# EDGAR Filing Document

**Accession Number:** 0000916006
**File Stem:** 0001752724-23-036454
**Filing Date:** 2023-2
**Character Count:** 201389
**Document Hash:** a92d13d31a80c10ee656112e600e4728
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036454.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036454

**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**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BRIDGEWAY FUNDS INC
- **CENTRAL INDEX KEY:** 0000916006
- **IRS NUMBER:** 760421237
- **STATE OF INCORPORATION:** TX
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08200
- **FILM NUMBER:** 23658104

**BUSINESS ADDRESS:**
- **STREET 1:** 20 GREENWAY PLAZA
- **STREET 2:** SUITE 450
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136613500

**MAIL ADDRESS:**
- **STREET 1:** 20 GREENWAY PLAZA
- **STREET 2:** SUITE 450
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BRIDGEWAY FUND INC
- **DATE OF NAME CHANGE:** 19931209

## Series and Classes Contracts Data

### Omni Tax-Managed Small-Cap Value Fund (Series ID: S000030751)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000095375 | Class N      | BOTSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bridgeway Funds, Inc.

- **b. Investment Company Act file number:** 811-08200

- **c. CIK number of Registrant:** 0000916006

- **d. LEI of Registrant:** 549300BKESR3H53Z1J25

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

  - **Street Address 1:** 20 Greenway Plaza

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77046

  - **Telephone number:** 713-661-3500

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

- **a. Name of Series:** Omni Tax-Managed Small-Cap Value Fund

- **b. EDGAR series identifier (if any):** S000030751

- **c. LEI of Series:** 549300OFZH5Y001NJ397

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

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

- **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:** $829290814.84

**Total Liabilities:** $33787689.08

**Net Assets:** $795503125.76

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000095375 | 14.48%               | 3.39%                | -5.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10124606.86            | $120413322.99                              |
| Month 2  | $11927743.88             | $15298662.38                               |
| Month 3  | $42503526.59             | $-96628739.64                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DHT Holdings Inc                           | DHT Holdings Inc                              | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |    482900 | NS      | $4288152.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                   | Kearny Financial Corp/MD                      | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150000 | NS      | $1522500.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Resolute Forest Products Inc               | Resolute Forest Products Inc                  | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    236000 | NS      | $5095240.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Cumulus Media Inc                          | Cumulus Media Inc                             | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35100 | NS      | $217971.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Landmark Bancorp Inc/Manhattan             | Landmark Bancorp Inc/Manhattan KS             | CUSIP: 51504L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9073 | NS      | $205321.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                              | EchoStar Corp                                 | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |    245300 | NS      | $4091604.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp                          | SWK Holdings Corp                             | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39595 | NS      | $698455.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                | Trinseo PLC                                   | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |     75000 | NS      | $1703250.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Pathward Financial Inc                     | Pathward Financial Inc                        | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     68434 | NS      | $2946083.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial Corp/The               | Community Financial Corp/The                  | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |     28340 | NS      | $1130766.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                   | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62000 | NS      | $3918400.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SB Financial Group Inc                     | SB Financial Group Inc                        | CUSIP: 78408D105<br>LEI: 54930028E6P8OT8CTV58 | Long             | EC               | CORP              | US        |     26478 | NS      | $443771.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovid therapeutics Inc                      | Ovid therapeutics Inc                         | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |    135900 | NS      | $252774.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                 | EZCORP Inc                                    | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    225000 | NS      | $1833750.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SIFCO Industries Inc                       | SIFCO Industries Inc                          | CUSIP: 826546103<br>LEI: 549300DGPYFSWVYAMD66 | Long             | EC               | CORP              | US        |      6500 | NS      | $14038.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                            | FutureFuel Corp                               | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |    122000 | NS      | $991860.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc              | Dime Community Bancshares Inc                 | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90420 | NS      | $2878068.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes Inc                                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     76300 | NS      | $3523534.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AstroNova Inc                              | AstroNova Inc                                 | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |      7857 | NS      | $100726.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Alternatives Internati             | Natural Alternatives International Inc        | CUSIP: 638842302<br>LEI: 549300QOT5V1NZ8WZY48 | Long             | EC               | CORP              | US        |     16800 | NS      | $140952.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                      | Carter Bankshares Inc                         | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61755 | NS      | $1024515.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                  | Liberty Latin America Ltd                     | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |    100000 | NS      | $753000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA                  | Enterprise Bancorp Inc/MA                     | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40275 | NS      | $1421707.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp                         | Macatawa Bank Corp                            | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $99270.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Co Inc                | Mayville Engineering Co Inc                   | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40210 | NS      | $509058.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                          | Quad/Graphics Inc                             | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |    193757 | NS      | $790528.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Savings Financial Group              | First Savings Financial Group Inc             | CUSIP: 33621E109<br>LEI: 549300BD6X6E6468JI14 | Long             | EC               | CORP              | US        |     23600 | NS      | $472000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                | PCB Bancorp                                   | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     36300 | NS      | $642147.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Forum Energy Technologies Inc              | Forum Energy Technologies Inc                 | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      7000 | NS      | $206500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                             | Sierra Bancorp                                | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55000 | NS      | $1168200.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adams Resources & Energy Inc               | Adams Resources & Energy Inc                  | CUSIP: 006351308<br>LEI: UP28TXL7K8XSRNNC7V02 | Long             | EC               | CORP              | US        |     12900 | NS      | $502068.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                         | LSI Industries Inc                            | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      3600 | NS      | $44064.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services In             | Consumer Portfolio Services Inc               | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98800 | NS      | $874380.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancshares Inc/The                   | First Bancshares Inc/The                      | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     64600 | NS      | $2067846.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazydays Holdings Inc                      | Lazydays Holdings Inc                         | CUSIP: 52110H100<br>LEI: 5493006PPWVM3TDVJH23 | Long             | EC               | CORP              | US        |     54708 | NS      | $653213.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Peoples Bancorp Inc/OH                     | Peoples Bancorp Inc/OH                        | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76909 | NS      | $2172679.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                              | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    207100 | NS      | $3910048.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| NABORS INDUSTRIES LTD                      | NABORS INDUSTRIES LTD -CW26                   | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      5200 | NS      | $171080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSA Bancorp Inc                           | ESSA Bancorp Inc                              | CUSIP: 29667D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33100 | NS      | $690797.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc                          | NL Industries Inc                             | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107800 | NS      | $734118.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CB Financial Services Inc                  | CB Financial Services Inc                     | CUSIP: 12479G101<br>LEI: 549300JEGYKCDOBSG664 | Long             | EC               | CORP              | US        |     23700 | NS      | $507891.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc                | American Outdoor Brands Inc                   | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16000 | NS      | $160320.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                           | ACCO Brands Corp                              | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    218600 | NS      | $1221974.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                     | Oportun Financial Corp                        | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     24500 | NS      | $134995.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                  | Emergent BioSolutions Inc                     | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    106000 | NS      | $1251860.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Limestone Bancorp Inc                      | Limestone Bancorp Inc                         | CUSIP: 53262L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23300 | NS      | $568986.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                       | Beazer Homes USA Inc                          | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     56500 | NS      | $720940.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cot             | Natural Grocers by Vitamin Cottage Inc        | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     52100 | NS      | $476194.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of the James Financial Gr             | Bank of the James Financial Group Inc         | CUSIP: 470299108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14000 | NS      | $172480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd                         | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     24000 | NS      | $3716880.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                 | A-Mark Precious Metals Inc                    | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     38000 | NS      | $1319740.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                          | ProAssurance Corp                             | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    103100 | NS      | $1801157.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                             | Multiplan Corp                                | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1500000 | NS      | $1725000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                      | Equity Bancshares Inc                         | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     59300 | NS      | $1937331.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                           | QCR Holdings Inc                              | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     44683 | NS      | $2218064.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    223700 | NS      | $3109430.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Cor             | Peoples Financial Services Corp               | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21200 | NS      | $1099008.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                   | Oppenheimer Holdings Inc                      | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29319 | NS      | $1241073.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeTrust Bancshares Inc                   | HomeTrust Bancshares Inc                      | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15900 | NS      | $384303.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt             | Alpha & Omega Semiconductor Ltd               | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |    114905 | NS      | $3282835.85   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co                       | Ascent Industries Co                          | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |     29748 | NS      | $257915.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L             | Bank of NT Butterfield & Son Ltd/The          | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     17400 | NS      | $518694.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                   | Village Super Market Inc                      | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |     39659 | NS      | $923658.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                        | Titan Machinery Inc                           | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     92000 | NS      | $3655160.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Northwest Inc              | First Financial Northwest Inc                 | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |     20700 | NS      | $310086.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assertio Holdings Inc                      | Assertio Holdings Inc                         | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134400 | NS      | $577920.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Ohio Valley Banc Corp                      | Ohio Valley Banc Corp                         | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $158520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                          | JAKKS Pacific Inc                             | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     38000 | NS      | $664620.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc                   | Flexsteel Industries Inc                      | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15600 | NS      | $240240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                      | World Acceptance Corp                         | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10900 | NS      | $718746.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Servotronics Inc                           | Servotronics Inc                              | CUSIP: 817732100<br>LEI: 549300G2MISHW24LEA03 | Long             | EC               | CORP              | US        |      1500 | NS      | $15840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit State Bank                          | Summit State Bank                             | CUSIP: 866264203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17875 | NS      | $282425.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                       | SandRidge Energy Inc                          | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |    103000 | NS      | $1754090.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                      | United Fire Group Inc                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64500 | NS      | $1764720.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| NN Inc                                     | NN Inc                                        | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |    124600 | NS      | $186900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     32000 | NS      | $438720.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriServ Financial Inc                    | AmeriServ Financial Inc                       | CUSIP: 03074A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66000 | NS      | $259380.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     91000 | NS      | $2507960.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                     | US Silica Holdings Inc                        | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    249500 | NS      | $3118750.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corp                 | PrimeEnergy Resources Corp                    | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |      1500 | NS      | $130305.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings Inc                          | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66000 | NS      | $1861200.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                          | Tutor Perini Corp                             | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |    157100 | NS      | $1186105.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                    | AZZ Inc                                       | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     12304 | NS      | $494620.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                             | Gannett Co Inc                                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    415000 | NS      | $842450.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                        | Luther Burbank Corp                           | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |    183900 | NS      | $2043129.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                          | Owens & Minor Inc                             | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    210000 | NS      | $4101300.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co                     | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    100000 | NS      | $3854000.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                | REX American Resources Corp                   | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35202 | NS      | $1121535.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings I             | Universal Logistics Holdings Inc              | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4108 | NS      | $137371.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HMN Financial Inc                          | HMN Financial Inc                             | CUSIP: 40424G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $479250.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Industrial Services G             | Williams Industrial Services Group Inc        | CUSIP: 96951A104<br>LEI: CTDK3GGI58CIT29OJ228 | Long             | EC               | CORP              | US        |     51200 | NS      | $52229.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                      | Clearwater Paper Corp                         | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     74050 | NS      | $2799830.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp                                  | LCNB Corp                                     | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38900 | NS      | $700200.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                  | Superior Group of Cos Inc                     | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |     13100 | NS      | $131786.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                       | First Merchants Corp                          | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     23267 | NS      | $956506.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Shared Hospital Servi             | American Shared Hospital Services             | CUSIP: 029595105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $24905.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                     | Nicolet Bankshares Inc                        | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22097 | NS      | $1763119.63   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                     | Maxar Technologies Inc                        | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     69500 | NS      | $3595930.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                     | Old Second Bancorp Inc                        | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     41500 | NS      | $665660.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp                    | Park-Ohio Holdings Corp                       | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22116 | NS      | $270478.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                         | Origin Bancorp Inc                            | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     15700 | NS      | $576190.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia National Bankshares C             | Virginia National Bankshares Corp             | CUSIP: 928031103<br>LEI: 5493005LXSLNF92BF097 | Long             | EC               | CORP              | US        |      1687 | NS      | $61845.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emclaire Financial Corp                    | Emclaire Financial Corp                       | CUSIP: 290828102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $22120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bankwell Financial Group Inc               | Bankwell Financial Group Inc                  | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |     14000 | NS      | $412020.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                        | Allegiant Travel Co                           | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     50700 | NS      | $3447093.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                       | First Foundation Inc                          | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     65000 | NS      | $931450.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Guild Holdings Co                          | Guild Holdings Co                             | CUSIP: 40172N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187000 | NS      | $1886830.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings             | Sportsman's Warehouse Holdings Inc            | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     86900 | NS      | $817729.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co             | Peapack-Gladstone Financial Corp              | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     29868 | NS      | $1111686.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion Oil Corp                         | Battalion Oil Corp                            | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |       993 | NS      | $9642.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I             | Universal Insurance Holdings Inc              | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |    142200 | NS      | $1505898.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    171490 | NS      | $2272242.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Berry Corp                                 | Berry Corp                                    | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    268842 | NS      | $2150736.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FNCB Bancorp Inc                           | FNCB Bancorp Inc                              | CUSIP: 302578109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92600 | NS      | $760246.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                  | GoPro Inc                                     | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    374500 | NS      | $1865010.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Capital Inc                          | First Capital Inc                             | CUSIP: 31942S104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $249000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                   | Red River Bancshares Inc                      | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      1350 | NS      | $68931.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc                     | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     56659 | NS      | $1694104.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corp               | Magnachip Semiconductor Corp                  | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | KR        |    100000 | NS      | $939000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                | BayCom Corp                                   | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     15300 | NS      | $290394.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TreeHouse Foods Inc                        | TreeHouse Foods Inc                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     90000 | NS      | $4444200.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Logan Ridge Finance Corp                   | Logan Ridge Finance Corp                      | CUSIP: 541098109<br>LEI: 5493007DZ22O2I4VJ124 | Long             | EC               | CORP              | US        |     10100 | NS      | $228058.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic American Corp                     | Atlantic American Corp                        | CUSIP: 048209100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1204 | NS      | $2781.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vintage Wine Estates Inc                   | Vintage Wine Estates Inc                      | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142720 | NS      | $465267.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Salem Media Group Inc                      | Salem Media Group Inc                         | CUSIP: 794093104<br>LEI: 549300CTHBTS2MIXZL54 | Long             | EC               | CORP              | US        |     31200 | NS      | $32760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                    | CompX International Inc                       | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $27720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                           | AMC Networks Inc                              | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    104500 | NS      | $1637515.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                            | FVCBankcorp Inc                               | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |      2300 | NS      | $43861.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                   | Mercer International Inc                      | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |    274950 | NS      | $3200418.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Financial Services Co             | Franklin Financial Services Corp              | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22000 | NS      | $794200.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                     | Washington Federal Inc                        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95000 | NS      | $3187250.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc              | Core Molding Technologies Inc                 | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     17000 | NS      | $220830.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                      | Alerus Financial Corp                         | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     36373 | NS      | $849309.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                         | Forestar Group Inc                            | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |    104001 | NS      | $1602655.41   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                | Deluxe Corp                                   | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    100000 | NS      | $1698000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAK Energy Technology Inc                 | CBAK Energy Technology Inc                    | CUSIP: 14986C102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    215000 | NS      | $212850.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                       | Manitowoc Co Inc/The                          | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     90850 | NS      | $832186.00    | 0.10%             |  |  |  | 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        |    120000 | NS      | $1434000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                     | Strattec Security Corp                        | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |     17300 | NS      | $355515.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                              | Golar LNG Ltd                                 | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |    248390 | NS      | $5660808.10   | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies Inc                       | TTM Technologies Inc                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    337702 | NS      | $5092546.16   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                 | South Plains Financial Inc                    | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     75000 | NS      | $2064750.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corp                       | Acacia Research Corp                          | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |    104500 | NS      | $439945.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                             | Proto Labs Inc                                | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     12800 | NS      | $326784.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                          | Seneca Foods Corp                             | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25450 | NS      | $1551177.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NCS Multistage Holdings Inc                | NCS Multistage Holdings Inc                   | CUSIP: 628877201<br>LEI: 5493003WLG5T6MNJ7292 | Long             | EC               | CORP              | US        |      6500 | NS      | $162500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Codorus Valley Bancorp Inc                 | Codorus Valley Bancorp Inc                    | CUSIP: 192025104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37971 | NS      | $903709.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival Inc                             | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69200 | NS      | $1654572.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                          | Donegal Group Inc                             | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87600 | NS      | $1243920.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                   | Anywhere Real Estate Inc                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    270718 | NS      | $1729888.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The              | First of Long Island Corp/The                 | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54000 | NS      | $972000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods Inc                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    117000 | NS      | $4529070.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                 | Conn's Inc                                    | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |     46600 | NS      | $320608.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                  | ACNB Corp                                     | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32900 | NS      | $1309749.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                              | Urban One Inc                                 | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |    105000 | NS      | $394800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                       | Limbach Holdings Inc                          | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      6200 | NS      | $64542.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp                    | Hooker Furnishings Corp                       | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15900 | NS      | $297330.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp                                 | Bank7 Corp                                    | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23100 | NS      | $591360.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CareCloud Inc                              | CareCloud Inc                                 | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Long             | EC               | CORP              | US        |     25900 | NS      | $72779.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot Transportation Holding             | Patriot Transportation Holding Inc            | CUSIP: 70338W105<br>LEI: 549300CONREOD6V7PO98 | Long             | EC               | CORP              | US        |      7500 | NS      | $53325.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc                    | Eagle Bulk Shipping Inc                       | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |     55900 | NS      | $2791646.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                      | Bank of Marin Bancorp                         | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $266328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trio-Tech International                    | Trio-Tech International                       | CUSIP: 896712205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25100 | NS      | $112952.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                             | Plumas Bancorp                                | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |      2000 | NS      | $74100.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenhill & Co Inc                         | Greenhill & Co Inc                            | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |     35000 | NS      | $358750.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                   | Ebix Inc                                      | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     80500 | NS      | $1606780.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                        | Walker & Dunlop Inc                           | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22775 | NS      | $1787382.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc               | Associated Capital Group Inc                  | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |     33827 | NS      | $1420395.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corp                     | Chemung Financial Corp                        | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11593 | NS      | $531770.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp Inc                      | Riverview Bancorp Inc                         | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62478 | NS      | $479831.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                   | Golden Entertainment Inc                      | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     37000 | NS      | $1383800.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                             | Trustmark Corp                                | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    105700 | NS      | $3689987.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                  | Valhi Inc                                     | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84546 | NS      | $1860012.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                   | Waterstone Financial Inc                      | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     51500 | NS      | $887860.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C             | Stewart Information Services Corp             | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     63592 | NS      | $2717286.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc                  | Trean Insurance Group Inc                     | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39850 | NS      | $239100.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flanigan's Enterprises Inc                 | Flanigan's Enterprises Inc                    | CUSIP: 338517105<br>LEI: 3SQB3XBDRJL87DZJOO94 | Long             | EC               | CORP              | US        |     10000 | NS      | $258800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                          | Unity Bancorp Inc                             | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |     28700 | NS      | $784371.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                       | NetScout Systems Inc                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    143600 | NS      | $4668436.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Beasley Broadcast Group Inc                | Beasley Broadcast Group Inc                   | CUSIP: 074014101<br>LEI: 549300R5FEOSY86VTY76 | Long             | EC               | CORP              | US        |     65000 | NS      | $59813.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                    | NOW Inc                                       | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    192700 | NS      | $2447290.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                           | First Busey Corp                              | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |    132900 | NS      | $3285288.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                              | DHI Group Inc                                 | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      3500 | NS      | $18515.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                       | Ramaco Resources Inc                          | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     79900 | NS      | $702321.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     96000 | NS      | $3325440.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                  | Carpenter Technology Corp                     | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     84000 | NS      | $3102960.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp                               | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121100 | NS      | $4778606.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Bankshares Inc                          | CF Bankshares Inc                             | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |      1000 | NS      | $21180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleON Inc                               | RumbleON Inc                                  | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |     46000 | NS      | $297620.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Gran Tierra Energy Inc                     | Gran Tierra Energy Inc                        | CUSIP: 38500T101<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | CA        |   1275000 | NS      | $1262250.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                          | Olympic Steel Inc                             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     33639 | NS      | $1129597.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The              | Container Store Group Inc/The                 | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |    160050 | NS      | $689815.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax Inc                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     44900 | NS      | $1401778.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services              | Enterprise Financial Services Corp            | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       200 | NS      | $9792.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                        | OneWater Marine Inc                           | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25575 | NS      | $731445.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicholas Financial Inc                     | Nicholas Financial Inc                        | CUSIP: 65373J209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19400 | NS      | $122414.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                     | Greenbrier Cos Inc/The                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     25400 | NS      | $851662.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Holdings I             | Provident Financial Holdings Inc              | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44710 | NS      | $615656.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MainStreet Bancshares Inc                  | MainStreet Bancshares Inc                     | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |     29040 | NS      | $798309.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                               | Navient Corp                                  | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    277000 | NS      | $4556650.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc                 | Republic First Bancorp Inc                    | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |    140000 | NS      | $301000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| V2X Inc                                    | V2X Inc                                       | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24000 | NS      | $990960.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                         | Kelly Services Inc                            | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66400 | NS      | $1122160.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Overseas Shipholding Group Inc             | Overseas Shipholding Group Inc                | CUSIP: 69036R863<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    290916 | NS      | $840747.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                           | Home Bancorp Inc                              | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21097 | NS      | $844512.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                             | ScanSource Inc                                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     31000 | NS      | $905820.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc             | Natural Gas Services Group Inc                | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61800 | NS      | $708228.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corp                         | Ames National Corp                            | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8000 | NS      | $188880.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                           | TriCo Bancshares                              | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35300 | NS      | $1799947.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                      | Delek US Holdings Inc                         | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    150500 | NS      | $4063500.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp                            | Glatfelter Corp                               | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     47000 | NS      | $130660.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penns Woods Bancorp Inc                    | Penns Woods Bancorp Inc                       | CUSIP: 708430103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14200 | NS      | $378004.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati             | Heidrick & Struggles International Inc        | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     39000 | NS      | $1090830.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp NY                          | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17400 | NS      | $654066.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                               | Conduent Inc                                  | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    705000 | NS      | $2855250.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwood Holdings Group Inc                | Westwood Holdings Group Inc                   | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27864 | NS      | $310229.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    120600 | NS      | $2762946.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc                 | Summit Financial Group Inc                    | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44100 | NS      | $1097649.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                          | Parke Bancorp Inc                             | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |     36959 | NS      | $766529.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                         | Ingles Markets Inc                            | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     53750 | NS      | $5184725.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawthorn Bancshares Inc                    | Hawthorn Bancshares Inc                       | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18398 | NS      | $400524.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                           | TimkenSteel Corp                              | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    153887 | NS      | $2796126.79   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                           | Safe Bulkers Inc                              | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MC        |    360200 | NS      | $1048182.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Good Times Restaurants Inc                 | Good Times Restaurants Inc                    | CUSIP: 382140879<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26600 | NS      | $59318.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FONAR Corp                                 | FONAR Corp                                    | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $140700.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                       | Mercury General Corp                          | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     99500 | NS      | $3402900.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Sinclair Broadcast Group Inc               | Sinclair Broadcast Group Inc                  | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    218300 | NS      | $3385833.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bancorp Inc/OH                      | United Bancorp Inc/OH                         | CUSIP: 909911109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $147800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                | Heartland Financial USA Inc                   | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     68350 | NS      | $3186477.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                        | Gray Television Inc                           | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    218000 | NS      | $2439420.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                               | Big Lots Inc                                  | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34000 | NS      | $499800.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Intrepid Potash Inc                        | Intrepid Potash Inc                           | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |     45601 | NS      | $1316500.87   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc               | Adtalem Global Education Inc                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     78000 | NS      | $2769000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp                         | Landsea Homes Corp                            | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |     68500 | NS      | $356885.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                        | Amerant Bancorp Inc                           | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |     42850 | NS      | $1150094.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services In             | Orrstown Financial Services Inc               | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     13500 | NS      | $312660.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                              | REGENXBIO Inc                                 | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     85000 | NS      | $1927800.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp Inc                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95199 | NS      | $3253901.82   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Stainless & Alloy Pr             | Universal Stainless & Alloy Products Inc      | CUSIP: 913837100<br>LEI: 5493001OEIZDUGXZDE09 | Long             | EC               | CORP              | US        |     11500 | NS      | $82455.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries I             | Bassett Furniture Industries Inc              | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17909 | NS      | $311258.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                  | Liberty Latin America Ltd                     | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |    417500 | NS      | $3173000.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| First Guaranty Bancshares Inc              | First Guaranty Bancshares Inc                 | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |     14713 | NS      | $345019.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                   | Atlanticus Holdings Corp                      | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12142 | NS      | $318120.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                    | AXT Inc                                       | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |    100000 | NS      | $438000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                     | Pioneer Bancorp Inc/NY                        | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $456000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Ho             | Consolidated Communications Holdings Inc      | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |    324800 | NS      | $1162784.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                            | NI Holdings Inc                               | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |     28000 | NS      | $371560.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                      | Brookline Bancorp Inc                         | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178500 | NS      | $2525775.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc                  | Ponce Financial Group Inc                     | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8600 | NS      | $80152.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     60000 | NS      | $1216800.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc              | Concrete Pumping Holdings Inc                 | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    211000 | NS      | $1234350.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp In             | Western New England Bancorp Inc               | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |     55365 | NS      | $523752.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                          | Newmark Group Inc                             | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    370951 | NS      | $2956479.47   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                            | Weyco Group Inc                               | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |     22500 | NS      | $476100.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coffee Holding Co Inc                      | Coffee Holding Co Inc                         | CUSIP: 192176105<br>LEI: 549300FD5P29KIHQU051 | Long             | EC               | CORP              | US        |     10000 | NS      | $20400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                  | Caledonia Mining Corp PLC                     | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | ZA        |     18000 | NS      | $223200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                               | Bel Fuse Inc                                  | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |     29272 | NS      | $963634.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                      | Primis Financial Corp                         | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     63600 | NS      | $753660.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi             | First Business Financial Services Inc         | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     32508 | NS      | $1188167.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                   | Northwest Bancshares Inc                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275000 | NS      | $3844500.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TESSCO Technologies Inc                    | TESSCO Technologies Inc                       | CUSIP: 872386107<br>LEI: 254900BNVQFBKCIOE491 | Long             | EC               | CORP              | US        |     33200 | NS      | $160024.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INST PREF GOVT PLUS MMF - SL #4134 | DREYFUS INST PREF GOVT PLUS MMF - SL #4134    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  17799414 | NS      | $17799414.23  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                       | Mercantile Bank Corp                          | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     26500 | NS      | $887220.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                   | Metrocity Bankshares Inc                      | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |     19409 | NS      | $419816.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                    | Advantage Solutions Inc                       | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    900000 | NS      | $1872000.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                             | Northeast Bank                                | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |     16800 | NS      | $707280.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AMREP Corp                                 | AMREP Corp                                    | CUSIP: 032159105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29900 | NS      | $345345.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                   | Regional Management Corp                      | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |     29100 | NS      | $817128.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                        | Century Casinos Inc                           | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |     52700 | NS      | $370481.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                          | Mistras Group Inc                             | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105000 | NS      | $517650.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                  | Community West Bancshares                     | CUSIP: 204157101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28821 | NS      | $431450.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares I             | American National Bankshares Inc              | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |     31000 | NS      | $1144830.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                       | Merchants Bancorp/IN                          | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     95689 | NS      | $2327156.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                  | Cowen Inc                                     | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     74700 | NS      | $2884914.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                | Community Trust Bancorp Inc                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36300 | NS      | $1667259.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Malvern Bancorp Inc                        | Malvern Bancorp Inc                           | CUSIP: 561409103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20800 | NS      | $369200.00    | 0.05%             |  |  |  | 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        |    329200 | NS      | $3453308.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| ProPetro Holding Corp                      | ProPetro Holding Corp                         | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    357310 | NS      | $3705304.70   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                            | Caesarstone Ltd                               | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |     96400 | NS      | $550444.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                   | KAR Auction Services Inc                      | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    220000 | NS      | $2871000.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                        | Century Aluminum Co                           | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    251500 | NS      | $2057270.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co/The                             | Eastern Co/The                                | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |     12404 | NS      | $239149.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Financial Bancorp Inc                | Sound Financial Bancorp Inc                   | CUSIP: 83607A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10200 | NS      | $412896.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Apparel Inc                          | Delta Apparel Inc                             | CUSIP: 247368103<br>LEI: 549300YCES15WEDS8Z04 | Long             | EC               | CORP              | US        |     28000 | NS      | $297080.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Co             | Bluegreen Vacations Holding Corp              | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |     50328 | NS      | $1256186.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallmark Financial Services In             | Hallmark Financial Services Inc               | CUSIP: 40624Q203<br>LEI: 549300QVZIZ17RUE4C20 | Long             | EC               | CORP              | US        |     62000 | NS      | $36220.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                              | REV Group Inc                                 | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |    127500 | NS      | $1609050.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd                         | Epsilon Energy Ltd                            | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60000 | NS      | $397800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc             | First Community Bankshares Inc                | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20600 | NS      | $698340.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hennessy Advisors Inc                      | Hennessy Advisors Inc                         | CUSIP: 425885100<br>LEI: 549300OM5HCSFZO7FR31 | Long             | EC               | CORP              | US        |      6000 | NS      | $50400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital Bancorp Inc                        | Capital Bancorp Inc                           | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |     64650 | NS      | $1521861.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C             | First Commonwealth Financial Corp             | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    145000 | NS      | $2025650.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Salisbury Bancorp Inc                      | Salisbury Bancorp Inc                         | CUSIP: 795226109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3366 | NS      | $105692.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                             | FS Bancorp Inc                                | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18800 | NS      | $628672.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| comScore Inc                               | comScore Inc                                  | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    329900 | NS      | $382684.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Corp/VA                     | First National Corp/VA                        | CUSIP: 32106V107<br>LEI: 549300TDCMDRFUMP0106 | Long             | EC               | CORP              | US        |      9500 | NS      | $162735.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                  | Ambac Financial Group Inc                     | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     95000 | NS      | $1656800.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corp                  | Willis Lease Finance Corp                     | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |     17634 | NS      | $1040582.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                         | Byline Bancorp Inc                            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     81200 | NS      | $1865164.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                           | Weis Markets Inc                              | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66600 | NS      | $5480514.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services C             | Lincoln Educational Services Corp             | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |    144000 | NS      | $833760.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     49000 | NS      | $1388660.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                      | CNB Financial Corp/PA                         | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     48000 | NS      | $1141920.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group In             | National Western Life Group Inc               | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      6150 | NS      | $1728150.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                     | Univest Financial Corp                        | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |    118200 | NS      | $3088566.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                               | TrueBlue Inc                                  | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89250 | NS      | $1747515.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                       | Laredo Petroleum Inc                          | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     52500 | NS      | $2699550.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| SpartanNash Co                             | SpartanNash Co                                | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |    117782 | NS      | $3561727.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc              | Riley Exploration Permian Inc                 | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |     20700 | NS      | $609201.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Safety Insurance Group Inc                 | Safety Insurance Group Inc                    | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     36972 | NS      | $3115260.72   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ark Restaurants Corp                       | Ark Restaurants Corp                          | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $24840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                         | Thryv Holdings Inc                            | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1900000.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                               | Bally's Corp                                  | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |    110000 | NS      | $2131800.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Meridian Corp                              | Meridian Corp                                 | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19500 | NS      | $590655.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp                                | Teekay Corp                                   | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |    470000 | NS      | $2133800.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                     | Premier Financial Corp                        | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96900 | NS      | $2613393.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                     | Horizon Bancorp Inc/IN                        | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |    129342 | NS      | $1950477.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                     | Primoris Services Corp                        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    117800 | NS      | $2584532.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| US Xpress Enterprises Inc                  | US Xpress Enterprises Inc                     | CUSIP: 90338N202<br>LEI: 549300NXY19K1OZN4915 | Long             | EC               | CORP              | US        |     90000 | NS      | $162900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Co-Diagnostics Inc                         | Co-Diagnostics Inc                            | CUSIP: 189763105<br>LEI: 549300Z1JPESYWFM1R93 | Long             | EC               | CORP              | US        |     32500 | NS      | $81900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Axle & Manufacturing              | American Axle & Manufacturing Holdings Inc    | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    336450 | NS      | $2631039.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                               | Archrock Inc                                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    297700 | NS      | $2673346.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                | SkyWest Inc                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    146500 | NS      | $2418715.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Security National Financial Co             | Security National Financial Corp              | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31484 | NS      | $229833.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                            | Ring Energy Inc                               | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |    596000 | NS      | $1466160.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Helix Energy Solutions Group I             | Helix Energy Solutions Group Inc              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    145000 | NS      | $1070100.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics Inc                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     90100 | NS      | $2404769.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                 | Ranger Energy Services Inc                    | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |     13500 | NS      | $148635.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDEVCO Corp                               | PEDEVCO Corp                                  | CUSIP: 70532Y303<br>LEI: 549300Z61LE7UJPSV293 | Long             | EC               | CORP              | US        |     16800 | NS      | $18480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot National Bancorp Inc               | Patriot National Bancorp Inc                  | CUSIP: 70336F203<br>LEI: 549300T1270P6QIGPD23 | Long             | EC               | CORP              | US        |     13500 | NS      | $143100.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc                 | SEACOR Marine Holdings Inc                    | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |     77100 | NS      | $706236.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Holding Co                        | Citizens Holding Co                           | CUSIP: 174715102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $46580.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp Inc                              | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    271500 | NS      | $3477915.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                       | Shore Bancshares Inc                          | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36421 | NS      | $634818.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                    | Flushing Financial Corp                       | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65141 | NS      | $1262432.58   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                  | International Seaways Inc                     | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     33493 | NS      | $1239910.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| NetSol Technologies Inc                    | NetSol Technologies Inc                       | CUSIP: 64115A402<br>LEI: 529900EXOTPTUR7O6B54 | Long             | EC               | CORP              | US        |     35100 | NS      | $100035.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc                      | Provident Bancorp Inc                         | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28000 | NS      | $203840.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc              | Southern First Bancshares Inc                 | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25900 | NS      | $1184925.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                     | Permian Resources Corp                        | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    782600 | NS      | $7356440.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp Inc                             | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     83900 | NS      | $3697473.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                   | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |    144000 | NS      | $3771360.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevate Credit Inc                         | Elevate Credit Inc                            | CUSIP: 28621V101<br>LEI: 5493005YGC28MJELZ875 | Long             | EC               | CORP              | US        |     90200 | NS      | $157850.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                   | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     89700 | NS      | $2730468.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Montana Inc                  | Eagle Bancorp Montana Inc                     | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |     28000 | NS      | $452480.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                       | Lakeland Bancorp Inc                          | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |    146371 | NS      | $2577593.31   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                              | Cato Corp/The                                 | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |     68000 | NS      | $634440.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc                           | Vera Bradley Inc                              | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     80000 | NS      | $362400.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                        | Lifetime Brands Inc                           | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |     57449 | NS      | $436037.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                          | Vista Outdoor Inc                             | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     32813 | NS      | $799652.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Point Financial Corp                   | Old Point Financial Corp                      | CUSIP: 680194107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $137496.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc               | TravelCenters of America Inc                  | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     58930 | NS      | $2638885.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                    | Sterling Bancorp Inc/MI                       | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140000 | NS      | $852600.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc               | Oil States International Inc                  | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    146000 | NS      | $1089160.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                      | Ardmore Shipping Corp                         | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | IE        |    107011 | NS      | $1542028.51   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                              | Costamare Inc                                 | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MC        |    360300 | NS      | $3343584.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                  | CrossFirst Bankshares Inc                     | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127200 | NS      | $1578552.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                     | Whole Earth Brands Inc                        | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64500 | NS      | $262515.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                          | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160000 | NS      | $2974400.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                     | Civista Bancshares Inc                        | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     34821 | NS      | $766410.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlefield Banc Corp                      | Middlefield Banc Corp                         | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13300 | NS      | $364420.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                                 | Daseke Inc                                    | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |     71600 | NS      | $407404.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Banco             | Central Valley Community Bancorp              | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26900 | NS      | $569742.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                    | Kimball Electronics Inc                       | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     57100 | NS      | $1289889.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services I             | ChoiceOne Financial Services Inc              | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $203000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Industries Inc                    | Friedman Industries Inc                       | CUSIP: 358435105<br>LEI: 549300VI5ADYNC8C3G47 | Long             | EC               | CORP              | US        |     24400 | NS      | $238876.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                             | Daktronics Inc                                | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     79000 | NS      | $222780.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Ventures Inc                          | Live Ventures Inc                             | CUSIP: 538142308<br>LEI: 5493002HQW06QWT6U361 | Long             | EC               | CORP              | US        |     11150 | NS      | $348995.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SPAR Group Inc                             | SPAR Group Inc                                | CUSIP: 784933103<br>LEI: 529900GHU4LESX3IFN94 | Long             | EC               | CORP              | US        |     44000 | NS      | $57640.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Cor             | Comtech Telecommunications Corp               | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     45200 | NS      | $548728.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                   | Orion Group Holdings Inc                      | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |    138172 | NS      | $328849.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                         | Avanos Medical Inc                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    125500 | NS      | $3396030.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PHX Minerals Inc                           | PHX Minerals Inc                              | CUSIP: 69291A100<br>LEI: 5493007OI1JOF1QSPE51 | Long             | EC               | CORP              | US        |     24350 | NS      | $94721.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                       | Veritex Holdings Inc                          | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     93000 | NS      | $2611440.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                    | First Financial Bancorp                       | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    150000 | NS      | $3634500.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                    | BrightView Holdings Inc                       | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    101000 | NS      | $695890.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corp                                 | Civeo Corp                                    | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | US        |     51700 | NS      | $1607870.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Auburn National BanCorp Inc                | Auburn National BanCorp Inc                   | CUSIP: 050473107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7374 | NS      | $170892.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                 | Amalgamated Financial Corp                    | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55000 | NS      | $1267200.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrols Restaurant Group Inc               | Carrols Restaurant Group Inc                  | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |    105000 | NS      | $142800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                      | ATN International Inc                         | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     49500 | NS      | $2242845.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                       | Fulgent Genetics Inc                          | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     70592 | NS      | $2102229.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Metropolitan Bank Holding Corp             | Metropolitan Bank Holding Corp                | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20200 | NS      | $1185134.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LS Starrett Co/The                         | LS Starrett Co/The                            | CUSIP: 855668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8068 | NS      | $59380.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                     | First Bank/Hamilton NJ                        | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |     42622 | NS      | $586478.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Network-1 Technologies Inc                 | Network-1 Technologies Inc                    | CUSIP: 64121N109<br>LEI: 529900GYEMDKBILURW28 | Long             | EC               | CORP              | US        |    100100 | NS      | $220220.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc/WA                  | Timberland Bancorp Inc/WA                     | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36725 | NS      | $1253424.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                 | Great Southern Bancorp Inc                    | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     22300 | NS      | $1326627.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Townsquare Media Inc                       | Townsquare Media Inc                          | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |     40700 | NS      | $295075.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                | Hibbett Inc                                   | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     31500 | NS      | $2148930.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc             | Schnitzer Steel Industries Inc                | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     77200 | NS      | $2366180.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                     | iTeos Therapeutics Inc                        | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95000 | NS      | $1855350.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Co Inc                             | Cohen & Co Inc                                | CUSIP: 19249M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $37530.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                  | Unifi Inc                                     | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |     25000 | NS      | $215250.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF Energy Inc                                | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    212400 | NS      | $8661672.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc                  | Blue Ridge Bankshares Inc                     | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42296 | NS      | $528277.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc                                | Tilly's Inc                                   | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111900 | NS      | $1012695.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Entravision Communications Cor             | Entravision Communications Corp               | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |    262300 | NS      | $1259040.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                       | Ryerson Holding Corp                          | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |    124700 | NS      | $3773422.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifevantage Corp                           | Lifevantage Corp                              | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |     60000 | NS      | $223200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc             | MidWestOne Financial Group Inc                | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41900 | NS      | $1330325.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                          | VAALCO Energy Inc                             | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    212500 | NS      | $969000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                              | MYR Group Inc                                 | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     15700 | NS      | $1445499.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Territorial Bancorp Inc                    | Territorial Bancorp Inc                       | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |     22500 | NS      | $540225.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                               | SFL Corp Ltd                                  | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |    485812 | NS      | $4479186.64   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group I             | Air Transport Services Group Inc              | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |    118300 | NS      | $3073434.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd               | Textainer Group Holdings Ltd                  | CUSIP: 000000000<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | US        |    125400 | NS      | $3888654.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Cos Inc                              | Hurco Cos Inc                                 | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     13372 | NS      | $349410.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                           | Movado Group Inc                              | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     67900 | NS      | $2189775.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCON Distributing Co                      | AMCON Distributing Co                         | CUSIP: 02341Q205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1950 | NS      | $352950.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Photronics Inc                             | Photronics Inc                                | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    118670 | NS      | $1997216.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| XBiotech Inc                               | XBiotech Inc                                  | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | US        |     57100 | NS      | $200421.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Bankshares Inc/Morrisvil             | Union Bankshares Inc/Morrisville VT           | CUSIP: 905400107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $9364.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                                | TrueCar Inc                                   | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     41356 | NS      | $103803.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Community Bancorp Inc             | Citizens Community Bancorp Inc/WI             | CUSIP: 174903104<br>LEI: 549300VKLJAF4WABEF16 | Long             | EC               | CORP              | US        |     47500 | NS      | $571425.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F Financial Corp                         | C&F Financial Corp                            | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |      7800 | NS      | $454506.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                                  | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    120000 | NS      | $2738400.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                  | Smith & Wesson Brands Inc                     | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     90000 | NS      | $781200.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadway Financial Corp/DE                 | Broadway Financial Corp/DE                    | CUSIP: 111444105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119223 | NS      | $120415.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     48800 | NS      | $2795752.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                       | NACCO Industries Inc                          | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21450 | NS      | $815100.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                 | Zumiez Inc                                    | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     37800 | NS      | $821772.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM SYS/PINEAPPLE HLDGS CVR               | COMM SYS/PINEAPPLE HLDGS CVR                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3750 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kingstone Cos Inc                          | Kingstone Cos Inc                             | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $7830.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                     | Heritage Commerce Corp                        | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     65000 | NS      | $845000.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                        | Stellar Bancorp Inc                           | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     44156 | NS      | $1300835.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp              | Quanex Building Products Corp                 | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     42000 | NS      | $994560.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc              | Southern Missouri Bancorp Inc                 | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14300 | NS      | $655369.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HV Bancorp Inc                             | HV Bancorp Inc                                | CUSIP: 40441H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $105228.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AgroFresh Solutions Inc                    | AgroFresh Solutions Inc                       | CUSIP: 00856G109<br>LEI: 549300SBHHYUXDIB7F37 | Long             | EC               | CORP              | US        |     78900 | NS      | $233544.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                    | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     91082 | NS      | $3403734.34   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                     | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43600 | NS      | $1151912.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                    | Hudson Technologies Inc                       | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31500 | NS      | $318780.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                         | Investors Title Co                            | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $531180.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                        | RE/MAX Holdings Inc                           | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     30000 | NS      | $559200.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                            | Marcus Corp/The                               | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |    111600 | NS      | $1605924.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                           | Boise Cascade Co                              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     76900 | NS      | $5280723.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                 | Preformed Line Products Co                    | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |     10600 | NS      | $882874.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                     | Velocity Financial Inc                        | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112250 | NS      | $1083212.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                     | Banc of California Inc                        | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    139150 | NS      | $2216659.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                     | American Woodmark Corp                        | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     45000 | NS      | $2198700.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                      | Bar Harbor Bankshares                         | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30541 | NS      | $978533.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                    | First Financial Corp/IN                       | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22127 | NS      | $1019612.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc                      | Newpark Resources Inc                         | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    265000 | NS      | $1099750.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Resource Corp                         | Gold Resource Corp                            | CUSIP: 38068T105<br>LEI: 5299006MQBYLDAOI2D32 | Long             | EC               | CORP              | US        |    252750 | NS      | $386707.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StarTek Inc                                | StarTek Inc                                   | CUSIP: 85569C107<br>LEI: 549300ONES3WQ9KY7P17 | Long             | EC               | CORP              | US        |    124500 | NS      | $466875.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline Ltd/Bermuda                      | Frontline Ltd/Bermuda                         | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | NO        |    465000 | NS      | $5645100.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid Penn Bancorp Inc                       | Mid Penn Bancorp Inc                          | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13500 | NS      | $404595.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                   | iShares Russell 2000 ETF                      | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |     25000 | NS      | $4359000.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Legacy Housing Corp                        | Legacy Housing Corp                           | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24769 | NS      | $469620.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                       | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     59000 | NS      | $4620880.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                | Capital City Bank Group Inc                   | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     27500 | NS      | $893750.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Document Solutions Inc                 | ARC Document Solutions Inc                    | CUSIP: 00191G103<br>LEI: 529900E4UQREZKXE7O60 | Long             | EC               | CORP              | US        |    176700 | NS      | $517731.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                              | Bioventus Inc                                 | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $195750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                              | Crawford & Co                                 | CUSIP: 224633107<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |       101 | NS      | $536.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International Inc                       | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     54900 | NS      | $2106513.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Saga Communications Inc                    | Saga Communications Inc                       | CUSIP: 786598300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15100 | NS      | $356360.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                                 | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    115000 | NS      | $4322850.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services In             | PAM Transportation Services Inc               | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $1036000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                 | Financial Institutions Inc                    | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46300 | NS      | $1127868.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                  | Big 5 Sporting Goods Corp                     | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |    110000 | NS      | $971300.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Princeton/The                      | Bank of Princeton/The                         | CUSIP: 064520109<br>LEI: 549300EMC7T53UNNNA58 | Long             | EC               | CORP              | US        |     22500 | NS      | $713700.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp                   | Curo Group Holdings Corp                      | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |     40000 | NS      | $142000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings Inc             | Capstar Financial Holdings Inc                | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $618100.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Financial Corp                       | Ocwen Financial Corp                          | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |     29820 | NS      | $911895.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corp                          | First United Corp                             | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |     12725 | NS      | $250046.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Brands Inc                            | Xcel Brands Inc                               | CUSIP: 98400M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $14000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc               | Covenant Logistics Group Inc                  | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78550 | NS      | $2715473.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings Inc                             | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     95000 | NS      | $1604550.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First US Bancshares Inc                    | First US Bancshares Inc                       | CUSIP: 33744V103<br>LEI: 54930017QY1V8LM2TC68 | Long             | EC               | CORP              | US        |      5000 | NS      | $43500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                   | Sandy Spring Bancorp Inc                      | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104900 | NS      | $3695627.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                   | Winnebago Industries Inc                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     68500 | NS      | $3609950.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Tiptree Inc                                | Tiptree Inc                                   | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122700 | NS      | $1698168.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                   | Independent Bank Corp/MI                      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65500 | NS      | $1566760.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                  | OceanFirst Financial Corp                     | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159496 | NS      | $3389290.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                            | 1st Source Corp                               | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58800 | NS      | $3121692.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                  | Alico Inc                                     | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10961 | NS      | $261639.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Pipe Co                          | Northwest Pipe Co                             | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |     30500 | NS      | $1027850.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                          | Bristow Group Inc                             | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     78900 | NS      | $2140557.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| China Automotive Systems Inc               | China Automotive Systems Inc                  | CUSIP: 16936R105<br>LEI: 52990059UORTCZ66JW45 | Long             | EC               | CORP              | CN        |     35650 | NS      | $206770.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdi             | Argo Group International Holdings Ltd         | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     62694 | NS      | $1620639.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                | RBB Bancorp                                   | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     63800 | NS      | $1330230.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                             | Green Dot Corp                                | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1582000.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                       | Camden National Corp                          | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     45700 | NS      | $1905233.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                     | Patrick Industries Inc                        | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     50000 | NS      | $3030000.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mannatech Inc                              | Mannatech Inc                                 | CUSIP: 563771203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $80550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultralife Corp                             | Ultralife Corp                                | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |     25000 | NS      | $96500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                               | ODP Corp/The                                  | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102390 | NS      | $4662840.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc              | Business First Bancshares Inc                 | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     35000 | NS      | $774900.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                  | Adeia Inc                                     | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    349216 | NS      | $3310567.68   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR T FUNDING                              | Air T Funding                                 | CUSIP: 00919P302<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       529 | NS      | $11029.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citizens Inc/TX                            | Citizens Inc/TX                               | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |     79500 | NS      | $169335.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kandi Technologies Group Inc               | Kandi Technologies Group Inc                  | CUSIP: 483709101<br>LEI: 529900TXUELWMVI79005 | Long             | EC               | CORP              | CN        |     40000 | NS      | $92000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                          | CONSOL Energy Inc                             | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |    100200 | NS      | $6513000.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     37000 | NS      | $1645020.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Emissions Solutions I             | Advanced Emissions Solutions Inc              | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |     85000 | NS      | $206550.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                   | Encore Capital Group Inc                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     76600 | NS      | $3672204.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corp/SC                    | First Community Corp/SC                       | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |      5800 | NS      | $126962.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp In             | Northeast Community Bancorp Inc               | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |     39200 | NS      | $584864.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Crawford & Co                              | Crawford & Co                                 | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |     22500 | NS      | $125100.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Government Portfolio              | Fidelity Government Portfolio                 | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6190250 | NS      | $6190250.09   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                     | ConnectOne Bancorp Inc                        | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |    110854 | NS      | $2683775.34   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dixie Group Inc/The                        | Dixie Group Inc/The                           | CUSIP: 255519100<br>LEI: 549300MLTT5S33W3Q656 | Long             | EC               | CORP              | US        |     33550 | NS      | $26873.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                      | Hawaiian Holdings Inc                         | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |    100000 | NS      | $1026000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                    | Republic Bancorp Inc/KY                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33880 | NS      | $1386369.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                     | Northfield Bancorp Inc                        | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $1179750.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc                                  | Eneti Inc                                     | CUSIP: 000000000<br>LEI: 549300MHZ4YKRPGBH616 | Long             | EC               | CORP              | US        |     85000 | NS      | $854250.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                | Sterling Infrastructure Inc                   | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     64800 | NS      | $2125440.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                | Genesco Inc                                   | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     49100 | NS      | $2259582.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                  | Vanda Pharmaceuticals Inc                     | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     97400 | NS      | $719786.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                           | Fossil Group Inc                              | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     71800 | NS      | $309458.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corp                      | Ampco-Pittsburgh Corp                         | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51200 | NS      | $128512.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                       | Sonic Automotive Inc                          | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     82000 | NS      | $4040140.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises Inc                          | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     32769 | NS      | $1713163.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ever-Glory International Group             | Ever-Glory International Group Inc            | CUSIP: 299766204<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12700 | NS      | $2542.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                            | SiriusPoint Ltd                               | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |    278000 | NS      | $1640200.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                 | OP Bancorp                                    | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |     35000 | NS      | $390600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                      | HarborOne Bancorp Inc                         | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |    106800 | NS      | $1484520.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac                                 | Federal Agricultural Mortgage Corp            | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |     19900 | NS      | $2242929.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital Inc                     | Home Point Capital Inc                        | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Long             | EC               | CORP              | US        |    336500 | NS      | $461005.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Lt             | Pangaea Logistics Solutions Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    234800 | NS      | $1209220.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                          | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    114000 | NS      | $2821500.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                          | EW Scripps Co/The                             | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    219300 | NS      | $2892567.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| AdvanSix Inc                               | AdvanSix Inc                                  | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     87400 | NS      | $3322948.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp                      | Investar Holding Corp                         | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |     36000 | NS      | $775080.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                         | SmartFinancial Inc                            | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40500 | NS      | $1113750.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                      | First Bancorp Inc/The                         | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $149700.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                     | First Internet Bancorp                        | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     41200 | NS      | $1000336.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                                  | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     45400 | NS      | $3179816.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Valley Bancorp                         | Oak Valley Bancorp                            | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26720 | NS      | $605208.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials In             | Rayonier Advanced Materials Inc               | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |    197400 | NS      | $1895040.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                 | Midland States Bancorp Inc                    | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     81617 | NS      | $2172644.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                           | StoneX Group Inc                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     41911 | NS      | $3994118.30   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                               | Veritiv Corp                                  | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     28900 | NS      | $3517419.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reuni             | National Energy Services Reunited Corp        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225200 | NS      | $1562888.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                             | Lands' End Inc                                | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     56600 | NS      | $429594.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                   | AMMO Inc                                      | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     89200 | NS      | $154316.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mesa Air Group Inc                         | Mesa Air Group Inc                            | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |     72500 | NS      | $110925.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                     | American Vanguard Corp                        | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |    103000 | NS      | $2236130.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp of North Carol             | Peoples Bancorp of North Carolina Inc         | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22880 | NS      | $744972.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc             | Nature's Sunshine Products Inc                | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $37440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smart Sand Inc                             | Smart Sand Inc                                | CUSIP: 83191H107<br>LEI: 549300JISW1T66DVOK23 | Long             | EC               | CORP              | US        |    155400 | NS      | $278166.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                 | Independent Bank Group Inc                    | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20300 | NS      | $1219624.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                        | Scorpio Tankers Inc                           | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |    136690 | NS      | $7349821.30   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd               | Genco Shipping & Trading Ltd                  | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |    177300 | NS      | $2723328.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                    | ZAGG INC CVR                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dorian LPG Ltd                             | Dorian LPG Ltd                                | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |    148029 | NS      | $2805149.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute              | Universal Technical Institute Inc             | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |    148600 | NS      | $998592.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                       | Pactiv Evergreen Inc                          | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     35000 | NS      | $397600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Task Group Inc                    | Computer Task Group Inc                       | CUSIP: 205477102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21150 | NS      | $159894.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                       | Biglari Holdings Inc                          | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |      6700 | NS      | $929960.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                 | El Pollo Loco Holdings Inc                    | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     65400 | NS      | $651384.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                              | Dillard's Inc                                 | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |     12800 | NS      | $4136960.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners Inc                | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     15000 | NS      | $2871600.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                                     | Banco Latinoamericano de Comercio Exterior SA | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | NUSS              | PA        |     59688 | NS      | $966945.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America                    | Oil-Dri Corp of America                       | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |     11242 | NS      | $377056.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    320000 | NS      | $2761600.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                             | MRC Global Inc                                | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    178200 | NS      | $2063556.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                            | BCB Bancorp Inc                               | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     50900 | NS      | $915691.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US Global Investors Inc                    | US Global Investors Inc                       | CUSIP: 902952100<br>LEI: 529900IRM26R91LI8531 | Long             | EC               | CORP              | US        |     37500 | NS      | $108375.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                | First Western Financial Inc                   | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |     46000 | NS      | $1294900.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I             | Provident Financial Services Inc              | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    104225 | NS      | $2226246.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                   | World Fuel Services Corp                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    118156 | NS      | $3229203.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First Northwest Bancorp                    | First Northwest Bancorp                       | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |     25600 | NS      | $393216.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VOXX International Corp                    | VOXX International Corp                       | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |     52164 | NS      | $437134.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                             | HomeStreet Inc                                | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57500 | NS      | $1585850.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                       | Alto Ingredients Inc                          | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |    200800 | NS      | $578304.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc                       | Rush Enterprises Inc                          | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     19050 | NS      | $1071943.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc                    | Lakeland Industries Inc                       | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     19250 | NS      | $256025.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                       | Northrim BanCorp Inc                          | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |     14573 | NS      | $795248.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                    | Modine Manufacturing Co                       | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |    101900 | NS      | $2023734.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                           | LendingClub Corp                              | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    146600 | NS      | $1290080.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                         | Hallador Energy Co                            | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |    153900 | NS      | $1537461.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Art's-Way Manufacturing Co Inc             | Art's-Way Manufacturing Co Inc                | CUSIP: 043168103<br>LEI: 5493008146ZHRQG3XD36 | Long             | EC               | CORP              | US        |      6939 | NS      | $13392.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Crafts Inc                           | Crown Crafts Inc                              | CUSIP: 228309100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30050 | NS      | $160467.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                       | Kronos Worldwide Inc                          | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |    218000 | NS      | $2049200.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings Inc                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40730 | NS      | $1756684.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                   | First Mid Bancshares Inc                      | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22000 | NS      | $705760.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    150000 | NS      | $3135000.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Vince Holding Corp                         | Vince Holding Corp                            | CUSIP: 92719W207<br>LEI: 5493002NOQOX2DHRRF35 | Long             | EC               | CORP              | US        |     15000 | NS      | $117450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rhinebeck Bancorp Inc                      | Rhinebeck Bancorp Inc                         | CUSIP: 762093102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $318850.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                      | BlueLinx Holdings Inc                         | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     22600 | NS      | $1607086.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                                | Express Inc                                   | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $51000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCORE Corp                                | EMCORE Corp                                   | CUSIP: 290846203<br>LEI: 529900B9OHDEWU534K08 | Long             | EC               | CORP              | US        |     75000 | NS      | $72187.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                 | Farmers National Banc Corp                    | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62500 | NS      | $882500.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc              | American Public Education Inc                 | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     43500 | NS      | $534615.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                        | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    915000 | NS      | $4840350.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I             | Atlas Air Worldwide Holdings Inc              | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     49400 | NS      | $4979520.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Bridgeway Funds, Inc.

**Signature:** Deborah Hanna

**Name of Signer:** Deborah Hanna

**Title:** Secretary/Treasurer and Chief Compliance Officer