# EDGAR Filing Document

**Accession Number:** 0000711175
**File Stem:** 0001752724-23-036140
**Filing Date:** 2023-2
**Character Count:** 205295
**Document Hash:** 743737cc5afbc766b4b1ba4eaedc00e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036140.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036140

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL SERIES FUND
- **CENTRAL INDEX KEY:** 0000711175
- **IRS NUMBER:** 860446842
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03623
- **FILM NUMBER:** 23657823

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### PSF SMALL-CAP STOCK INDEX PORTFOLIO (Series ID: S000002227)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000005725 | Class I      |  |
| C000226566 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Series Fund

- **b. Investment Company Act file number:** 811-03623

- **c. CIK number of Registrant:** 0000711175

- **d. LEI of Registrant:** 5493007AGJZME68YC130

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** PSF Small-Cap Stock Index Portfolio

- **b. EDGAR series identifier (if any):** S000002227

- **c. LEI of Series:** MSSMMYPJ0BLWPOI6C230

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1065319048.21

**Total Liabilities:** $250699152.50

**Net Assets:** $814619895.71

**Cash Not Reported:** $623100.83

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005725 | 12.30%               | 4.14%                | -6.73%               |
| Class ID C000226566 | 12.30%               | 4.10%                | -6.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6102232.46              | $85255878.22                               |
| Month 2  | $-547655.40              | $33989643.99                               |
| Month 3  | $2563343.93              | $-61714699.43                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hawaiian Holdings Inc                    | Hawaiian Holdings Inc                      | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     47240 | NS      | $484682.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameris Bancorp                           | Ameris Bancorp                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     59510 | NS      | $2805301.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                    | Pennant Group Inc/The                      | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     25845 | NS      | $283778.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                             | Lindsay Corp                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     10019 | NS      | $1631594.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Exponent Inc                             | Exponent Inc                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     46220 | NS      | $4579939.80   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif           | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     63360 | NS      | $2890483.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritiv Corp                             | Veritiv Corp                               | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     12310 | NS      | $1498250.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP Inc                               | EZCORP Inc                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     49311 | NS      | $401884.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| elf Beauty Inc                           | elf Beauty Inc                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     45890 | NS      | $2537717.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                          | Alamo Group Inc                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      9390 | NS      | $1329624.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                    | Heartland Express Inc                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     42498 | NS      | $651919.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Industrial Logistics Propertie           | Industrial Logistics Properties Trust      | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     60690 | NS      | $198456.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund          | PGIM Core Ultra Short Bond Fund            | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |   4823975 | NS      | $4823975.04   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                  | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     37828 | NS      | $1354242.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                 | Northwest Bancshares Inc                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115930 | NS      | $1620701.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Strategic Education Inc                  | Strategic Education Inc                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     20310 | NS      | $1590679.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                           | Omniab Inc/old                             | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5597 | NS      | $0.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Koppers Holdings Inc                     | Koppers Holdings Inc                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19070 | NS      | $537774.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                     | Avid Bioservices Inc                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     56950 | NS      | $784201.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Anywhere Real Estate Inc                 | Anywhere Real Estate Inc                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     99940 | NS      | $638616.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                       | Aaron's Co Inc/The                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28090 | NS      | $335675.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                            | Renasant Corp                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     51080 | NS      | $1920097.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                     | Quaker Chemical Corp                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     12438 | NS      | $2075902.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Addus HomeCare Corp                      | Addus HomeCare Corp                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     14730 | NS      | $1465487.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| ARMOUR Residential REIT Inc              | ARMOUR Residential REIT Inc                | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    120580 | NS      | $678865.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Hudson Pacific Properties Inc            | Hudson Pacific Properties Inc              | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117050 | NS      | $1138896.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                   | Alarm.com Holdings Inc                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     45560 | NS      | $2254308.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                     | Mercury General Corp                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     24250 | NS      | $829350.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                            | Interface Inc                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     53092 | NS      | $524018.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                  | First Financial Bancorp                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     86553 | NS      | $2097179.19   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                   | Boot Barn Holdings Inc                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     27180 | NS      | $1699293.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati           | Heidrick & Struggles International Inc     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     18154 | NS      | $507767.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                         | UniFirst Corp/MA                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     13760 | NS      | $2655542.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                         | Cytokinetics Inc                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     86380 | NS      | $3957931.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Helix Energy Solutions Group I           | Helix Energy Solutions Group Inc           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    130270 | NS      | $961392.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Merit Medical Systems Inc                | Merit Medical Systems Inc                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     51958 | NS      | $3669273.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Advanced Energy Industries Inc           | Advanced Energy Industries Inc             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     34107 | NS      | $2925698.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                              | CorVel Corp                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8350 | NS      | $1213505.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                 | Franklin Electric Co Inc                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     35490 | NS      | $2830327.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritex Holdings Inc                     | Veritex Holdings Inc                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     49290 | NS      | $1384063.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                         | Badger Meter Inc                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     26714 | NS      | $2912627.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Onto Innovation Inc                      | Onto Innovation Inc                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     45207 | NS      | $3078144.63   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Veeco Instruments Inc                    | Veeco Instruments Inc                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     46923 | NS      | $871829.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ServisFirst Bancshares Inc               | ServisFirst Bancshares Inc                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44640 | NS      | $3076142.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Outfitters Inc                     | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     54700 | NS      | $1304595.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Trupanion Inc                            | Trupanion Inc                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     32100 | NS      | $1525713.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Middlesex Water Co                       | Middlesex Water Co                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16100 | NS      | $1266587.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                               | Tennant Co                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     17040 | NS      | $1049152.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Aerojet Rocketdyne Holdings In           | Aerojet Rocketdyne Holdings Inc            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     69095 | NS      | $3864483.35   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                         | StoneX Group Inc                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     15760 | NS      | $1501928.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                     | Kaiser Aluminum Corp                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14600 | NS      | $1109016.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                | Adeia Inc                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95965 | NS      | $909748.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc               | Enanta Pharmaceuticals Inc                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     17840 | NS      | $829916.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                     | Extreme Networks Inc                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    119890 | NS      | $2195185.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                   | US Silica Holdings Inc                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     69090 | NS      | $863625.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                     | Rent-A-Center Inc/TX                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     45720 | NS      | $1030986.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Marten Transport Ltd                     | Marten Transport Ltd                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52555 | NS      | $1039537.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc              | AMN Healthcare Services Inc                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     39559 | NS      | $4067456.38   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                           | Trustmark Corp                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     55630 | NS      | $1942043.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Civitas Resources Inc                    | Civitas Resources Inc                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     47360 | NS      | $2743564.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Supernus Pharmaceuticals Inc             | Supernus Pharmaceuticals Inc               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     49280 | NS      | $1757817.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Arconic Corp                             | Arconic Corp                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     92650 | NS      | $1960474.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                 | Yelp Inc                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     63600 | NS      | $1738824.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| NextGen Healthcare Inc                   | NextGen Healthcare Inc                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49964 | NS      | $938323.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                   | Trinity Industries Inc                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     74300 | NS      | $2197051.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Sally Beauty Holdings Inc                | Sally Beauty Holdings Inc                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     97670 | NS      | $1222828.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| John B Sanfilippo & Son Inc              | John B Sanfilippo & Son Inc                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      8130 | NS      | $661131.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                               | Zumiez Inc                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     14320 | NS      | $311316.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AngioDynamics Inc                        | AngioDynamics Inc                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     35870 | NS      | $493929.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                      | Chuy's Holdings Inc                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16410 | NS      | $464403.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ODP Corp/The                             | ODP Corp/The                               | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36785 | NS      | $1675188.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                    | Nabors Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      8166 | NS      | $1264668.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| MillerKnoll Inc                          | MillerKnoll Inc                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     68950 | NS      | $1448639.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Nektar Therapeutics                      | Nektar Therapeutics                        | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    171550 | NS      | $387703.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc            | Urstadt Biddle Properties Inc              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     27240 | NS      | $516198.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens & Minor Inc                        | Owens & Minor Inc                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     69580 | NS      | $1358897.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust Inc                        | Redwood Trust Inc                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    103440 | NS      | $699254.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| National Vision Holdings Inc             | National Vision Holdings Inc               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     72000 | NS      | $2790720.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| ScanSource Inc                           | ScanSource Inc                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     23043 | NS      | $673316.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                     | Hilltop Holdings Inc                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     41870 | NS      | $1256518.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                  | Perdoceo Education Corp                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     61320 | NS      | $852348.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                 | Ebix Inc                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     21627 | NS      | $431674.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Innospec Inc                             | Innospec Inc                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     22600 | NS      | $2324636.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                              | Trinseo PLC                                | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |     31930 | NS      | $725130.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Albany International Corp                | Albany International Corp                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     28364 | NS      | $2796406.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                     | Simulations Plus Inc                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14670 | NS      | $536481.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc            | Oceaneering International Inc              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     91490 | NS      | $1600160.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                           | Green Dot Corp                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42700 | NS      | $675514.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc               | El Pollo Loco Holdings Inc                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     17890 | NS      | $178184.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Plexus Corp                              | Plexus Corp                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     25260 | NS      | $2600011.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D | PGIM Institutional Money Market Fund - D   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 250557563 | NS      | $250457340.42 | 30.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                   | Mueller Industries Inc                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     51888 | NS      | $3061392.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                             | Semtech Corp                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     57950 | NS      | $1662585.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc            | CSG Systems International Inc              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     27654 | NS      | $1581808.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                 | Gogo Inc                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     59250 | NS      | $874530.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Big Lots Inc                             | Big Lots Inc                               | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26510 | NS      | $389697.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Healthcare Trust Inc           | Community Healthcare Trust Inc             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     21500 | NS      | $769700.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                | America's Car-Mart Inc/TX                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5280 | NS      | $381532.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabre Corp                               | Sabre Corp                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    299750 | NS      | $1852455.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Mativ Holdings Inc                       | Mativ Holdings Inc                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     50127 | NS      | $1047654.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| FormFactor Inc                           | FormFactor Inc                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     70280 | NS      | $1562324.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp                             | Vericel Corp                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     43100 | NS      | $1135254.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Unisys Corp                              | Unisys Corp                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     62450 | NS      | $319119.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                   | Progress Software Corp                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     39217 | NS      | $1978497.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                            | United States Treasury Bill                | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $694061.63    | 0.09%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                     | SPX Technologies Inc                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     41250 | NS      | $2708062.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                               | Inogen Inc                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     21080 | NS      | $415486.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Cor           | Comtech Telecommunications Corp            | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     25349 | NS      | $307736.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems            | Computer Programs and Systems Inc          | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     12966 | NS      | $352934.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                      | Acadia Realty Trust                        | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86655 | NS      | $1243499.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                       | CVB Financial Corp                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119940 | NS      | $3088455.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Safety Insurance Group Inc               | Safety Insurance Group Inc                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     13470 | NS      | $1134982.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| AAON Inc                                 | AAON Inc                                   | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38349 | NS      | $2888446.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                    | LeMaitre Vascular Inc                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     17680 | NS      | $813633.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                             | Embecta Corp                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     52800 | NS      | $1335312.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Northfield Bancorp Inc                   | Northfield Bancorp Inc                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38360 | NS      | $603402.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                        | PC Connection Inc                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     10290 | NS      | $482601.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                         | Barnes Group Inc                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     46146 | NS      | $1885064.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                       | First Hawaiian Inc                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    116540 | NS      | $3034701.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Proto Labs Inc                           | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     24720 | NS      | $631101.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I           | Provident Financial Services Inc           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     68690 | NS      | $1467218.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Sturm Ruger & Co Inc                     | Sturm Ruger & Co Inc                       | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     16167 | NS      | $818373.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Cara Therapeutics Inc                    | Cara Therapeutics Inc                      | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     41563 | NS      | $446386.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc               | Organogenesis Holdings Inc                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     65100 | NS      | $175119.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SiriusPoint Ltd                          | SiriusPoint Ltd                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     77550 | NS      | $457545.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                              | Genesco Inc                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     11302 | NS      | $520118.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                             | Safehold Inc                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     22040 | NS      | $630784.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ProAssurance Corp                        | ProAssurance Corp                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     49226 | NS      | $859978.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                            | CoreCivic Inc                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    104950 | NS      | $1213222.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                   | Patrick Industries Inc                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     19660 | NS      | $1191396.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Mortgage Capital Inc             | Invesco Mortgage Capital Inc               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     32236 | NS      | $410364.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cavco Industries Inc                     | Cavco Industries Inc                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7560 | NS      | $1710450.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                | Ethan Allen Interiors Inc                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20979 | NS      | $554265.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Integer Holdings Corp                    | Integer Holdings Corp                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     30254 | NS      | $2071188.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc              | Pediatrix Medical Group Inc                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74780 | NS      | $1111230.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                              | Unitil Corp                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14650 | NS      | $752424.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                  | Comfort Systems USA Inc                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     32644 | NS      | $3756671.52   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                 | Children's Place Inc/The                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     11865 | NS      | $432123.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkshire Hills Bancorp Inc              | Berkshire Hills Bancorp Inc                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     41080 | NS      | $1228292.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Easterly Government Properties           | Easterly Government Properties Inc         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     82840 | NS      | $1182126.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Diodes Inc                               | Diodes Inc                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     41510 | NS      | $3160571.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                 | Simply Good Foods Co/The                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76810 | NS      | $2921084.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| iRobot Corp                              | iRobot Corp                                | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     24850 | NS      | $1196030.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearwater Paper Corp                    | Clearwater Paper Corp                      | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     15250 | NS      | $576602.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Zynex Inc                                | Zynex Inc                                  | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19820 | NS      | $275696.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rayonier Advanced Materials In           | Rayonier Advanced Materials Inc            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     58370 | NS      | $560352.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Point Mortgage Trust I           | Granite Point Mortgage Trust Inc           | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     48190 | NS      | $258298.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Country Airlines Holdings            | Sun Country Airlines Holdings Inc          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     29700 | NS      | $471042.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Hersha Hospitality Trust                 | Hersha Hospitality Trust                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     30240 | NS      | $257644.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products Inc                      | Dorman Products Inc                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25790 | NS      | $2085637.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                               | Xencor Inc                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     54700 | NS      | $1424388.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Talos Energy Inc                         | Talos Energy Inc                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     59530 | NS      | $1123926.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                    | Triumph Financial Inc                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     20650 | NS      | $1009165.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Resideo Technologies Inc                 | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    133110 | NS      | $2189659.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                 | Granite Construction Inc                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     39930 | NS      | $1400345.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Edge Properties                    | Urban Edge Properties                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107200 | NS      | $1510448.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Hibbett Inc                              | Hibbett Inc                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     11696 | NS      | $797901.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Donnelley Financial Solutions            | Donnelley Financial Solutions Inc          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     22847 | NS      | $883036.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| iTeos Therapeutics Inc                   | iTeos Therapeutics Inc                     | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22400 | NS      | $437472.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                          | Shake Shack Inc                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     34030 | NS      | $1413265.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co             | Northwest Natural Holding Co               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     31985 | NS      | $1522166.15   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                      | Mr Cooper Group Inc                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     64380 | NS      | $2583569.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                           | WisdomTree Inc                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    101970 | NS      | $555736.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Essential Properties Realty Tr           | Essential Properties Realty Trust Inc      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    129880 | NS      | $3048283.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                   | DXP Enterprises Inc/TX                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14400 | NS      | $396720.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc           | National Presto Industries Inc             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4619 | NS      | $316216.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp              | Matthews International Corp                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     27930 | NS      | $850189.20    | 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        |     51700 | NS      | $441518.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Hotel Properties Inc              | Summit Hotel Properties Inc                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     97560 | NS      | $704383.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Capitol Federal Financial Inc            | Capitol Federal Financial Inc              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117890 | NS      | $1019748.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                              | Deluxe Corp                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     39390 | NS      | $668842.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                     | Orthofix Medical Inc                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18330 | NS      | $376314.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                      | WSFS Financial Corp                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     56210 | NS      | $2548561.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Artivion Inc                             | Artivion Inc                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     36783 | NS      | $445809.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LivePerson Inc                           | LivePerson Inc                             | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     64210 | NS      | $651089.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MGP Ingredients Inc                      | MGP Ingredients Inc                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     14050 | NS      | $1494639.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Electronics Inc                | Universal Electronics Inc                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     11064 | NS      | $230241.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp              | REX American Resources Corp                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14180 | NS      | $451774.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                             | Balchem Corp                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     29333 | NS      | $3581852.63   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                | Brinker International Inc                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     40160 | NS      | $1281505.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Nu Skin Enterprises Inc                  | Nu Skin Enterprises Inc                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     45100 | NS      | $1901416.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc            | Motorcar Parts of America Inc              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     17640 | NS      | $209210.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc              | South Jersey Industries Inc                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    111614 | NS      | $3965645.42   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynavax Technologies Corp                | Dynavax Technologies Corp                  | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    108350 | NS      | $1152844.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Photronics Inc                           | Photronics Inc                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     56320 | NS      | $947865.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                              | NETGEAR Inc                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     26466 | NS      | $479299.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                         | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    109034 | NS      | $1396725.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                              | Blucora Inc                                | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     43712 | NS      | $1115967.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Two Harbors Investment Corp              | Two Harbors Investment Corp                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     78812 | NS      | $1242865.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Six Flags Entertainment Corp             | Six Flags Entertainment Corp               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     67550 | NS      | $1570537.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                               | Zimvie Inc                                 | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     19200 | NS      | $179328.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C           | Stewart Information Services Corp          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     24742 | NS      | $1057225.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Cheesecake Factory Inc/The               | Cheesecake Factory Inc/The                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     43650 | NS      | $1384141.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookline Bancorp Inc                    | Brookline Bancorp Inc                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70122 | NS      | $992226.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                            | HCI Group Inc                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      6280 | NS      | $248625.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Retail Opportunity Investments           | Retail Opportunity Investments Corp        | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113690 | NS      | $1708760.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                 | CEVA Inc                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     21150 | NS      | $541017.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                  | Century Communities Inc                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     25810 | NS      | $1290758.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                       | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     56252 | NS      | $4457971.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Thryv Holdings Inc                       | Thryv Holdings Inc                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28000 | NS      | $532000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Street Properties Cor           | Franklin Street Properties Corp            | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     84622 | NS      | $231018.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                 | Axcelis Technologies Inc                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     29990 | NS      | $2380006.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                  | Coherus Biosciences Inc                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     59390 | NS      | $470368.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Genworth Financial Inc                   | Genworth Financial Inc                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    453110 | NS      | $2396951.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment            | Dave & Buster's Entertainment Inc          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     38300 | NS      | $1357352.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                  | Titan International Inc                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     46450 | NS      | $711614.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Pathward Financial Inc                   | Pathward Financial Inc                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     26270 | NS      | $1130923.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                    | United Fire Group Inc                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19901 | NS      | $544491.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ProPetro Holding Corp                    | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87830 | NS      | $910797.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Steven Madden Ltd                        | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     66825 | NS      | $2135727.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                 | CIRCOR International Inc                   | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     18588 | NS      | $445368.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                            | B&G Foods Inc                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     65430 | NS      | $729544.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ModivCare Inc                            | ModivCare Inc                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     11650 | NS      | $1045354.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Chatham Lodging Trust                    | Chatham Lodging Trust                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44520 | NS      | $546260.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                           | Clearfield Inc                             | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     10430 | NS      | $981880.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co               | DiamondRock Hospitality Co                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    191110 | NS      | $1565190.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Kaman Corp                               | Kaman Corp                                 | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     25542 | NS      | $569586.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Outfront Media Inc                       | Outfront Media Inc                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    133350 | NS      | $2210943.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Designer Brands Inc                      | Designer Brands Inc                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     46400 | NS      | $453792.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| BankUnited Inc                           | BankUnited Inc                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     70520 | NS      | $2395564.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Avid Technology Inc                      | Avid Technology Inc                        | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     30300 | NS      | $805677.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Movado Group Inc                         | Movado Group Inc                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     14517 | NS      | $468173.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Westamerica BanCorp                      | Westamerica BanCorp                        | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24570 | NS      | $1449875.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp               | Standex International Corp                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     11000 | NS      | $1126510.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Digi International Inc                   | Digi International Inc                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     32184 | NS      | $1176325.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Masterbrand Inc                          | Masterbrand Inc                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    118000 | NS      | $890900.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc              | Fresh Del Monte Produce Inc                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     27950 | NS      | $732010.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                             | NuVasive Inc                               | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     47550 | NS      | $1960962.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc            | Armada Hoffler Properties Inc              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     61820 | NS      | $710930.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc              | Asbury Automotive Group Inc                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     20200 | NS      | $3620850.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| RPC Inc                                  | RPC Inc                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75970 | NS      | $675373.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corp                                 | HNI Corp                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     37761 | NS      | $1073545.23   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                             | AdvanSix Inc                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     25160 | NS      | $956583.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                          | OSI Systems Inc                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     14290 | NS      | $1136340.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                         | Encore Wire Corp                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16741 | NS      | $2302891.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingTree Inc                          | LendingTree Inc                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     10000 | NS      | $213300.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Health Systems Inc             | Community Health Systems Inc               | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115380 | NS      | $498441.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust           | Office Properties Income Trust             | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44310 | NS      | $591538.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                 | Chefs' Warehouse Inc/The                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     31060 | NS      | $1033676.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Tri Pointe Homes Inc                     | Tri Pointe Homes Inc                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92100 | NS      | $1712139.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                   | Abercrombie & Fitch Co                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     45150 | NS      | $1034386.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                   | Banc of California Inc                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     51080 | NS      | $813704.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                  | Enerpac Tool Group Corp                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     51884 | NS      | $1320447.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                           | QuinStreet Inc                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     46000 | NS      | $660100.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                   | Forrester Research Inc                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     10232 | NS      | $365896.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                         | Vector Group Ltd                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    120102 | NS      | $1424409.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                  | 8x8 Inc                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    101920 | NS      | $440294.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva Inc                             | Innoviva Inc                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     57310 | NS      | $759357.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Bancorp Inc/The                          | Bancorp Inc/The                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51110 | NS      | $1450501.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                            | Frontdoor Inc                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     74400 | NS      | $1547520.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc             | Catalyst Pharmaceuticals Inc               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     87400 | NS      | $1625640.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| LGI Homes Inc                            | LGI Homes Inc                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     18710 | NS      | $1732546.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Golden Entertainment Inc                 | Golden Entertainment Inc                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     20050 | NS      | $749870.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                 | Resources Connection Inc                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29270 | NS      | $537982.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                  | Methode Electronics Inc                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     33386 | NS      | $1481336.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I           | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45200 | NS      | $2829520.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                              | SkyWest Inc                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     46160 | NS      | $762101.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                               | Rambus Inc                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     98090 | NS      | $3513583.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Insurance Holdings I           | Universal Insurance Holdings Inc           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     25480 | NS      | $269833.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                 | WD-40 Co                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     12399 | NS      | $1998842.79   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Meridian Bioscience Inc                  | Meridian Bioscience Inc                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     39925 | NS      | $1325909.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                              | Livent Corp                                | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    163730 | NS      | $3253315.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| SunCoke Energy Inc                       | SunCoke Energy Inc                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     76630 | NS      | $661316.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                     | Hanmi Financial Corp                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     27826 | NS      | $688693.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Arlo Technologies Inc                    | Arlo Technologies Inc                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     80554 | NS      | $282744.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                           | TechTarget Inc                             | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     24630 | NS      | $1085197.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Caleres Inc                              | Caleres Inc                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     33264 | NS      | $741121.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne Inc                    | Helmerich & Payne Inc                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     96090 | NS      | $4763181.30   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                | Itron Inc                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     41220 | NS      | $2087793.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERISAFE Inc                            | AMERISAFE Inc                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     17494 | NS      | $909163.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings           | Cogent Communications Holdings Inc         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39000 | NS      | $2226120.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| GEO Group Inc/The                        | GEO Group Inc/The                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    113320 | NS      | $1240854.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Whitestone REIT                          | Whitestone REIT                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42350 | NS      | $408254.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc              | Apollo Medical Holdings Inc                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     36110 | NS      | $1068494.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp/Southern Pines N           | First Bancorp/Southern Pines NC            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32610 | NS      | $1397012.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Ligand Pharmaceuticals Inc               | Ligand Pharmaceuticals Inc                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     14660 | NS      | $979288.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                       | Kontoor Brands Inc                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     45050 | NS      | $1801549.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR Corp                                 | AAR Corp                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     30411 | NS      | $1365453.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| EW Scripps Co/The                        | EW Scripps Co/The                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     52921 | NS      | $698027.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Consensus Cloud Solutions Inc            | Consensus Cloud Solutions Inc              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16150 | NS      | $868224.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| FARO Technologies Inc                    | FARO Technologies Inc                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     17114 | NS      | $503322.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc           | Telephone and Data Systems Inc             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91100 | NS      | $955639.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Ichor Holdings Ltd                       | Ichor Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |     26270 | NS      | $704561.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Net Lease Inc                     | Global Net Lease Inc                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     94760 | NS      | $1191133.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Monro Inc                                | Monro Inc                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28682 | NS      | $1296426.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Bread Financial Holdings Inc             | Bread Financial Holdings Inc               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     45500 | NS      | $1713530.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| OraSure Technologies Inc                 | OraSure Technologies Inc                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     66900 | NS      | $322458.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                 | Wolverine World Wide Inc                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     71894 | NS      | $785801.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                           | DMC Global Inc                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     17090 | NS      | $332229.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                         | AMC Networks Inc                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     25780 | NS      | $403972.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                    | Cinemark Holdings Inc                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     97830 | NS      | $847207.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| HealthStream Inc                         | HealthStream Inc                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     22030 | NS      | $547225.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                               | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     34480 | NS      | $2155344.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Materion Corp                            | Materion Corp                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     18718 | NS      | $1638012.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Griffon Corp                             | Griffon Corp                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     43219 | NS      | $1546808.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                         | Shutterstock Inc                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     21900 | NS      | $1154568.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Perficient Inc                           | Perficient Inc                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     31614 | NS      | $2207605.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp              | John Bean Technologies Corp                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     29077 | NS      | $2655602.41   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                | Xperi Inc                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38386 | NS      | $330503.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                     | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     93289 | NS      | $1406798.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                              | CONMED Corp                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     27799 | NS      | $2464103.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| AeroVironment Inc                        | AeroVironment Inc                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     22794 | NS      | $1952534.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Core Laboratories NV                     | Core Laboratories NV                       | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |     42310 | NS      | $857623.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| World Acceptance Corp                    | World Acceptance Corp                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3002 | NS      | $197951.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ready Capital Corp                       | Ready Capital Corp                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     89773 | NS      | $1000071.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings Inc                        | PROG Holdings Inc                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     45650 | NS      | $771028.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| NexPoint Residential Trust Inc           | NexPoint Residential Trust Inc             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     20750 | NS      | $903040.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                              | Hawkins Inc                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     17280 | NS      | $667008.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                   | American Vanguard Corp                     | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     25368 | NS      | $550739.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Benchmark Electronics Inc                | Benchmark Electronics Inc                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     32100 | NS      | $856749.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                              | Enhabit Inc                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     45300 | NS      | $596148.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Properties Trust                 | Service Properties Trust                   | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    151040 | NS      | $1101081.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Southside Bancshares Inc                 | Southside Bancshares Inc                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     27816 | NS      | $1001097.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Insteel Industries Inc                   | Insteel Industries Inc                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     17940 | NS      | $493708.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulgent Genetics Inc                     | Fulgent Genetics Inc                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     17980 | NS      | $535444.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Moog Inc                                 | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     26414 | NS      | $2318092.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                      | Federal Signal Corp                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     55350 | NS      | $2572114.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                         | Saul Centers Inc                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11760 | NS      | $478396.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                | Ambac Financial Group Inc                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     41050 | NS      | $715912.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications            | Shenandoah Telecommunications Co           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     45710 | NS      | $725874.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                            | MaxLinear Inc                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     65980 | NS      | $2240021.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust            | KKR Real Estate Finance Trust Inc          | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     52350 | NS      | $730806.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ironwood Pharmaceuticals Inc             | Ironwood Pharmaceuticals Inc               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    121800 | NS      | $1509102.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| SPS Commerce Inc                         | SPS Commerce Inc                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     32900 | NS      | $4225347.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| American Eagle Outfitters Inc            | American Eagle Outfitters Inc              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    159000 | NS      | $2219640.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Cutera Inc                               | Cutera Inc                                 | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     16310 | NS      | $721228.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group Inc                            | Hub Group Inc                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29820 | NS      | $2370391.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA               | Heritage Financial Corp/WA                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32020 | NS      | $981092.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE             | Eagle Pharmaceuticals Inc/DE               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      9500 | NS      | $277685.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                  | Brandywine Realty Trust                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    156580 | NS      | $962967.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                               | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     48710 | NS      | $2465700.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                | Phibro Animal Health Corp                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     18800 | NS      | $252108.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                       | ABM Industries Inc                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     60373 | NS      | $2681768.66   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmony Biosciences Holdings I           | Harmony Biosciences Holdings Inc           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27050 | NS      | $1490455.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                             | Medifast Inc                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      9970 | NS      | $1150039.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                       | Corsair Gaming Inc                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     35300 | NS      | $479021.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| USANA Health Sciences Inc                | USANA Health Sciences Inc                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     10140 | NS      | $539448.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| United Natural Foods Inc                 | United Natural Foods Inc                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     53230 | NS      | $2060533.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Stride Inc                               | Stride Inc                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     37300 | NS      | $1166744.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Joint Corp/The                           | Joint Corp/The                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13510 | NS      | $188869.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tanger Factory Outlet Centers            | Tanger Factory Outlet Centers Inc          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     95250 | NS      | $1708785.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Fabrinet                                 | Fabrinet                                   | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |     33400 | NS      | $4282548.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                 | Encore Capital Group Inc                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     21340 | NS      | $1023039.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Avista Corp                              | Avista Corp                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     67333 | NS      | $2985545.22   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp              | National Bank Holdings Corp                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34410 | NS      | $1447628.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                   | Anika Therapeutics Inc                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     13420 | NS      | $397232.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ADTRAN Holdings Inc                      | ADTRAN Holdings Inc                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     64480 | NS      | $1211579.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Elme Communities                         | Elme Communities                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     79870 | NS      | $1421686.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co                | Edgewell Personal Care Co                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     47290 | NS      | $1822556.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                             | Leslie's Inc                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135300 | NS      | $1652013.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| BancFirst Corp                           | BancFirst Corp                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     15870 | NS      | $1399416.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                        | Inter Parfums Inc                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16340 | NS      | $1577136.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| ATN International Inc                    | ATN International Inc                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      9750 | NS      | $441772.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Omniab Inc/old                           | Omniab Inc/old                             | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5597 | NS      | $0.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NV5 Global Inc                           | NV5 Global Inc                             | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11360 | NS      | $1503155.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Brady Corp                               | Brady Corp                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     42342 | NS      | $1994308.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                      | Jack in the Box Inc                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     19200 | NS      | $1310016.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Commercial Real Estate            | Apollo Commercial Real Estate Finance Inc  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    118060 | NS      | $1270325.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Collegium Pharmaceutical Inc             | Collegium Pharmaceutical Inc               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     30650 | NS      | $711080.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                | American Assets Trust Inc                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47530 | NS      | $1259545.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Marcus Corp/The                          | Marcus Corp/The                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     22468 | NS      | $323314.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercer International Inc                 | Mercer International Inc                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |     36820 | NS      | $428584.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corp              | Simmons First National Corp                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    115906 | NS      | $2501251.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Boise Cascade Co                         | Boise Cascade Co                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     36010 | NS      | $2472806.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Cross Country Healthcare Inc             | Cross Country Healthcare Inc               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     32343 | NS      | $859353.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Harsco Corp                              | Harsco Corp                                | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     72520 | NS      | $456150.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                    | Arcus Biosciences Inc                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47600 | NS      | $984368.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                               | uniQure NV                                 | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |     37590 | NS      | $852165.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                     | Warrior Met Coal Inc                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     47130 | NS      | $1632583.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                            | REGENXBIO Inc                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     34360 | NS      | $779284.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                 | Ultra Clean Holdings Inc                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     41510 | NS      | $1376056.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc             | Sunstone Hotel Investors Inc               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    192050 | NS      | $1855203.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Mesa Laboratories Inc                    | Mesa Laboratories Inc                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      4600 | NS      | $764566.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Marcus & Millichap Inc                   | Marcus & Millichap Inc                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     22640 | NS      | $779948.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions Inc                    | BioLife Solutions Inc                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     31380 | NS      | $571116.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Consolidated Communications Ho           | Consolidated Communications Holdings Inc   | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     67720 | NS      | $242437.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                       | PetMed Express Inc                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     19441 | NS      | $344105.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Centerspace                              | Centerspace                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     13730 | NS      | $805539.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ's Restaurants Inc                     | BJ's Restaurants Inc                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     21332 | NS      | $562738.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T           | PennyMac Mortgage Investment Trust         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     81170 | NS      | $1005696.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| TrustCo Bank Corp NY                     | TrustCo Bank Corp NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17627 | NS      | $662598.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                   | Greenbrier Cos Inc/The                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     30010 | NS      | $1006235.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| AdaptHealth Corp                         | AdaptHealth Corp                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70100 | NS      | $1347322.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Insight Enterprises Inc                  | Insight Enterprises Inc                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     27635 | NS      | $2770961.45   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardiovascular Systems Inc               | Cardiovascular Systems Inc                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     38200 | NS      | $520284.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income           | Universal Health Realty Income Trust       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     11580 | NS      | $552713.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cushman & Wakefield PLC                  | Cushman & Wakefield PLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148000 | NS      | $1844080.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| MarineMax Inc                            | MarineMax Inc                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     19662 | NS      | $613847.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ePlus Inc                                | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     24570 | NS      | $1087959.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                        | Andersons Inc/The                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     28404 | NS      | $993855.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                      | Callon Petroleum Co                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     46680 | NS      | $1731361.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Dril-Quip Inc                            | Dril-Quip Inc                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     30950 | NS      | $840911.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanmina Corp                             | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     52430 | NS      | $3003714.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                               | RadNet Inc                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     44500 | NS      | $837935.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                      | Viavi Solutions Inc                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    206630 | NS      | $2171681.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                      | Stellar Bancorp Inc                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     40550 | NS      | $1194603.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson-UTI Energy Inc                 | Patterson-UTI Energy Inc                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    197900 | NS      | $3332636.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp                    | Independent Bank Corp                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     41646 | NS      | $3516171.78   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Sylvamo Corp                             | Sylvamo Corp                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     30200 | NS      | $1467418.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                         | A10 Networks Inc                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     58300 | NS      | $969529.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| XPEL Inc                                 | XPEL Inc                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     17950 | NS      | $1078077.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| SJW Group                                | SJW Group                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24350 | NS      | $1976976.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Hostess Brands Inc                       | Hostess Brands Inc                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122200 | NS      | $2742168.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Olympic Steel Inc                        | Olympic Steel Inc                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      8718 | NS      | $292750.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                    | Oxford Industries Inc                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     13666 | NS      | $1273397.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| MDC Holdings Inc                         | MDC Holdings Inc                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     52022 | NS      | $1643895.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                           | Buckle Inc/The                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     26949 | NS      | $1222137.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA            | Preferred Bank/Los Angeles CA              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     12030 | NS      | $897678.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                        | Vista Outdoor Inc                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     51650 | NS      | $1258710.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Plains Inc                         | Green Plains Inc                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     54110 | NS      | $1650355.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries Inc              | Tootsie Roll Industries Inc                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     16189 | NS      | $689165.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners Inc                 | Green Brick Partners Inc                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     24800 | NS      | $600904.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                     | EnPro Industries Inc                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     18988 | NS      | $2063805.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                     | Myers Industries Inc                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     33310 | NS      | $740481.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                | Carpenter Technology Corp                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     44230 | NS      | $1633856.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                    | ESCO Technologies Inc                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     23611 | NS      | $2066906.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc            | Healthcare Services Group Inc              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     67620 | NS      | $811440.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Cars.com Inc                             | Cars.com Inc                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     56550 | NS      | $778693.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Ranger Oil Corp                          | Ranger Oil Corp                            | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     17430 | NS      | $704694.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| KAR Auction Services Inc                 | KAR Auction Services Inc                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     99400 | NS      | $1297170.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Haynes International Inc                 | Haynes International Inc                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     11350 | NS      | $518581.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                    | Bed Bath & Beyond Inc                      | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     69980 | NS      | $175649.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Installed Building Products In           | Installed Building Products Inc            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     21380 | NS      | $1830128.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co                             | SM Energy Co                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    112100 | NS      | $3904443.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                           | PriceSmart Inc                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     22860 | NS      | $1389430.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti           | Innovative Industrial Properties Inc       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     25530 | NS      | $2587465.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeStreet Inc                           | HomeStreet Inc                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16350 | NS      | $450933.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                      | Allegiant Travel Co                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     14254 | NS      | $969129.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Pitney Bowes Inc                         | Pitney Bowes Inc                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    147720 | NS      | $561336.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                  | GMS Inc                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     38720 | NS      | $1928256.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                   | Pacira BioSciences Inc                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41880 | NS      | $1616986.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                 | Corcept Therapeutics Inc                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     87600 | NS      | $1779156.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Varex Imaging Corp                       | Varex Imaging Corp                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     36430 | NS      | $739529.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                              | OneSpan Inc                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     32450 | NS      | $363115.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                          | City Holding Co                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13564 | NS      | $1262672.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic Inc                             | Harmonic Inc                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     96224 | NS      | $1260534.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Horace Mann Educators Corp               | Horace Mann Educators Corp                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     37660 | NS      | $1407354.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                         | InterDigital Inc                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27070 | NS      | $1339423.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin BSP Realty Trust Inc            | Franklin BSP Realty Trust Inc              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     75276 | NS      | $971060.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Seacoast Banking Corp of Flori           | Seacoast Banking Corp of Florida           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     64910 | NS      | $2024542.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Alexander & Baldwin Inc                  | Alexander & Baldwin Inc                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66230 | NS      | $1240487.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                           | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     23179 | NS      | $2142898.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Par Pacific Holdings Inc                 | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     50630 | NS      | $1177147.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                      | RE/MAX Holdings Inc                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     16660 | NS      | $310542.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                    | Powell Industries Inc                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      8292 | NS      | $291712.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                            | St Joe Co/The                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     30870 | NS      | $1193125.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| HB Fuller Co                             | HB Fuller Co                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     48658 | NS      | $3484885.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.         | CME E-MINI RUSSELL 2000 INDEX              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        74 | NC      | $-145788.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                  | Ellington Financial Inc                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     52582 | NS      | $650439.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Hain Celestial Group Inc/The             | Hain Celestial Group Inc/The               | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     81500 | NS      | $1318670.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                        | Triumph Group Inc                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     59310 | NS      | $623941.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                             | Archrock Inc                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    122150 | NS      | $1096907.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Sleep Number Corp                        | Sleep Number Corp                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     20090 | NS      | $521938.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Enova International Inc                  | Enova International Inc                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     28729 | NS      | $1102331.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                              | Agiliti Inc                                | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30400 | NS      | $495824.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Aluminum Co                      | Century Aluminum Co                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     46693 | NS      | $381948.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| OptimizeRx Corp                          | OptimizeRx Corp                            | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15650 | NS      | $262920.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                       | LTC Properties Inc                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     36956 | NS      | $1313046.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphastar Pharmaceuticals Inc            | Amphastar Pharmaceuticals Inc              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     34400 | NS      | $963888.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Gibraltar Industries Inc                 | Gibraltar Industries Inc                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28258 | NS      | $1296477.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises Inc                   | Apogee Enterprises Inc                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     20298 | NS      | $902449.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                      | Mister Car Wash Inc                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72600 | NS      | $670098.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                | Sonos Inc                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    116150 | NS      | $1962935.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| CTS Corp                                 | CTS Corp                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     29104 | NS      | $1147279.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Myriad Genetics Inc                      | Myriad Genetics Inc                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     73940 | NS      | $1072869.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                      | Bloomin' Brands Inc                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     80130 | NS      | $1612215.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                  | Tompkins Financial Corp                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     11494 | NS      | $891704.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                     | Astec Industries Inc                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     20720 | NS      | $842475.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc              | Monarch Casino & Resort Inc                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     12071 | NS      | $928139.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                 | Cohu Inc                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     43467 | NS      | $1393117.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSOL Energy Inc                        | CONSOL Energy Inc                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     29930 | NS      | $1945450.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Scholastic Corp                          | Scholastic Corp                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27140 | NS      | $1070944.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                            | M/I Homes Inc                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     25050 | NS      | $1156809.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                | Chesapeake Utilities Corp                  | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     16190 | NS      | $1913334.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Aerospace Corp                      | Park Aerospace Corp                        | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     18044 | NS      | $241970.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                  | ANI Pharmaceuticals Inc                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     11110 | NS      | $446955.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                      | TreeHouse Foods Inc                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     46050 | NS      | $2273949.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp            | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     30208 | NS      | $715325.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd           | James River Group Holdings Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     34160 | NS      | $714285.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                     | Assured Guaranty Ltd                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     54710 | NS      | $3406244.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Piper Sandler Cos                        | Piper Sandler Cos                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     12895 | NS      | $1678800.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Gentherm Inc                             | Gentherm Inc                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     30300 | NS      | $1978287.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| RPT Realty                               | RPT Realty                                 | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |     77800 | NS      | $781112.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                        | Getty Realty Corp                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     39064 | NS      | $1322316.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| FutureFuel Corp                          | FutureFuel Corp                            | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     23560 | NS      | $191542.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                      | Douglas Elliman Inc                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     62126 | NS      | $252852.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                    | B Riley Financial Inc                      | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14600 | NS      | $499320.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group Inc               | Independent Bank Group Inc                 | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32350 | NS      | $1943588.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| CareTrust REIT Inc                       | CareTrust REIT Inc                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     88575 | NS      | $1645723.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc              | Columbia Banking System Inc                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71768 | NS      | $2162369.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcosa Inc                               | Arcosa Inc                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     44130 | NS      | $2398024.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group            | Brightsphere Investment Group Inc          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     29710 | NS      | $611431.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Dime Community Bancshares Inc            | Dime Community Bancshares Inc              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29568 | NS      | $941149.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                     | Wabash National Corp                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     43750 | NS      | $988750.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil States International Inc             | Oil States International Inc               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     58870 | NS      | $439170.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                        | Bristow Group Inc                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     21507 | NS      | $583484.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                     | Sonic Automotive Inc                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     15227 | NS      | $750234.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SMART Global Holdings Inc                | SMART Global Holdings Inc                  | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     44350 | NS      | $659928.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| PRA Group Inc                            | PRA Group Inc                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     35837 | NS      | $1210573.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                            | Surmodics Inc                              | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     12782 | NS      | $436121.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                  | AZZ Inc                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     22672 | NS      | $911414.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                      | Digital Turbine Inc                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     82250 | NS      | $1253490.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I           | Atlas Air Worldwide Holdings Inc           | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     24320 | NS      | $2451456.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                             | TrueBlue Inc                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30078 | NS      | $588927.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc              | Pacific Premier Bancorp Inc                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     86705 | NS      | $2736409.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Pacific Financial Corp           | Central Pacific Financial Corp             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     24850 | NS      | $503958.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                       | Axos Financial Inc                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     48710 | NS      | $1861696.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                  | US Physical Therapy Inc                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     11890 | NS      | $963446.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                 | Winnebago Industries Inc                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     27821 | NS      | $1466166.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Bank System Inc                | Community Bank System Inc                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     49016 | NS      | $3085557.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Academy Sports & Outdoors Inc            | Academy Sports & Outdoors Inc              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72800 | NS      | $3824912.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtus Investment Partners Inc           | Virtus Investment Partners Inc             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      6200 | NS      | $1186928.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                | Minerals Technologies Inc                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     29600 | NS      | $1797312.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                       | Calavo Growers Inc                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16200 | NS      | $476280.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Motor Products Inc              | Standard Motor Products Inc                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     17169 | NS      | $597481.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                          | S&T Bancorp Inc                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36073 | NS      | $1232975.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| PGT Innovations Inc                      | PGT Innovations Inc                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     54750 | NS      | $983310.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc             | Ruth's Hospitality Group Inc               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     27668 | NS      | $428300.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Stepan Co                                | Stepan Co                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     19270 | NS      | $2051484.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                | Haverty Furniture Cos Inc                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     12051 | NS      | $360324.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| National Beverage Corp                   | National Beverage Corp                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     21310 | NS      | $991554.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| California Water Service Group           | California Water Service Group             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     49960 | NS      | $3029574.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanda Pharmaceuticals Inc                | Vanda Pharmaceuticals Inc                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     51650 | NS      | $381693.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                           | Dorian LPG Ltd                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     29190 | NS      | $553150.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                     | Laredo Petroleum Inc                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     15322 | NS      | $787857.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Heska Corp                               | Heska Corp                                 | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      9260 | NS      | $575601.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TTEC Holdings Inc                        | TTEC Holdings Inc                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     17207 | NS      | $759344.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                   | Employers Holdings Inc                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24825 | NS      | $1070702.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                      | Meritage Homes Corp                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     33367 | NS      | $3076437.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                          | NBT Bancorp Inc                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39120 | NS      | $1698590.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                           | SpartanNash Co                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     32176 | NS      | $973002.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| American States Water Co                 | American States Water Co                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     33942 | NS      | $3141332.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| LiveRamp Holdings Inc                    | LiveRamp Holdings Inc                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     60650 | NS      | $1421636.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                      | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     34620 | NS      | $1885059.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                 | World Fuel Services Corp                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     56520 | NS      | $1544691.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                   | American Woodmark Corp                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     15160 | NS      | $740717.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc               | Xenia Hotels & Resorts Inc                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    103930 | NS      | $1369797.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Lakeland Financial Corp                  | Lakeland Financial Corp                    | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23140 | NS      | $1688525.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                            | MYR Group Inc                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     15150 | NS      | $1394860.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P Small-Cap ETF           | iShares Core S&P Small-Cap ETF             | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |    109620 | NS      | $10374436.80  | 1.27%             |  |  |  | No            |                  1 | On Loan: —       |
| NetScout Systems Inc                     | NetScout Systems Inc                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     62550 | NS      | $2033500.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Rogers Corp                              | Rogers Corp                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     17171 | NS      | $2049187.14   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solution           | Allscripts Healthcare Solutions Inc        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     99740 | NS      | $1759413.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                          | NeoGenomics Inc                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115260 | NS      | $1065002.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                       | Kelly Services Inc                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31569 | NS      | $533516.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                         | Forward Air Corp                           | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24266 | NS      | $2545260.74   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                          | Uniti Group Inc                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    216510 | NS      | $1197300.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy Inc                             | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     39271 | NS      | $896164.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Knowles Corp                             | Knowles Corp                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     83020 | NS      | $1363188.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp Inc                    | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     27870 | NS      | $789835.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Mortgage Trust Inc              | New York Mortgage Trust Inc                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    338680 | NS      | $867020.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG Bancorp                              | OFG Bancorp                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     43420 | NS      | $1196655.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                       | Park National Corp                         | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |     13210 | NS      | $1859307.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                        | Universal Corp/VA                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     22550 | NS      | $1190865.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc             | Adtalem Global Education Inc               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     41450 | NS      | $1471475.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                              | EVERTEC Inc                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     59490 | NS      | $1926286.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                      | Payoneer Global Inc                        | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181650 | NS      | $993625.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                        | Seneca Foods Corp                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4840 | NS      | $294998.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                        | Shoe Carnival Inc                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15640 | NS      | $373952.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| American Axle & Manufacturing            | American Axle & Manufacturing Holdings Inc | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104580 | NS      | $817815.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                     | Palomar Holdings Inc                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     23000 | NS      | $1038680.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                          | Chico's FAS Inc                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    114200 | NS      | $561864.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Gannett Co Inc                           | Gannett Co Inc                             | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    133370 | NS      | $270741.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                      | Signet Jewelers Ltd                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     42190 | NS      | $2868920.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| SITE Centers Corp                        | SITE Centers Corp                          | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    168740 | NS      | $2304988.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| TimkenSteel Corp                         | TimkenSteel Corp                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     36130 | NS      | $656482.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                     | LXP Industrial Trust                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    251656 | NS      | $2521593.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                  | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      8940 | NS      | $334803.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie           | Applied Industrial Technologies Inc        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     35208 | NS      | $4437264.24   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                              | Cerence Inc                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     35950 | NS      | $666153.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| G-III Apparel Group Ltd                  | G-III Apparel Group Ltd                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     39010 | NS      | $534827.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                            | O-I Glass Inc                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141600 | NS      | $2346312.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                    | Veris Residential Inc                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72320 | NS      | $1152057.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                        | Agree Realty Corp                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80180 | NS      | $5687167.40   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Glaukos Corp                             | Glaukos Corp                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     43530 | NS      | $1901390.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                     | WW International Inc                       | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     49790 | NS      | $192189.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology Inc                    | Vir Biotechnology Inc                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69250 | NS      | $1752717.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                   | Dine Brands Global Inc                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     14315 | NS      | $924749.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Walker & Dunlop Inc                      | Walker & Dunlop Inc                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28010 | NS      | $2198224.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C           | First Commonwealth Financial Corp          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     85230 | NS      | $1190663.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Liquidity Services Inc                   | Liquidity Services Inc                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     24750 | NS      | $347985.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In           | Four Corners Property Trust Inc            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     74979 | NS      | $1944205.47   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Ensign Group Inc/The                     | Ensign Group Inc/The                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     50660 | NS      | $4792942.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc           | Kulicke & Soffa Industries Inc             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |     52972 | NS      | $2344540.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| iStar Inc                                | iStar Inc                                  | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     78650 | NS      | $600099.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                          | Hillenbrand Inc                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     63378 | NS      | $2704339.26   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                | Emergent BioSolutions Inc                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     40850 | NS      | $482438.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys Inc                             | Agilysys Inc                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     18042 | NS      | $1427843.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                             | ArcBest Corp                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     22265 | NS      | $1559440.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp Inc                        | Eagle Bancorp Inc                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     29110 | NS      | $1282877.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                   | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     13304 | NS      | $2399642.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                  | NOW Inc                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    100800 | NS      | $1280160.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International           | Compass Minerals International Inc         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     31050 | NS      | $1273050.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| 3D Systems Corp                          | 3D Systems Corp                            | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    120010 | NS      | $888074.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| FB Financial Corp                        | FB Financial Corp                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     32140 | NS      | $1161539.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                              | Banner Corp                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31220 | NS      | $1973104.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt           | Alpha & Omega Semiconductor Ltd            | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     20250 | NS      | $578542.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| First BanCorp/Puerto Rico                | First BanCorp/Puerto Rico                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    168502 | NS      | $2143345.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| J & J Snack Foods Corp                   | J & J Snack Foods Corp                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13658 | NS      | $2044739.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| PDF Solutions Inc                        | PDF Solutions Inc                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     26940 | NS      | $768328.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA            | United Community Banks Inc/GA              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     96887 | NS      | $3274780.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Tredegar Corp                            | Tredegar Corp                              | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     23145 | NS      | $236541.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI Inc                                  | ATI Inc                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    118120 | NS      | $3527063.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Holdings Corp             | Select Medical Holdings Corp               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94890 | NS      | $2356118.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                               | Guess? Inc                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     27800 | NS      | $575182.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                       | Avanos Medical Inc                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     42410 | NS      | $1147614.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                         | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     76310 | NS      | $1594879.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                | Viad Corp                                  | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     18967 | NS      | $462605.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Prudential Series Fund

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer