# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001752724-23-041118
**Filing Date:** 2023-2
**Character Count:** 223451
**Document Hash:** 23dba089f8879f155e39ca6313dc8c44
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041118.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041118

**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**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0001091439
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 23670942

**BUSINESS ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297
- **BUSINESS PHONE:** 763-765-6551

**MAIL ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 19990721

## Series and Classes Contracts Data

### AZL Small Cap Stock Index Fund (Series ID: S000017464)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000048313 | AZL Small Cap Stock Index Fund Class 2 |  |
| C000173956 | AZL Small Cap Stock Index Fund Class 1 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Allianz Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-09491

- **c. CIK number of Registrant:** 0001091439

- **d. LEI of Registrant:** 549300446YVO0C3VKW34

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

  - **Street Address 1:** 5701 Golden Hills Drive

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

  - **Telephone number:** 800-624-0197

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

- **a. Name of Series:** AZL Small Cap Stock Index Fund

- **b. EDGAR series identifier (if any):** S000017464

- **c. LEI of Series:** 549300ZW0SJIPWUVBO84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $623776180.10

**Total Liabilities:** $3450792.70

**Net Assets:** $620325387.40

**Cash Not Reported:** $281600.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048313 | 12.37%               | 4.07%                | -6.77%               |
| Class ID C000173956 | 12.41%               | 4.03%                | -6.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1835996.82              | $67245782.81                               |
| Month 2  | $-2727691.05             | $28192230.43                               |
| Month 3  | $-598800.74              | $-45478362.52                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RE/MAX HOLDINGS, INC.                                             | RE MAX HOLDINGS INC                              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     13500 | NS      | $251640.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                                  | ELME COMMUNITIES                                 | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     63103 | NS      | $1123233.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                                               | GLAUKOS CORP                                     | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     33658 | NS      | $1470181.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                                              | UFP INDUSTRIES INC                               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     43693 | NS      | $3462670.25   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC.                                                          | NOW INC                                          | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     77783 | NS      | $987844.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                                            | WARRIOR MET COAL INC                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     36742 | NS      | $1272742.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP, INC.                                                   | HCI GROUP INC                                    | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      4977 | NS      | $197039.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                                       | ABM INDUSTRIES INC                               | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     47124 | NS      | $2093248.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MEDICAL HOLDINGS, INC.                                     | APOLLO MEDICAL HOLDINGS INC                      | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     28069 | NS      | $830561.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                                       | SALLY BEAUTY HOLDINGS INC                        | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     75810 | NS      | $949141.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                                      | CLEARWATER PAPER CORP                            | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     11887 | NS      | $449447.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                                     | INNOSPEC INC                                     | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     17614 | NS      | $1811776.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                                               | CVB FINANCIAL CORP                               | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92753 | NS      | $2388389.75   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                                    | PERDOCEO EDUCATION CORP                          | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     47216 | NS      | $656302.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                   | DIAMONDROCK HOSPITALITY CO                       | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    147616 | NS      | $1208975.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                                            | VEECO INSTRUMENTS INC                            | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     37994 | NS      | $705928.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORPORATION                                             | BANCFIRST CORP                                   | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     12339 | NS      | $1088053.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO., INC.                                       | FRANKLIN ELECTRIC CO INC                         | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     27542 | NS      | $2196474.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP, INC.                                             | WAWLKER DUNLOP INC                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21971 | NS      | $1724284.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC FINANCIAL GROUP, INC.                                       | AMBAC FINANCIAL GROUP INC                        | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     31445 | NS      | $548400.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, INC                                                         | CEVA INC                                         | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     17512 | NS      | $447956.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORPORATION                                          | SENECA FOODS CORP                                | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3655 | NS      | $222772.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTH'S HOSPITALITY GROUP, INC.                                    | RUTH S HOSPITALITY GROUP INC                     | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     21212 | NS      | $328361.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                                                | CONSOL ENERGY INC                                | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     23221 | NS      | $1509365.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORPORATION                                               | KNOWLES CORP                                     | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     65618 | NS      | $1077447.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC.                                                 | GREEN PLAINS INC                                 | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     35914 | NS      | $1095377.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                     | ASBURY AUTOMOTIVE GROUP INC                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     15622 | NS      | $2800243.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                                        | ENCORE CAPITAL GROUP INC                         | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     16584 | NS      | $795036.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                          | EMPLOYERS HOLDINGS INC                           | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19037 | NS      | $821065.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORPORATION                                        | WSFS FINANCIAL CORP                              | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     44081 | NS      | $1998632.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORPORATION                                                | ROGERS CORP                                      | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     13334 | NS      | $1591279.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                                          | ALLEGIANT TRAVEL CO                              | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     11395 | NS      | $774746.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX MEDICAL INC.                                             | ORTHOFIX MEDICAL INC                             | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14229 | NS      | $292121.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS, LTD.                                              | ICHOR HOLDINGS LTD                               | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     21378 | NS      | $573357.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                                          | ALARM COM HOLDING INC                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     35771 | NS      | $1769949.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                                             | GENTHERM INC                                     | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     23496 | NS      | $1534053.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                                            | NETSCOUT SYSTEMS INC                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     49078 | NS      | $1595525.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                           | TRIUMPH FINANCIAL INC                            | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     16520 | NS      | $807332.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS, INC                                       | EL POLLO LOCO HOLDINGS INC                       | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     12947 | NS      | $128952.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                                           | Veris Residential Inc                            | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55850 | NS      | $889690.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEM, INC.                                       | COMMUNITY BANK SYSTEM INC                        | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     38444 | NS      | $2420049.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN, INC.                                              | FIRST HAWIIAN INC                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     91432 | NS      | $2380889.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                                        | ETHAN ALLEN INTERIORS INC                        | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15717 | NS      | $415243.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORPORATION                                                 | KAMAN CORP                                       | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     19967 | NS      | $445264.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                      | CENTRAL GARDEN PET CO CLASS A                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     29669 | NS      | $1062150.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                                 | ACADEMY SPORTS OUTDOORS INC                      | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56335 | NS      | $2959840.90   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                                 | TALOS ENERGY INC                                 | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     46342 | NS      | $874936.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HESKA CORPORATION                                                 | HESKA CORP                                       | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      7240 | NS      | $450038.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES, INC.                                             | DXP ENTERPRISES INC TX                           | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10977 | NS      | $302416.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS, INC.                                                    | AGILYSYS INC                                     | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     14031 | NS      | $1110413.34   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL, INC.                                    | OIL STATES INTERNATIONAL INC                     | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     44720 | NS      | $333611.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC.                                                    | MODIVCARE INC                                    | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      8962 | NS      | $804160.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                      | CENTRAL GARDEN PET CO                            | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      7070 | NS      | $264771.50    | 0.04%             |  |  |  | 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        |     10268 | NS      | $1537222.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                                        | KORN FERRY                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     38179 | NS      | $1932620.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                                  | PHOTRONICS INC                                   | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     44278 | NS      | $745198.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL, INC.                                               | OLYMPIC STEEL INC                                | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      6567 | NS      | $220519.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                                        | WESTAMERICA BANCORP                              | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18962 | NS      | $1118947.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                                             | LA Z BOY INC                                     | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     30549 | NS      | $697128.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                                             | OXFORD INDUSTRIES INC                            | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     10537 | NS      | $981837.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                                 | SM ENERGY CO                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     87331 | NS      | $3041738.73   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY, INC.                                             | AVID TECHNOLOGY INC                              | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     23855 | NS      | $634304.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | SERVICE PROPERTIES TRUST                         | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    116738 | NS      | $851020.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                                    | LCI INDUSTRIES                                   | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     18096 | NS      | $1672975.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, INC.                                                     | NETGEAR INC                                      | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     20934 | NS      | $379114.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                        | MATSON INC                                       | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     26866 | NS      | $1679393.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.                                 | FOUR CORNERS PROPERTY TRUST INC                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     59163 | NS      | $1534096.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                                                 | STONEX GROUP INC                                 | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     12064 | NS      | $1149699.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                                     | CARS COM INC                                     | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     44010 | NS      | $606017.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                                        | PAR PACIFIC HOLDINGS INC                         | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     37326 | NS      | $867829.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES, INC.                                        | KAR AUCTION SERVICES INC                         | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     77568 | NS      | $1012262.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHA HOSPITALITY TRUST                                          | HERSHA HOSPITALITY TRUST                         | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     22058 | NS      | $187934.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, INC.                                   | HUDSON PACIFIC PROPERTY INC                      | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93348 | NS      | $908276.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                       | KAISER ALUMINUM CORP                             | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11304 | NS      | $858651.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVICES, INC.                                          | LIQUIDITY SERVICES INC                           | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     19380 | NS      | $272482.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                                           | HEARTLAND EXPRESS INC                            | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     33399 | NS      | $512340.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES, INC.                                            | MYERS INDUSTRIES INC                             | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     25743 | NS      | $572266.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                                             | MDC HOLDINGS INC                                 | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     41130 | NS      | $1299708.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR, INC.                                                   | MAXLINEAR INC CLASS A                            | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     51911 | NS      | $1762378.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE, INC.                                         | MERIDIAN BIOSCIENCE INC                          | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     30265 | NS      | $1005100.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORPORATION                                                | UNISYS CORP                                      | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     50001 | NS      | $255505.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS, INC.                                           | LIVERAMP HOLDINGS INC                            | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     47951 | NS      | $1123971.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                              | KONTOOR BRANDS INC                               | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     35123 | NS      | $1404568.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                                          | DINE BRANDS GLOBAL INC                           | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     10986 | NS      | $709695.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON, INC.                                                  | LIVEPERSON INC                                   | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     50441 | NS      | $511471.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG LOTS, INC.                                                    | BIG LOTS INC                                     | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21067 | NS      | $309684.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                          | AGREE REALTY CORP                                | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |     62555 | NS      | $4437026.15   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                                     | AMERICAN STATES WATER CO                         | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     26423 | NS      | $2445448.65   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                                               | THE ODP CORP                                     | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28410 | NS      | $1293791.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP.                                            | PROPETRO HOLDING CORP                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67178 | NS      | $696635.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                                            | MARTEN TRANSPORT LTD                             | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40864 | NS      | $808289.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                                      | CALERES INC                                      | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     25496 | NS      | $568050.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                             | CARA THERAPEUTICS INC                            | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     31984 | NS      | $343508.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                        | PATTERSON UTI ENERGY INC                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    153051 | NS      | $2577378.84   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES, INC.                                      | SERVISFIRST BANCSHARES INC                       | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34723 | NS      | $2392761.93   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS, INCORPORATED                                        | CYTOKINETICS INC                                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     66834 | NS      | $3062333.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp                                                        | JOINT CORP THE                                   | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10257 | NS      | $143392.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                          | PROASSURANCE CORP                                | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     38016 | NS      | $664139.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                       | MERCURY GENERAL CORP                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     18957 | NS      | $648329.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                                                | DELUXE CORP                                      | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     30947 | NS      | $525480.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORPORATION                                                   | CTS CORP                                         | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     22539 | NS      | $888487.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMTECH TELECOMMUNICATIONS CORP.                                  | COMTECH TELECOMMUNICATIONS CORP                  | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     20238 | NS      | $245689.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR RESIDENTIAL REIT, INC.                                     | ARMOUR RESIDENTIAL REIT INC                      | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     95394 | NS      | $537068.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| MOTORCAR PARTS OF AMERICA, INC.                                   | MOTORCAR PARTS OF AMERICA INC                    | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     13387 | NS      | $158769.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT CO., INC.                                                 | GANNETT CO INC                                   | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    105156 | NS      | $213466.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                                                      | GENESCO INC                                      | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      8781 | NS      | $404101.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL, INC.                                         | TITAN INTERNATIONAL INC                          | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     35365 | NS      | $541791.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                                              | JACK IN THE BOX INC                              | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     14816 | NS      | $1010895.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC.                                                        | ISTAR INC                                        | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     63833 | NS      | $487045.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                                           | ABERCROMBIE FITCH CO CLASS A                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     35062 | NS      | $803270.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN BSP REALTY TRUST, INC.                                   | FRANKLIN BSP REALTY TRUST INC                    | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     57649 | NS      | $743672.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CUTERA, INC.                                                      | CUTERA INC                                       | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     12478 | NS      | $551777.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES, INC.                                   | ARMADA HOFFLER PROPERTIES INC                    | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     46785 | NS      | $538027.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS, INC.                                            | SIMULATIONS PLUS INC                             | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11278 | NS      | $412436.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS, INC.                                 | AEROJET ROCKETDYNE HOLDINGS INC                  | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     53781 | NS      | $3007971.33   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORPORATION                                               | VERICEL CORP                                     | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     33398 | NS      | $879703.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                                          | BOOT BARN HOLDINGS INC                           | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     21153 | NS      | $1322485.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE POINT MORTGAGE TRUST INC.                                 | GRANITE POINT MORTGAGE TRUST INC                 | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     37073 | NS      | $198711.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                              | FULGENT GENETICS INC                             | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     14172 | NS      | $422042.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS, INC.                                                 | CHICO S FAS INC                                  | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     86957 | NS      | $427828.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                                         | AAR CORP                                         | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     23623 | NS      | $1060672.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC.                                                     | SAFEHOLD INC                                     | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     17420 | NS      | $498560.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX, INC.                                                        | EBIX INC                                         | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     17081 | NS      | $340936.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GRANITE CONSTRUCTION INCORPORATED                                 | GRANITE CONSTRUCTION INC                         | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     30877 | NS      | $1082856.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED                               | CHEESECAKE FACTORY INC                           | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     33717 | NS      | $1069166.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                                           | ENCORE WIRE CORP                                 | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12994 | NS      | $1787454.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                          | STEWART INFORMATION SERVICES CORP                | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     19469 | NS      | $831910.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                                   | TENNANT CO                                       | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     13193 | NS      | $812293.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                                            | PALOMAR HOLDINGS INC                             | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     17734 | NS      | $800867.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                               | SIX FLAGS ENTERTAINMENT CORP                     | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     53268 | NS      | $1238481.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| URSTADT BIDDLE PROPERTIES INC.                                    | URSTADT BIDDLE PROPERTIES CLASS A                | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     20201 | NS      | $382808.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                                        | EPLUS INC                                        | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     19424 | NS      | $860094.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES, INC.                                           | POWELL INDUSTRIES INC                            | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      6399 | NS      | $225116.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANCORP, INC.                                                 | BANCORP INC                                      | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39535 | NS      | $1122003.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORPORATION                                     | AMERICAN WOODMARK CORP                           | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     11708 | NS      | $572052.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                                                | BRISTOW GROUP INC                                | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     16702 | NS      | $453125.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                                    | EDGEWELL PERSONAL CARE CO                        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     36923 | NS      | $1423012.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC..                               | BRIGHTSPHERE INVESTMENT GROUP                    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     29713 | NS      | $611493.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                                            | ASTEC INDUSTRIES INC                             | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     16147 | NS      | $656537.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP.                                                  | FUTUREFUEL CORP                                  | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     20399 | NS      | $165843.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD.                                                  | SIRIUSPOINT LTD                                  | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     59093 | NS      | $348648.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                                 | CORCEPT THERAPEUTICS INC                         | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     67747 | NS      | $1375941.57   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HOLDINGS, INC.                                           | HAWAIIAN HOLDINGS INC                            | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     36639 | NS      | $375916.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORPORATION                                               | LINDSAY CORP                                     | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      7701 | NS      | $1254107.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC.                                                      | ONESPAN INC                                      | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     25986 | NS      | $290783.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERUS BIOSCIENCES, INC.                                         | COHERUS BIOSCIENCES INC                          | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     46018 | NS      | $364462.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE, INC.                                                    | TRUEBLUE INC                                     | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23189 | NS      | $454040.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP.                                              | PARK AEROSPACE CORP                              | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     12588 | NS      | $168805.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                                  | PRICESMART INC                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     17585 | NS      | $1068816.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP.                                        | ALBANY INTERNATIONAL CORP                        | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     21967 | NS      | $2165726.53   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                                | BANNER CORP                                      | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24110 | NS      | $1523752.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                                                | VISTA OUTDOOR INC                                | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     40057 | NS      | $976189.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                                               | EAGLE BANCORP INC                                | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     22895 | NS      | $1008982.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                              | CITY HOLDING COMPANY                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10347 | NS      | $963202.23    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                                        | ULTRA CLEAN HOLDINGS INC                         | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     33016 | NS      | $1094480.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                                                 | MILLERKNOLL INC                                  | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     53820 | NS      | $1130758.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                                                | NMI HOLDINGS INC                                 | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     58910 | NS      | $1231219.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS HOLDINGS, INC.                        | CONSOLIDATED COMMUNICATIONS HOLDINGS INC         | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     51086 | NS      | $182887.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                                          | APOGEE ENTERPRISES INC                           | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     15314 | NS      | $680860.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ?, INC.                                                     | GUESS INC                                        | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     21659 | NS      | $448124.71    | 0.07%             |  |  |  | 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        |        48 | NC      | $-50818.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                                        | MINERAL TECHNOLOGIES INC                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     22277 | NS      | $1352659.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                                              | LTC PROPERTIES INC                               | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     28369 | NS      | $1007950.57   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                                   | OCEANEERING INTERNATIONAL INC                    | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     70991 | NS      | $1241632.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                                        | RESOURCES CONNECTION INC                         | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22681 | NS      | $416876.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAD CORP                                                         | VIAD CORP                                        | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     14938 | NS      | $364337.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                                      | US PHYSICAL THERAPY INC                          | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      9156 | NS      | $741910.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC.                                                      | CERENCE INC                                      | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     25186 | NS      | $466696.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORPORATION                                       | QUAKER HOUGHTON                                  | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      9677 | NS      | $1615091.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                                              | CARETRUST REIT INC                               | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     68912 | NS      | $1280384.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                                    | EXPONENT INC                                     | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     35981 | NS      | $3565357.29   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORPORATION                                              | TREDEGAR CORP                                    | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     17954 | NS      | $183489.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                                      | FRESH DEL MONTE PRODUCE INC                      | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     21908 | NS      | $573770.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORPORATION                                            | 3D SYSTEMS CORP                                  | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     96193 | NS      | $711828.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                                               | PC CONNECTION INC                                | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      7036 | NS      | $329988.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                               | INTER PARFUMS INC                                | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12736 | NS      | $1229278.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                                 | SUN COUNTRY AIRLINES HOLDINGS INC                | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     23220 | NS      | $368269.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quinstreet Inc                                                    | QUINSTREET INC                                   | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     35933 | NS      | $515638.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                                             | HILLTOP HOLDINGS INC                             | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     31298 | NS      | $939252.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                                                | SPS COMMERCE INC                                 | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     25709 | NS      | $3301806.87   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                                       | MONRO INC                                        | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22130 | NS      | $1000276.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS, INC.                                           | CINEMARK HOLDINGS INC                            | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     76416 | NS      | $661762.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION                               | SELECT MEDICAL HOLDINGS CORP                     | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74065 | NS      | $1839033.95   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                                        | FEDERAL SIGNAL CORP                              | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     42676 | NS      | $1983153.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC.                                              | DESIGNER BRANDS INC                              | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     35381 | NS      | $346026.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                                         | G III APPAREL GROUP LTD                          | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     30274 | NS      | $415056.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE, INC.                                             | DIGITAL TURBINE INC                              | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     64284 | NS      | $979688.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES, INC.                                  | ADVANCED ENERGY INDUSTRIES INC                   | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     26594 | NS      | $2281233.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL, INC.                                               | SHOE CARNIVAL INC                                | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12029 | NS      | $287613.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                                                 | AMC NETWORKS INC                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     21160 | NS      | $331577.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                                          | BANC OF CALIFORNIA INC                           | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     39473 | NS      | $628804.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA, INC.                                                      | ARCOSA INCORPORATED                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     34131 | NS      | $1854678.54   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                                         | ZYNEX INC                                        | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15020 | NS      | $208928.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORPORATION                                     | AMERICAN VANGUARD CORP                           | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     19136 | NS      | $415442.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                                               | NEKTAR THERAPEUTICS                              | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    135137 | NS      | $305409.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                                          | FB FINANCIAL CORP                                | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     25141 | NS      | $908595.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, INC.                                                         | 8X8 INC                                          | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     80578 | NS      | $348096.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORPORATION                                                | HARSCO CORP                                      | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     56963 | NS      | $358297.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                                   | M I HOMES INC                                    | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     19007 | NS      | $877743.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON, INC.                                                       | ITRON INC                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     32425 | NS      | $1642326.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS, INC.                                               | ANGIODYNAMICS INC                                | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     27559 | NS      | $379487.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                                     | HAWKINS INC                                      | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     13116 | NS      | $506277.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                                    | JOHN B SANFILIPPO SON INC                        | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      6407 | NS      | $521017.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                             | CAL MAINE FOODS INC                              | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     26809 | NS      | $1459750.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                                      | PLEXUS CORP                                      | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     19775 | NS      | $2035440.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT, INC.                                                  | PERFICIENT INC                                   | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     24825 | NS      | $1733529.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                                  | DYNAVAX TECHNOLOGIES CORP                        | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     83529 | NS      | $888748.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES, INC.                                  | NATIONAL PRESTO INDUSTRIES INC                   | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3515 | NS      | $240636.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORPORATION                                                 | SABRE CORP                                       | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    235038 | NS      | $1452534.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS CORP.                              | RETAIL OPPORTUNITY INVESTMENTS CORP              | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90078 | NS      | $1353872.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED                               | LIGAND PHARMACEUTICALS INC CLASS B               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     11389 | NS      | $760785.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                                | CORVEL CORP                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6437 | NS      | $935489.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                                 | INSTALLED BUILDING PRODUCTS INC                  | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     16663 | NS      | $1426352.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                                     | FIRST BANCORP                                    | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25113 | NS      | $1075840.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP, INC.                                     | BERKSHIRE HILLS BANCORP INC                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     32063 | NS      | $958683.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                                 | STANDEX INTERNATIONAL CORP                       | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      8358 | NS      | $855942.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.                             | ALLSCRIPTS HEALTHCARE SOLUTIONS INC              | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     77607 | NS      | $1368987.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS, INC.                                           | BIOLIFE SOLUTIONS INC                            | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     24384 | NS      | $443788.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                                 | NORTHWEST NATURAL HOLDING CO                     | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25269 | NS      | $1202551.71   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                                  | HARMONY BIOSCIENCES HOLDINGS INC                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20886 | NS      | $1150818.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                                         | SJW GROUP                                        | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18699 | NS      | $1518171.81   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                                | SIMMONS FIRST NATIONAL CORP                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     91310 | NS      | $1970469.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                                     | HARMONIC INC                                     | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     73866 | NS      | $967644.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD.                                            | NABORS INDUSTRIES LTD                            | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6259 | NS      | $969331.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                                   | CENTRAL PACIFIC FINANCIAL CORP                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     19182 | NS      | $389010.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL, INC.                                           | ATN INTERNATIONAL INC                            | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      7458 | NS      | $337921.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                               | SPARTANNASH CO                                   | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     24539 | NS      | $742059.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                                    | PREFERRED BANK LOS ANGELES                       | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      7851 | NS      | $585841.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORPORATION                                      | WORLD ACCEPTANCE                                 | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      2401 | NS      | $158321.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.                               | DONNELLEY FINANCIAL SOLUTIONS INC                | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     17826 | NS      | $688974.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL INC.                                          | ELLINGTON FINANCIAL INC                          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     39757 | NS      | $491794.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP, INC.                                           | BROOKLINE BANCORP INC                            | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53943 | NS      | $763293.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORPORATION                                               | VERITIV CORP                                     | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      9604 | NS      | $1168902.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION                                | REX AMERICAN RESOURCES CORP                      | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11840 | NS      | $377222.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                                            | TRI POINTE HOMES INC                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71346 | NS      | $1326322.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.                                | HELIX ENERGY SOLUTIONS GROUP INC                 | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    100266 | NS      | $739963.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                               | OWENS MINOR INC                                  | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     54060 | NS      | $1055791.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                                             | TRUSTMARK CORP                                   | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     44021 | NS      | $1536773.11   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MISTER CAR WASH, INC.                                             | MISTER CAR WASH INC                              | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57034 | NS      | $526423.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                                     | AMN HEALTHCARE SERVICES INC                      | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     30605 | NS      | $3146806.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                                   | WORLD FUEL SERVICES CORP                         | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     44855 | NS      | $1225887.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR, INC.                                                  | FORMFACTOR INC                                   | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     55413 | NS      | $1231830.99   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                           | CUSTOMERS BANCORP INC                            | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     22248 | NS      | $630508.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                                    | HERITAGE FUNANCIAL CORP                          | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24268 | NS      | $743571.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORPORATION                                         | PARK NATIONAL CORP                               | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     10336 | NS      | $1454792.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PENNANT GROUP, INC.                                           | PENNANT GROUP INC                                | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     20217 | NS      | $221982.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                             | VIR BIOTECHNOLOGY INC                            | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53803 | NS      | $1361753.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC.                                                 | BARNES GROUP INC                                 | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     36172 | NS      | $1477626.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS, INC.                                                   | B G FOODS INC                                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     51534 | NS      | $574604.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| WABASH NATIONAL CORPORATION                                       | WABASH NATIONAL CORP                             | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     33532 | NS      | $757823.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC.                                               | OUTFRONT MEDIA INC                               | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     81459 | NS      | $1350590.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA                           | SEACOAST BANKING CORP OF FLORI                   | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     43782 | NS      | $1365560.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                                        | WINNEBAGO INDUSTRIES INC                         | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     21525 | NS      | $1134367.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORPORATION                                               | ARCONIC CORP                                     | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     71877 | NS      | $1520917.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION, INC.                                                    | ARTIVION INC                                     | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     28610 | NS      | $346753.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                                         | MOOG INC CLASS A                                 | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     20725 | NS      | $1818826.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                               | GRIFFON CORP                                     | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     33327 | NS      | $1192773.33   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                                                 | BRADY CORP                                       | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     32766 | NS      | $1543278.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                                 | OSI SYSTEMS INC                                  | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     11343 | NS      | $901995.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION                                    | TOMPKINS TRUSTCO INC                             | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      8907 | NS      | $691005.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                                      | XENIA HOTELS RESORTS INC                         | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     80447 | NS      | $1060291.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                                     | SIMPLY GOOD FOODS CO THE                         | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59606 | NS      | $2266816.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                                    | CATALYST PHARMACEUTICALS INC                     | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     67319 | NS      | $1252133.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                                     | ADVANSIX INC                                     | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     19646 | NS      | $746940.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                                             | MGP INGREDIENTS INC                              | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     10984 | NS      | $1168477.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST, INC.                                                    | MEDIFAST INC                                     | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      7321 | NS      | $844477.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORPORATION                                | MATTHEWS INTERNATIONAL CORP CL A                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     21871 | NS      | $665753.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IROBOT CORPORATION                                                | IROBOT INC                                       | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     19251 | NS      | $926550.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.                                  | VIRTUS INVESTMENT PARTNERS INC                   | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      4863 | NS      | $930972.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST                                | PENNYMAC MORTGAGE INVESTMENT TRUST               | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     62241 | NS      | $771165.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                                  | UNITI GROUP INC                                  | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    170161 | NS      | $940990.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORPORATION                                         | READY CAPITAL CORPORATION                        | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     68170 | NS      | $759413.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                                    | SUPERNUS PHARMACEUTICALS INC                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     39821 | NS      | $1420415.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS, INC.                                             | PGT INNOVATIONS INC                              | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     41919 | NS      | $752865.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM COMPANY                                          | CALLON PETROLEUM CO                              | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     36578 | NS      | $1356678.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                                   | HUB GROUP INC                                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23462 | NS      | $1864994.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                            | ENPRO INDUSTRIES INC                             | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     14639 | NS      | $1591112.91   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS, INC.                                            | BJ S RESTAURANT INC                              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     16500 | NS      | $435270.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                           | HELMERICH PAYNE INC                              | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     74612 | NS      | $3698516.84   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                         | CENTURY COMMUNITIES INC                          | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     19917 | NS      | $996049.17    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP, INC.                                                   | PRA GROUP INC                                    | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     27674 | NS      | $934827.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET, INC.                                                  | HOMESTREET INC                                   | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12842 | NS      | $354182.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                                            | SONIC AUTOMOTIVE INC                             | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     11704 | NS      | $576656.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORPORATION                                          | SLEEP NUMBER CORP                                | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     15921 | NS      | $413627.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                                        | ADEIA INC                                        | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74151 | NS      | $702951.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                                               | ACADIA RLTY                                      | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68096 | NS      | $977177.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares | DREYFUS TREASURY SECURITIES CASH MANAGEMENT      | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2894936 | NS      | $2894935.59   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS, INC.                                              | CALAVO GROWERS INC                               | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12704 | NS      | $373497.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHILDREN'S PLACE, INC.                                        | CHILDREN S PLACE INC THE                         | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      9547 | NS      | $347701.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                          | FIRST FINANCIAL BANCORP                          | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     67843 | NS      | $1643835.89   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                                                    | MYR GROUP INC                                    | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     11665 | NS      | $1073996.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                                               | ARCBEST CORP                                     | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     17561 | NS      | $1229972.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC.                                         | ANYWHERE REAL ESTATE INC                         | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     78936 | NS      | $504401.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS, INC.                               | TANGER FACTORY OUTLET CENTER                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     73749 | NS      | $1323057.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                                             | BOISE CASCADE CO                                 | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     28109 | NS      | $1930245.03   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                                               | S T BANCORP INC                                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27471 | NS      | $938958.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                                   | DIME COMMUNITY BANCSHARES                        | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22536 | NS      | $717320.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.                      | AMERICAN AXLE MANUFACTURING HOLDINGS INC         | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80304 | NS      | $627977.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                 | HORACE MANN EDUCATORS CORP                       | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     28804 | NS      | $1076405.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                                         | YELP INC                                         | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     49747 | NS      | $1360082.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST, INC.                                     | NEW YORK MORTGAGE TRUST INC                      | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    264929 | NS      | $678218.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                                                | SHUTTERSTOCK INC                                 | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     17590 | NS      | $927344.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC OLD                                                    | OMNIAB INC OLD                                   | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4420 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                                          | MUELLER INDUSTRIES INC                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     40230 | NS      | $2373570.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP, INC.                                                | MOVADO GROUP INC                                 | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     11053 | NS      | $356459.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                                                | A10 NETWORKS INC                                 | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     45629 | NS      | $758810.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                                | INTERDIGITAL INC                                 | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |     19981 | NS      | $988659.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                                 | HAVERTY FURNITURE COS INC                        | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      9121 | NS      | $272717.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST, INC.                                  | NEXPOINT RESIDENTIAL TRUST INC                   | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     16208 | NS      | $705372.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP, INC.                                                   | DRIL QUIP INC                                    | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     23892 | NS      | $649145.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                                          | AZZ INC                                          | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     17327 | NS      | $696545.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC.                                                  | SHAKE SHACK INC CLASS A                          | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     26649 | NS      | $1106732.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS, INC.                               | COMPUTER PROGRAMS SYSTEMS INC                    | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      9776 | NS      | $266102.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                                                  | NV5 GLOBAL INC                                   | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8741 | NS      | $1156609.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HIBBETT, INC.                                                     | HIBBETT INC                                      | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      8983 | NS      | $612820.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORPORATION                                                | CONMED CORP                                      | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     21825 | NS      | $1934568.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES, INC.                                     | SOUTH JERSEY INDUSTRIES INC                      | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     86676 | NS      | $3079598.28   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORPORATION                                  | PHIBRO ANIMAL HEALTH CORP                        | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     14664 | NS      | $196644.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                                        | SOUTHSIDE BANCSHARES INC                         | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     21339 | NS      | $767990.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                           | BRANDYWINE REALTY TRUST                          | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    126740 | NS      | $779451.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART, INC.                                          | AMERICA S CAR MART INC TX                        | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4152 | NS      | $300023.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                                    | TRINSEO PLC                                      | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     22713 | NS      | $515812.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS, INC.                                          | ANIKA THERAPEUTICS INC                           | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     10435 | NS      | $308876.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                              | COGENT COMMUNICATIONS HOLDINGS                   | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30741 | NS      | $1754696.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                                    | OFFICE PROPERTIES INCOME TRUST                   | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34831 | NS      | $464993.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARCUS CORPORATION                                            | MARCUS CORP                                      | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     18041 | NS      | $259609.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITESTONE REIT                                                   | WHITESTONE REIT                                  | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31678 | NS      | $305375.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                                            | SPX TECHNOLOGIES INC                             | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31782 | NS      | $2086488.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                          | EW SCRIPPS CO THE                                | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     41675 | NS      | $549693.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                                        | GOLDEN ENTERTAINMENT INC                         | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     15635 | NS      | $584749.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                                    | NATIONAL VISION HOLDINGS INC                     | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     55897 | NS      | $2166567.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.                                   | HEALTHCARE SERVICES GROUP                        | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     53263 | NS      | $639156.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET, INC.                                                  | TECHTARGET                                       | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     19235 | NS      | $847494.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORPORATION                                | JOHN BEAN TECHNOLOGIES CORP                      | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     22695 | NS      | $2072734.35   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                        | ENANTA PHARMACEUTICALS INC                       | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     13896 | NS      | $646441.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                                         | ALEXANDER BALDWIN INC                            | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51216 | NS      | $959275.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                                               | ANDERSONS INC                                    | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     22081 | NS      | $772614.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS, INC.                                             | MYRIAD GENETICS INC                              | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     57628 | NS      | $836182.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.                              | EASTERLY GOVERNMENT PROPERTIES INC               | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     63886 | NS      | $911653.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| CORECIVIC, INC.                                                   | CORECIVIC INC                                    | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     81129 | NS      | $937851.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                                            | URBAN OUTFITTERS INC                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     42636 | NS      | $1016868.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS, INC.                                               | PDF SOLUTIONS INC                                | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     21580 | NS      | $615461.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                                          | ATI INC                                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     91113 | NS      | $2720634.18   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                                      | INTEGER HOLDINGS CORP                            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     23537 | NS      | $1611343.02   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                                         | VAREX IMAGING CORP                               | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     27735 | NS      | $563020.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                             | BLOOMIN BRANDS INC                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     61735 | NS      | $1242108.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                                   | AMERICAN EAGLE OUTFITTERS INC                    | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    123784 | NS      | $1728024.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                                               | SEMTECH CORP                                     | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     20317 | NS      | $582894.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                                              | AXOS FINANCIAL INC                               | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     38481 | NS      | $1470743.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                                            | TTM TECHNOLOGIES INC                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     74043 | NS      | $1116568.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                                         | NU SKIN ENTERPRISES INC CLASS A                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     35708 | NS      | $1505449.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC.                                        | UNIVERSAL ELECTRONICS INC                        | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      8610 | NS      | $179174.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                             | URBAN EDGE PROPERTIES                            | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85116 | NS      | $1199284.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDIOVASCULAR SYSTEMS, INC.                                      | CARDIOVASCULAR SYSTEMS INC                       | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     29499 | NS      | $401776.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                                               | DIODES INC                                       | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     32501 | NS      | $2474626.14   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                                     | PEDIATRIX MEDICAL GROUP INC                      | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58306 | NS      | $866427.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                              | RENASANT CO                                      | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     39660 | NS      | $1490819.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                                               | BALCHEM CORP                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     22819 | NS      | $2786428.09   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                                            | EXTREME NETWORKS INC                             | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     92680 | NS      | $1696970.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKENSTEEL CORPORATION                                           | TIMKENSTEEL CORP                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     27748 | NS      | $504181.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd                                 | ALPHA OMEGA SEMICONDUCTOR LTD                    | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     16577 | NS      | $473604.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                            | MARCUS MILLICHAP INC                             | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     17701 | NS      | $609799.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                                              | HOSTESS BRANDS INC                               | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94226 | NS      | $2114431.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS, LTD.                                  | JAMES RIVER GROUP HOLDINGS                       | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     26609 | NS      | $556394.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                                     | WD 40 CO                                         | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      9305 | NS      | $1500059.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                                           | LEMAITRE VASCULAR INC                            | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     13483 | NS      | $620487.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                                       | RAMBUS INC                                       | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     76197 | NS      | $2729376.54   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES, INC.                                        | ORASURE TECHNOLOGIES INC                         | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     51875 | NS      | $250037.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                                            | INDEPENDENT BANK CORP ROCKLAND MA                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     32553 | NS      | $2748449.79   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC.                                                       | ZIMVIE INC                                       | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     14879 | NS      | $138969.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION                                    | LAKELAND FINANCIAL CORP                          | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18009 | NS      | $1314116.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                                            | WW INTERNATIONAL INC                             | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     39588 | NS      | $152809.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP.                                  | FRANKLIN STREET PROPERTIES                       | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     47896 | NS      | $130756.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                                     | FIRST BANCORP                                    | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    131199 | NS      | $1668851.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                       | OFG BANCORP                                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     33957 | NS      | $935854.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.                                | UNIVERSAL INSURANCE HOLDINGS INC                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     19123 | NS      | $202512.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                                             | KOPPERS HOLDINGS INC                             | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14703 | NS      | $414624.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP, INC.                                           | UNITED FIRE GROUP INC                            | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15099 | NS      | $413108.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES, INC.                                           | MESA LABS INC                                    | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      3568 | NS      | $593037.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc                                                     | REGENXBIO INC                                    | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     26907 | NS      | $610250.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC.                                              | ONTO INNOVATION INC                              | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     35395 | NS      | $2410045.55   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS INC.                                  | RAYONIER ADVANCED MATERIALS                      | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     44999 | NS      | $431990.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                        | MERITAGE CORP                                    | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     25884 | NS      | $2386504.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                           | CIVITAS RESOURCES INC                            | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     37004 | NS      | $2143641.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                                      | STRIDE INC                                       | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     28671 | NS      | $896828.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                                                   | LGI HOMES INC                                    | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     14468 | NS      | $1339736.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MR. COOPER GROUP INC.                                             | MR COOPER GROUP INC                              | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     50111 | NS      | $2010954.43   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                                       | USANA HEALTH SCIENCES INC                        | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      8486 | NS      | $451455.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS, INC.                                                 | NEOGENOMICS INC                                  | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89801 | NS      | $829761.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS, INC.                                                       | SONOS INC                                        | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     90896 | NS      | $1536142.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.                               | DAVE BUSTER S ENTERTAINMENT INC                  | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     29505 | NS      | $1045657.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                                      | SAFETY INSURANCE GROUP INC                       | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     10275 | NS      | $865771.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC.                                | KKR REAL ESTATE FINANCE TRUST INC                | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     39869 | NS      | $556571.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION                          | FIRST COMMONWEALTH FINANCIAL CORP                | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     65942 | NS      | $921209.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                                    | IRONWOOD PHARMACEUTICALS INC                     | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     94777 | NS      | $1174287.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                                  | CHESAPEAKE UTILITIES CORP                        | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     12538 | NS      | $1481740.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                                              | UNIFIRST CORP                                    | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     10811 | NS      | $2086414.89   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORPORATION                                                | LIVENT CORP                                      | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    126742 | NS      | $2518363.54   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                                                | PROG HOLDINGS INC                                | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     35902 | NS      | $606384.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                          | PATHWARD FINANCIAL INC                           | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     20556 | NS      | $884935.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                                            | RANGER OIL CORP                                  | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     13684 | NS      | $553244.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                                             | DORMAN PRODUCTS INC                              | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20029 | NS      | $1619745.23   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                                                | AVISTA CORP                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     52077 | NS      | $2309094.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                                     | STANDARD MOTOR PRODUCTS INC                      | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     13187 | NS      | $458907.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE, INC.                                          | NEXTGEN HEALTHCARE INC                           | CUSIP: 65343C102<br>LEI: 549300N5HIPS1URF0F20 | Long             | EC               | CORP              | US        |     39422 | NS      | $740345.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                                           | PIPER SANDLER COS                                | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     10039 | NS      | $1306977.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE, INC.                                                  | WISDOMTREE INC                                   | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     78271 | NS      | $426576.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP, INC.                                               | TRIUMPH GROUP INC                                | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     46466 | NS      | $488822.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                              | MATIV INC                                        | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     38877 | NS      | $812529.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                                    | STEPAN COMPANY                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     15054 | NS      | $1602648.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                            | GLOBAL NET LEASE INC                             | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     72672 | NS      | $913487.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                                     | ADTALEM GLOBAL EDUCATION INC                     | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     31732 | NS      | $1126486.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                               | ELF BEAUTY INC                                   | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     35263 | NS      | $1950043.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                                            | ITEOS THERAPEUTICS INC                           | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17618 | NS      | $344079.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                                             | GREEN DOT CORP CLASS A                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33751 | NS      | $533940.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYNES INTERNATIONAL, INC.                                        | HAYNES INTERNATIONAL INC                         | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      8497 | NS      | $388227.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.                           | ESSENTIAL PROPERTIES REALTY                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    101591 | NS      | $2384340.77   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                                    | CALIFORNIA WATER SERVICE GROUP                   | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     38714 | NS      | $2347616.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                        | XENCOR INC                                       | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     42605 | NS      | $1109434.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING, INC.                                              | CORSAIR GAMING INC                               | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     27891 | NS      | $378480.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                                  | CLEARFIELD INC                                   | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      8050 | NS      | $757827.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                                           | MIDDLESEX WATER CO                               | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12516 | NS      | $984633.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP, INC.                                     | PACIFIC PREMIER BANCORP INC                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     68102 | NS      | $2149299.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                                    | AMERIS BANCORP                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     46539 | NS      | $2193848.46   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                             | UNIVERSAL CORP                                   | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     17307 | NS      | $913982.67    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP, INC.                                      | INDEPENDENT BANK GROUP INC                       | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25459 | NS      | $1529576.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                                          | XPEL INC                                         | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     13735 | NS      | $824924.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                                          | NORTHFIELD BANCORP INC                           | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29292 | NS      | $460763.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                             | ARLO TECHNOLOGIES INC                            | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     61922 | NS      | $217346.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                                          | TRINITY INDUSTRIES INC                           | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     57467 | NS      | $1699299.19   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS, INC.                                | ATLAS AIR WORLDWIDE HOLDINGS                     | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     18240 | NS      | $1838592.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                                  | BUCKLE INC THE                                   | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     20816 | NS      | $944005.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                                           | SIGNET JEWELERS LTD                              | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     32732 | NS      | $2225776.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                                     | AMPHASTAR PHARMACEUTICALS INC                    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     26375 | NS      | $739027.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                               | DOUGLAS ELLIMAN INC                              | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     49301 | NS      | $200655.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                                     | SKYWEST INC                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     36782 | NS      | $607270.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, INC.                                                      | EZCORP INC                                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     38440 | NS      | $313286.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                                    | INNOVIVA INC                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     44518 | NS      | $589863.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                                         | GOGO INC                                         | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     45928 | NS      | $677897.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                                          | PACIRA BIOSCIENCES INC                           | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     32581 | NS      | $1257952.41   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GEO GROUP, INC.                                               | THE GEO GROUP INC                                | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     87679 | NS      | $960085.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Aaron's Company Inc                                               | AARON S CO INC THE                               | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22098 | NS      | $264071.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS, INC.                                             | ADTRAN HOLDINGS INC                              | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     49902 | NS      | $937658.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY                   | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     48886 | NS      | $2230179.32   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                                            | ENSIGN GROUP INC                                 | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     39149 | NS      | $3703886.89   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE, INC.                                                    | NUVASIVE INC                                     | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     36643 | NS      | $1511157.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                                        | WOLVERINE WORLD WIDE INC                         | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     55579 | NS      | $607478.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION                                | NATIONAL BANK HOLDINGS CORP                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24256 | NS      | $1020449.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC.                                     | INVESCO MORTGAGE CAPITAL INC                     | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     24988 | NS      | $318097.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR INTERNATIONAL, INC.                                        | CIRCOR INTERNATIONAL INC                         | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     14430 | NS      | $345742.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC.                                       | ORGANOGENESIS HOLDINGS INC                       | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     50846 | NS      | $136775.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                                     | EMBECTA CORP                                     | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     41020 | NS      | $1037395.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH, INC.                                          | FORRESTER RESEARCH INC                           | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      8519 | NS      | $304639.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BED BATH & BEYOND INC.                                            | BED BATH BEYOND INC                              | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     55563 | NS      | $139463.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SURMODICS, INC.                                                   | SURMODICS INC                                    | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     10010 | NS      | $341541.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES, INC.                                         | INSIGHT ENTERPRISES INC                          | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     21737 | NS      | $2179568.99   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL, INC.                                              | AVANOS MEDICAL INC                               | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     32936 | NS      | $891248.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                                    | CROSS COUNTRY HEALTHCARE INC                     | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     24897 | NS      | $661513.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM, INC.                                                | HEALTHSTREAM INC                                 | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     17360 | NS      | $431222.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INVESTMENT CORP.                                      | TWO HARBORS INVESTMENT CORP                      | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     61054 | NS      | $962821.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD.                                             | ASSURED GUARANTY LTD                             | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     42186 | NS      | $2626500.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, INC.                                                        | AAON INC                                         | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Long             | EC               | CORP              | US        |     29729 | NS      | $2239188.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                                   | O I GLASS INC                                    | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109803 | NS      | $1819435.71   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECHNOLOGIES, INC.                                           | FARO TECHNOLOGIES INC                            | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     13286 | NS      | $390741.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                                       | CENTERSPACE                                      | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     10822 | NS      | $634926.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION, INC.                                                   | TRUPANION INC                                    | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     24937 | NS      | $1185255.61   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                                  | NBT BANCORP INC                                  | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30509 | NS      | $1324700.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES, INC.                                            | CAVCO INDUSTRIES INC                             | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5821 | NS      | $1317001.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES, INC.                             | APPLIED INDUSTRIAL TECH INC                      | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     27383 | NS      | $3451079.49   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                                                | GETTY REALTY CORP NEW                            | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     29536 | NS      | $999793.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                                        | COHU INC                                         | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     34388 | NS      | $1102135.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.                            | INNOVATIVE INDUSTRIAL PROPERTIES INC             | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     19848 | NS      | $2011594.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                             | ARCUS BIOSCIENCES INC                            | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37069 | NS      | $766586.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                                       | ENHABIT HOME HEALTH HOSPICE                      | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     35209 | NS      | $463350.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                              | LXP INDUSTRIAL TRUST                             | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    197558 | NS      | $1979531.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                                             | CHATHAM LODGING TRUST                            | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33641 | NS      | $412775.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PETMED EXPRESS, INC.                                              | PETMED EXPRESS INC                               | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     15499 | NS      | $274332.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.                       | APOLLO COMMERCIAL REAL ESTATE FINANCE INC        | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     91046 | NS      | $979654.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                                   | DORIAN LPG LTD                                   | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     21771 | NS      | $412560.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS, INC.                                       | EAGLE PHARMACEUTICALS INC                        | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      7258 | NS      | $212151.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                                             | TRUSTCO BANK CORP NY                             | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13295 | NS      | $499759.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories N.V.                                            | CORE LABORATORIES N V                            | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |     32870 | NS      | $666274.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                                         | ENOVA INTERNATIONAL INC                          | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     22954 | NS      | $880744.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                                                 | ADAPTHEALTH CORP                                 | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54113 | NS      | $1040051.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniqure NV                                                        | UNIQURE NV                                       | CUSIP: N90064101<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |     29123 | NS      | $660218.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                                       | BENCHMARK ELECTRONICS INC                        | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     25982 | NS      | $693459.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC.                                                  | ALAMO GROUP INCORPORATED                         | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      7225 | NS      | $1023060.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                                    | COLLEGIUM PHARMACEUTICAL INC                     | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     23582 | NS      | $547102.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS, INC.                                    | SUNSTONE HOTEL INVESTORS INC                     | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    149594 | NS      | $1445078.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                                        | EMERGENT BIOSOLUTIONS INC                        | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     31858 | NS      | $376242.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.                                    | HAIN CELESTIAL GROUP INC THE                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     64375 | NS      | $1041587.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT REALTY                                                        | RPT REALTY                                       | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |     60408 | NS      | $606496.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES, INC.                                        | GIBRALTAR INDUSTRIES INC                         | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22086 | NS      | $1013305.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                                                 | HILLENBRAND INC                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     49241 | NS      | $2101113.47   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                                         | XPERI INC                                        | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30280 | NS      | $260710.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                                            | SCHOLASTIC CORP                                  | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21230 | NS      | $837735.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                                      | LESLIE S INC                                     | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105151 | NS      | $1283893.71   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                                 | PRESTIGE CONSUMER HEALTHCARE INC                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35268 | NS      | $2207776.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI, INC.                                                     | AGILITI INC                                      | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23124 | NS      | $377152.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST, INC.                                               | REDWOOD TRUST INC                                | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     81980 | NS      | $554184.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                                | BADGER METER INC                                 | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     20830 | NS      | $2271094.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.                          | HEIDRICK STRUGGLES INTERNATIONAL INC             | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     14272 | NS      | $399187.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                          | GROUP 1 AUTOMOTIVE INC                           | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     10308 | NS      | $1859253.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                  | CARPENTER TECHNOLOGY CORP                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     34610 | NS      | $1278493.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                                              | SUNCOKE ENERGY INC                               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     60643 | NS      | $523349.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUCORA, INC.                                                     | BLUCORA INC                                      | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     32969 | NS      | $841698.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                             | STELLAR BANCORP INC                              | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     31326 | NS      | $922863.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT, INC.                                               | AEROVIRONMENT INC                                | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     17673 | NS      | $1513869.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                                            | ESCO TECHNOLOGIES INC                            | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     17821 | NS      | $1560050.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                                         | COMFORT SYSTEMS USA INC                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     25061 | NS      | $2884019.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES, INC.                                          | INSTEEL INDUSTRIES INC                           | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     13848 | NS      | $381096.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                                           | DIGI INTERNATIONAL INC                           | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     24536 | NS      | $896790.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                                  | PROTO LABS INC                                   | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     19326 | NS      | $493392.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                                          | PATRICK INDS INC                                 | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     15364 | NS      | $931058.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                                           | FORWARD AIR CORP                                 | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19091 | NS      | $2002454.99   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                                     | TOOTSIE ROLL INDUSTRIES INC                      | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     12735 | NS      | $542128.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                        | UNITED NATURAL FOODS INC                         | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     41333 | NS      | $1600000.43   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMIZERx Corp                                                   | OPTIMIZERX CORP                                  | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12582 | NS      | $211377.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM, INC                                             | LAREDO PETROLEUM INC                             | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     11977 | NS      | $615857.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.                                | KULICKE SOFFA INDUSTRIES INC                     | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     41703 | NS      | $1845774.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                                        | GREEN BRICK PARTNERS INC                         | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     18169 | NS      | $440234.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                          | CENTURY ALUMINUM CO                              | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     36930 | NS      | $302087.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                                       | HANMI FINANCIAL CORP                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     21687 | NS      | $536753.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT, INC.                                     | MONARCH CASINO RESORT INC                        | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      9395 | NS      | $722381.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC.                                                       | ZUMIEZ INC                                       | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     11556 | NS      | $251227.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED                           | COMMUNITY HEALTHCARE TRUST INC                   | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     16521 | NS      | $591451.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                                        | CHEFS WAREHOUSE INC                              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     23998 | NS      | $798653.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS, INC.                                         | ANI PHARMACEUTICALS INC                          | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      8622 | NS      | $346863.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                                   | CAPITOL FEDERAL FINANCIAL INC                    | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90742 | NS      | $784918.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL, INC.                              | COMPASS MINERALS INTERNATIONAL INC               | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     24157 | NS      | $990437.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. FULLER COMPANY                                               | HB FULLER CO                                     | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     38050 | NS      | $2725141.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS, INC.                                                | SAUL CENTERS INC                                 | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9161 | NS      | $372669.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTERNATIONAL INC.                                         | MERCER INTERNATIONAL INC                         | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     29147 | NS      | $339271.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS, INC.                                             | CHUY S HOLDINGS INC                              | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12477 | NS      | $353099.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                                           | NATIONAL BEVERAGE CORP                           | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     16620 | NS      | $773328.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                                       | AMERICAN ASSETS TRUST INC                        | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36684 | NS      | $972126.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                        | INOGEN INC                                       | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     16528 | NS      | $325766.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                                                   | MASTERBRAND INC                                  | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     87162 | NS      | $658073.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                                              | THRYV HOLDINGS INC                               | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23477 | NS      | $446063.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                                   | CONSENSUS CLOUD SOLUTIONS INC                    | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12641 | NS      | $679580.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                             | INDUSTRIAL LOGISTICS PROPERT                     | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     48991 | NS      | $160200.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                                               | RENT A CENTER INC                                | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     35529 | NS      | $801178.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS, INC.                                       | SMART GLOBAL HOLDINGS INC                        | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |     35062 | NS      | $521722.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION                              | QUANEX BUILDING PRODUCTS CORP                    | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     22856 | NS      | $541230.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                                                | SITE CENTERS CORP                                | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    133047 | NS      | $1817422.02   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                           | CUSHMAN WAKEFIELD PLC                            | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     86101 | NS      | $1072818.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                                     | PROGRESS SOFTWARE CORP                           | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     31008 | NS      | $1564353.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                                    | GREENBRIER COMPANIES INC                         | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     23111 | NS      | $774911.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                          | FABRINET                                         | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     26024 | NS      | $3336797.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                                  | BANKUNITED INC                                   | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     55547 | NS      | $1886931.59   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                              | VIAVI SOLUTIONS INC                              | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    160748 | NS      | $1689461.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                                            | VERITEX HOLDINGS INC                             | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     38723 | NS      | $1087341.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                                                  | SCANSOURCE INC                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     18409 | NS      | $537910.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                          | GMS INC                                          | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     29906 | NS      | $1489318.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                                   | FRONTDOOR INC                                    | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     57912 | NS      | $1204569.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                                         | METHODE ELECTRONICS INC                          | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     26307 | NS      | $1167241.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                                     | ARCHROCK INC COM                                 | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     95310 | NS      | $855883.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                               | SANMINA CORP                                     | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     41108 | NS      | $2355077.32   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                                   | CSG SYSTEMS INTERNATIONAL INC                    | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     21980 | NS      | $1257256.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                                               | TTEC HOLDINGS INC                                | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     12527 | NS      | $552816.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                               | SYLVAMO CORP                                     | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     23387 | NS      | $1136374.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                                     | EVERTEC INC                                      | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     46495 | NS      | $1505508.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                                                 | VECTOR GROUP LTD                                 | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     93906 | NS      | $1113725.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                                        | ADDUS HOMECARE CORP                              | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     11349 | NS      | $1129112.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                                              | MATERION CORP                                    | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     14561 | NS      | $1274233.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                                               | ST JOE CORP                                      | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     24041 | NS      | $929184.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC.                                                 | PITNEY BOWES INC                                 | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    101264 | NS      | $384803.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC GLOBAL INC.                                                   | DMC GLOBAL INC                                   | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     13037 | NS      | $253439.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                                | UNITIL CORP                                      | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11286 | NS      | $579648.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                             | SHENANDOAH TELECOMMUNICATIONS CO                 | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     36056 | NS      | $572569.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY INCOME TRUST                              | UNIVERSAL HEALTH REALTY INCOME TRUST             | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      9374 | NS      | $447421.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| B. RILEY FINANCIAL, INC.                                          | B RILEY FINANCIAL INC                            | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11384 | NS      | $389332.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                                                | HOPE BANCORP INC                                 | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     85207 | NS      | $1091501.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                                              | KELLY SERVICES INC CLASS A                       | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24644 | NS      | $416483.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                                  | TELEPHONE DATA SYSTEMS INC                       | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70909 | NS      | $743835.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                             | TREEHOUSE FOODS INC                              | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     35834 | NS      | $1769482.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                                          | GENWORTH FINANCIAL INC                           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    350206 | NS      | $1852589.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                                        | AXCELIS TECHNOLOGIES INC                         | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     23504 | NS      | $1865277.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES, INC.                                        | RESIDEO TECHNOLOGIES INC                         | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    103805 | NS      | $1707592.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                                     | COLUMBIA BANKING SYSTEM                          | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56641 | NS      | $1706593.33   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                                          | ENERPAC TOOL GROUP CORP                          | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     39884 | NS      | $1015047.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                                        | NORTHWEST BANCSHARES INC                         | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90295 | NS      | $1262324.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS, INC.                                    | COMMUNITY HEALTH SYSTEMS INC                     | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91485 | NS      | $395215.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. SILICA HOLDINGS, INC.                                        | US SILICA HOLDINGS INC                           | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     53158 | NS      | $664475.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                                               | STEVEN MADDEN LTD                                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     52282 | NS      | $1670932.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                                       | MERIT MEDICAL SYSTEMS INC                        | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     40250 | NS      | $2842455.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                                         | RPC INC                                          | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     58220 | NS      | $517575.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                               | PAYONEER GLOBAL INC                              | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142261 | NS      | $778167.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                                      | RADNET INC                                       | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     34488 | NS      | $649409.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES, INC.                                            | AVID BIOSERVICES INC                             | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     43963 | NS      | $605370.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                                                   | MARINEMAX INC                                    | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     15278 | NS      | $476979.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                                | PROVIDENT FINANCIAL SVCS                         | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     54107 | NS      | $1155725.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                                   | INTERFACE INC                                    | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     40442 | NS      | $399162.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                                      | STURM RUGER CO INC                               | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     12489 | NS      | $632193.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office Reit Inc                                             | ORION OFFICE REIT INC                            | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40097 | NS      | $342428.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES, INC.                                     | SUMMIT HOTEL PROPERTIES INC                      | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     74081 | NS      | $534864.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, INC                                                    | AMERISAFE INC                                    | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     13376 | NS      | $695150.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                                       | BRINKER INTERNATIONAL INC                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     31284 | NS      | $998272.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                                         | STRATEGIC EDUCATION INC                          | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     16019 | NS      | $1254608.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE, INC.                                                 | LENDINGTREE INC                                  | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      8033 | NS      | $171343.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC OLD                                                    | OMNIAB INC OLD                                   | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4420 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKROCK LIQ FDS FEDFUND-IN                                      | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3082307 | NS      | $3082306.84   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                                    | BREAD FINANCIAL HOLDINGS                         | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     17177 | NS      | $646885.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                                      | UNITED COMMUNITY BANKS INC GA                    | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     75555 | NS      | $2553759.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                                   | HNI CORPORATION                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     30130 | NS      | $856595.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC.                                        | VANDA PHARMACEUTICALS INC                        | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     40389 | NS      | $298474.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Allianz Variable Insurance Products Trust

**Signature:** Bashir C. Asad

**Name of Signer:** Bashir C. Asad

**Title:** Treasurer