.90     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                                | LGI HOMES INC                        | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       383 | NS      | $35465.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                     | EPLUS INC                            | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      1070 | NS      | $47379.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                          | UNIVERSAL CORP                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      1395 | NS      | $73669.95     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                            | ELF BEAUTY INC                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      1107 | NS      | $61217.10     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                               | BANKUNITED INC                       | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1507 | NS      | $51192.79     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                             | PROG HOLDINGS INC                    | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1516 | NS      | $25605.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                              | TEREX CORPORATION                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1276 | NS      | $54510.72     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDY SPRING BANCORP, INC.                     | SANDY SPRING BANCORP                 | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1848 | NS      | $65105.04     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORPORATION                         | 3D SYSTEMS CORP                      | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      2942 | NS      | $21770.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                    | USANA HEALTH SCIENCES INC            | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       909 | NS      | $48358.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                               | PRICESMART INC                       | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       955 | NS      | $58044.90     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORPORATION                        | LENDINGCLUB CORP                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1808 | NS      | $15910.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UTZ BRANDS, INC.                               | UTZ BRANDS INC                       | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2701 | NS      | $42837.86     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                             | HOPE BANCORP INC                     | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      4399 | NS      | $56351.19     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                          | LA Z BOY INC                         | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1631 | NS      | $37219.42     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                     | MERITAGE CORPORATION                 | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       527 | NS      | $48589.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                             | VISTA OUTDOOR INC                    | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      1518 | NS      | $36993.66     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                        | MIDDLESEX WATER CO                   | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $56406.39     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                      | RPC INC                              | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |      3265 | NS      | $29025.85     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL, INC.                      | TITAN INTERNATIONAL INC              | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      1725 | NS      | $26427.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                | CSG SYSTEMS INTL INC                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1105 | NS      | $63206.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT, INC.                               | PERFICIENT INC                       | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       467 | NS      | $32610.61     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STAGWELL INC.                                  | STAGWELL INC                         | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |      5709 | NS      | $35452.89     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                            | TTEC HOLDINGS INC                    | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       786 | NS      | $34686.18     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                     | EMERGENT BIOSOLUTIONS INC            | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      1261 | NS      | $14892.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                            | PAYONEER GLOBAL INC                  | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3499 | NS      | $19139.53     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                        | KB HOME                              | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1272 | NS      | $40513.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                           | FULGENT GENETICS INC                 | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       744 | NS      | $22156.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc               | FIRST WATCH RESTAURANT GROUP INC     | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2028 | NS      | $27438.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                  | COLUMBUS MCKINNON CORPORATION        | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      1549 | NS      | $50296.03     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc                                  | REGENXBIO INC                        | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1007 | NS      | $22838.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORPORATION             | US CELLULAR CORP                     | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      2164 | NS      | $45119.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF GOVERNMENT-INST                | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     43047 | NS      | $43047.01     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INCORPORATED              | GRANITE CONSTRUCTION INC             | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      2055 | NS      | $72068.85     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                         | ESCO TECHNOLOGIES INC                | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       729 | NS      | $63816.66     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                   | MODINE MANUFACTURING CO              | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      2122 | NS      | $42142.92     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND           | HSBC US GOVT MMKT-I                  | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     43047 | NS      | $43047.03     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T OFFSHORE, INC.                             | W T OFFSHORE INC                     | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      3306 | NS      | $18447.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                    | WABASH NATIONAL CORP                 | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      2462 | NS      | $55641.20     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE VITA COCO COMPANY, INC.                    | VITA COCO CO INC THE                 | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      1736 | NS      | $23991.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                             | NMI HOLDINGS INC                     | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      2304 | NS      | $48153.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION                 | LAKELAND FINANCIAL CORP              | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1016 | NS      | $74137.52     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                        | PIPER SANDLER COS                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       406 | NS      | $52857.14     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp                                   | SCIPLAY CORP                         | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      3500 | NS      | $56280.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY              | NORTHWEST NATURAL HOLDING CO         | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1555 | NS      | $74002.45     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORPORATION                       | SLEEP NUMBER CORP                    | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       746 | NS      | $19381.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC.                                       | NOW INC                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      3394 | NS      | $43103.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                | HUB GROUP INC CL A                   | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $49919.72     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                   | PUBMATIC INC                         | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1175 | NS      | $15051.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS, INC.                    | CONSTRUCTION PARTNERS INC            | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      1235 | NS      | $32962.15     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                               | N B T BANCORP INC                    | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2227 | NS      | $96696.34     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                         | SPX TECHNOLOGIES INC                 | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1037 | NS      | $68079.05     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                     | XENCOR INC                           | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1442 | NS      | $37549.68     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC PARTNERS, INC.                             | BGC PARTNERS INC CL A                | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     12360 | NS      | $46597.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd              | ALPHA OMEGA SEMICONDUCTOR LTD        | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       586 | NS      | $16742.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA, INC.                                   | ARCOSA INC                           | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       849 | NS      | $46134.66     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespaworld Holdings Ltd                       | ONESPAWORLD HOLDINGS LTD             | CUSIP: P73684113<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |      4347 | NS      | $40557.51     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                      | NU SKIN ENTERPRISES INC CLASS A      | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      1116 | NS      | $47050.56     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION                 | TOMPKINS FINANCIAL CORP              | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      1121 | NS      | $86967.18     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION                | NATIONAL HEALTHCARE CORP             | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $69020.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC.                              | PJT PARTNERS INC                     | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       867 | NS      | $63889.23     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                      | YELP INC                             | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1142 | NS      | $31222.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                | VIVID SEATS INC                      | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3580 | NS      | $26134.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| DAVE & BUSTER'S ENTERTAINMENT, INC.            | DAVE N BUSTERS                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       699 | NS      | $24772.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS, INC.                          | PGT INNOVATIONS INC                  | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      2267 | NS      | $40715.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                | O I GLASS INC                        | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2951 | NS      | $48898.07     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                          | HELEN OF TROY LTD                    | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       408 | NS      | $45251.28     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                          | GENTHERM INC                         | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       621 | NS      | $40545.09     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                          | ARCUS BIOSCIENCES INC                | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1012 | NS      | $20928.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                   | LESLIE S INC                         | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $31611.69     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                            | SYLVAMO CORP                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       778 | NS      | $37803.02     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.               | TELEPHONE DATA SYSTEMS INC           | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3217 | NS      | $33746.33     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                     | UNITED NATURAL FOODS INC             | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1013 | NS      | $39213.23     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                             | INTERDIGITAL INC                     | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      1188 | NS      | $58782.24     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE, INC.                      | GOOSEHEAD INSURANCE INC              | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       455 | NS      | $15624.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                       | ENERGIZER HOLDINGS INC               | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      1899 | NS      | $63711.45     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION               | CHESAPEAKE UTILITIES CORP            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       613 | NS      | $72444.34     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE, INC.                                 | ATRICURE INC                         | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $34971.44     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                         | PALOMAR HOLDINGS INC                 | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       485 | NS      | $21902.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                      | METHODE ELECTRONICS INC              | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      1461 | NS      | $64824.57     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                    | GRAFTECH INTERNATIONAL LTD           | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |      6677 | NS      | $31782.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                               | PHOTRONICS INC                       | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1647 | NS      | $27719.01     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR, INC.                                | MAXLINEAR INC CLASS A                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       777 | NS      | $26379.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                          | NOBLE CORP PLC                       | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1177 | NS      | $44384.67     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                 | IRONWOOD PHARMACEUTICALS INC         | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      5565 | NS      | $68950.35     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                              | HILLENBRAND INC                      | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1403 | NS      | $59866.01     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA, INC.                  | HEARTLAND FINANCIAL USA INC          | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      1646 | NS      | $76736.52     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                  | HARMONIC INC                         | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      3852 | NS      | $50461.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                               | PROTO LABS INC                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      1067 | NS      | $27240.51     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELCENTERS OF AMERICA INC.                  | TRAVELCENTERS OF AMERICA INC         | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |       607 | NS      | $27181.46     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP, INC.                                | PRA GROUP INC                        | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      2406 | NS      | $81274.68     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                      | V2X INC                              | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       927 | NS      | $38275.83     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                     | ENCORE CAPITAL GROUP INC             | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       955 | NS      | $45782.70     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                         | EXP WORLD HOLDINGS INC               | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      1837 | NS      | $20353.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| EMBECTA CORP.                                  | EMBECTA CORP                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       852 | NS      | $21547.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                               | BUCKLE INC THE                       | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1147 | NS      | $52016.45     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC.                      | ANYWHERE REAL ESTATE INC             | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      3696 | NS      | $23617.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES, INC.               | SCHNITZER STEEL INDUSTRIES INC       | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      1066 | NS      | $32672.90     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ?, INC.                                  | GUESS INC                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1806 | NS      | $37366.14     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES, INC.                   | WORTHINGTON INDUSTRIES INC           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       871 | NS      | $43297.41     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRION CORPORATION                             | ATRION CORPORATION                   | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $49791.05     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHYFT GROUP, INC.                          | SHYFT GROUP INC                      | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      1526 | NS      | $37936.36     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MEDICAL HOLDINGS, INC.                  | APOLLO MEDICAL HOLDINGS INC          | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       609 | NS      | $18020.31     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                         | TTM TECHNOLOGIES                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2479 | NS      | $37383.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                  | JANUS INTERNATIONAL GROUP INC        | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3478 | NS      | $33110.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANCORP, INC.                              | BANCORP INC THE                      | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1619 | NS      | $45947.22     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.            | DONNELLEY FINANCIAL SOLUTIONS INC    | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       841 | NS      | $32504.65     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                          | MDC HOLDINGS INC                     | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      1333 | NS      | $42122.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                 | INNOVIVA INC                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      3777 | NS      | $50045.25     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                         | ASTEC INDUSTRIES INC                 | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1143 | NS      | $46474.38     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC.                               | ALAMO GROUP INC                      | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       519 | NS      | $73490.40     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                        | HEARTLAND EXPRESS INC                | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      4994 | NS      | $76607.96     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                        | DELEK US HOLDINGS INC                | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      1011 | NS      | $27297.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                       | HERBALIFE NUTRITION LTD              | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      1379 | NS      | $20519.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                       | PROASSURANCE CORP                    | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      2862 | NS      | $49999.14     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                            | NAVIENT CORP                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      2755 | NS      | $45319.75     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET HOSPITALITY CORP.                       | TARGET HOSPITALITY CORP              | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1526 | NS      | $23103.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                             | SHUTTERSTOCK INC                     | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       709 | NS      | $37378.48     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                    | HURON CONSULTING GROUP INC           | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       896 | NS      | $65049.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                      | CENTURY COMMUNITIES INC              | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       790 | NS      | $39507.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                        | LEMAITRE VASCULAR INC                | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1013 | NS      | $46618.26     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                          | BLOOMIN BRANDS INC                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1699 | NS      | $34183.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                            | NEWMARK GROUP INC                    | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3909 | NS      | $31154.73     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company          | SHENANDOAH TELECOMMUNICATION         | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      1927 | NS      | $30600.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                   | FRESH DEL MONTE PRODUCE INC          | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      2219 | NS      | $58115.61     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                      | LIVE OAK BANCSHARES INC              | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       992 | NS      | $29958.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                 | NATIONAL VISION HOLDINGS INC         | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       992 | NS      | $38449.92     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                  | STANDARD MOTOR PRODS                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      1443 | NS      | $50216.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                      | AAR CORP                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1259 | NS      | $56529.10     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                            | BRINK S CO THE                       | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      1148 | NS      | $61659.08     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Investment Group Holdings Inc           | BRIDGE INVESTMENT GROUP HOLDINGS INC | CUSIP: 10806B100<br>LEI: 254900DM5RNXPXHN9V91 | Long             | EC               | CORP              | US        |      2787 | NS      | $33583.35     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION            | SIX FLAGS ENTERTAINMENT CORP         | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      1371 | NS      | $31875.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.               | VIRTUS INVESTMENT PARTNERS INC       | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       228 | NS      | $43648.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION, INC.                          | GRAY TELEVISION INC                  | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      2416 | NS      | $27035.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY RECOVERY, INC.                          | ENERGY RECOVERY INC                  | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      2379 | NS      | $48745.71     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC.                        | MAXAR TECHNOLOGIES INC               | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      1299 | NS      | $67210.26     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                 | JOHN B SANFILIPPO SON INC            | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       861 | NS      | $70016.52     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                  | FIRST BANCORP PUERTO RICO            | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      3213 | NS      | $40869.36     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC.                              | BARNES GROUP INC                     | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      1920 | NS      | $78432.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                  | CARS COM INC                         | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      3097 | NS      | $42645.69     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                  | PRIMORIS SERVICES CORP               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      2384 | NS      | $52304.96     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                       | GMS INC                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       857 | NS      | $42678.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTIPLAN CORPORATION                          | MULTIPLAN CORP                       | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7521 | NS      | $8649.15      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                                | ALTUS POWER INC                      | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |      2377 | NS      | $15498.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY, INC.                          | AVID TECHNOLOGY INC                  | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      1107 | NS      | $29435.13     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION             | NATIONAL BANK HOLDINGS CORP          | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1657 | NS      | $69709.99     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION PRODUCE, INC.                          | MISSION PRODUCE INC                  | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3363 | NS      | $39078.06     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO          | INVESCO GVT & AGNCY-INST             | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     43047 | NS      | $43047.03     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E EQUIPMENT SERVICES, INC.                   | H E EQUIPMENT SERVICES INC           | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      1197 | NS      | $54343.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                       | PACIRA BIOSCIENCES INC               | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |       957 | NS      | $36949.77     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                  | ADVANSIX INC                         | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       987 | NS      | $37525.74     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                                 | MYR GROUP INC                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       621 | NS      | $57175.47     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                          | TRUSTMARK CORP                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2542 | NS      | $88741.22     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                         | MARCUS MILLICHAP INC                 | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      1355 | NS      | $46679.75     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                     | CBIZ INC                             | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      1562 | NS      | $73179.70     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                            | S T BANCORP INC                      | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2636 | NS      | $90098.48     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                        | ENERSYS                              | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       855 | NS      | $63133.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCHISE GROUP, INC.                          | FRANCHISE GROUP INC                  | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      1117 | NS      | $26606.94     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPING WORLD HOLDINGS, INC.                   | CAMPING WORLD HOLDINGS INC           | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      1199 | NS      | $26761.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                         | MARTEN TRANS LTD                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2478 | NS      | $49014.84     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                              | VECTOR GROUP LTD                     | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      4650 | NS      | $55149.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                       | WERNER ENTERPRISES INC               | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1614 | NS      | $64979.64     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP.                     | OCEANFIRST FINANCIAL CORP            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4105 | NS      | $87231.25     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                  | PROGRESS SOFTWARE CORPORATION        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1210 | NS      | $61044.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE RMR GROUP INC.                             | RMR GROUP INC THE                    | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      2724 | NS      | $76953.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                         | VEECO INSTRUMENTS INC                | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1797 | NS      | $33388.26     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                | M I HOMES INC                        | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       950 | NS      | $43871.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                   | STURM RUGER COMPANY                  | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1327 | NS      | $67172.74     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP, INC.                            | REVOLVE GROUP INC                    | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1067 | NS      | $23751.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES, INC.                         | CAVCO INDUSTRIES INC                 | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $38688.75     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION          | ATLANTIC UNION BANKSHARES            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2063 | NS      | $72493.82     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO, INC.                                 | WESBANCO INC                         | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2183 | NS      | $80727.34     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                          | GREEN DOT CORP                       | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1850 | NS      | $29267.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER, INC.                             | ZIPRECRUITER INC                     | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      1795 | NS      | $29473.90     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                               | TRICO BANCSHARES                     | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1501 | NS      | $76535.99     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                         | TRI POINTE HOMES INC                 | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2402 | NS      | $44653.18     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                      | CNO FINANCIAL GROUP INC              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      3048 | NS      | $69646.80     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                      | MOOG INC CLASS A                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       873 | NS      | $76614.48     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORPORATION                            | VERITIV CORP                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       293 | NS      | $35661.03     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES, INC.                        | SIGA TECHNOLOGIES INC                | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1020 | NS      | $7507.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                        | FORWARD AIR CORP                     | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $53074.34     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                     | TOWNE BANK                           | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      2733 | NS      | $84285.72     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Victory Portfolios II

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer