# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0002048251-25-003841
**Filing Date:** 2025-12
**Character Count:** 192438
**Document Hash:** 3ac2f37d177fb2e92dfe398770b283a8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-003841.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002048251-25-003841

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Catholic Responsible Investments Funds
- **CENTRAL INDEX KEY:** 0001872555

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 251610285

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1000

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### CATHOLIC RESPONSIBLE INVESTMENTS SMALL-CAP FUND (Series ID: S000073784)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000230951 | Institutional Shares | CRSSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Catholic Responsible Investments Funds

- **b. Investment Company Act file number:** 811-23718

- **c. CIK number of Registrant:** 0001872555

- **d. LEI of Registrant:** 549300NTV87BU611VE10

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

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

- **a. Name of Series:** Catholic Responsible Investments Small-Cap Fund

- **b. EDGAR series identifier (if any):** S000073784

- **c. LEI of Series:** 549300ZS2BP2UHZ10H47

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $553028769.34

**Total Liabilities:** $251513.62

**Net Assets:** $552777255.72

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230951 | -0.56%               | 0.64%                | 7.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3755068.36              | $-6863871.08                               |
| Month 2  | $7132186.34              | $-4209744.49                               |
| Month 3  | $483487.71               | $37915104.17                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SiTime Corp                                  | SITIME CORP COMMON STOCK                            | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               |  | US        |      8317 | NS      | $2408935.88   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY FINANCIAL SYSTEM, INC.             | COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK         | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               |  | US        |     19860 | NS      | $1101832.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                     | PACIRA BIOSCIENCES INC COMMON STOCK                 | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               |  | US        |     23626 | NS      | $505123.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                | SIMPLY GOOD FOODS CO/THE COMMON STOCK               | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |     37673 | NS      | $737260.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.              | AMERICAN EAGLE OUTFITTERS COMMON STOCK              | CUSIP: N/A<br>LEI: 5299001Z9HXK01DHW793       | Long             | EC               |  | US        |     61133 | NS      | $1021532.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS ENERGY SOLUTIONS INC.                  | ATLAS ENERGY SOLUTIONS INC COMMON STOCK             | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               |  | US        |     39859 | NS      | $493454.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUGLAS EMMETT, INC.                         | DOUGLAS EMMETT INC REIT                             | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |     67850 | NS      | $877979.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                       | VEECO INSTRUMENTS INC COMMON STOCK                  | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               |  | US        |     22605 | NS      | $649893.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.      | ESSENTIAL PROPERTIES REALTY REIT                    | CUSIP: N/A<br>LEI: 2549009LXQLVYCGLZO50       | Long             | EC               |  | US        |     74447 | NS      | $2224476.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                    | GOGO INC COMMON STOCK                               | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               |  | US        |     34348 | NS      | $312566.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORPORATION                     | WORLD KINECT CORP COMMON STOCK                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |     26617 | NS      | $688049.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                   | EPLUS INC COMMON STOCK                              | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               |  | US        |      9906 | NS      | $724722.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                              | DORIAN LPG LTD COMMON STOCK                         | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               |  | US        |     17273 | NS      | $498326.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                          | GLAUKOS CORP COMMON STOCK                           | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               |  | US        |     22810 | NS      | $2008876.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                       | SPX TECHNOLOGIES INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     18856 | NS      | $4221669.84   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORPORATION             | PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK            | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               |  | US        |     11049 | NS      | $464720.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP, INC.                        | WALKER & DUNLOP INC COMMON STOCK                    | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               |  | US        |     13292 | NS      | $1062296.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION              | NATIONAL HEALTHCARE CORP COMMON STOCK               | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               |  | US        |      5022 | NS      | $599827.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC                           | ANDERSONS INC/THE COMMON STOCK                      | CUSIP: N/A<br>LEI: L38MWB8MVRFV7HVJPU11       | Long             | EC               |  | US        |     13501 | NS      | $625231.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION               | LAKELAND FINANCIAL CORP COMMON STOCK                | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               |  | US        |      9593 | NS      | $547280.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                             | PHOTRONICS INC COMMON STOCK                         | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               |  | US        |     22601 | NS      | $540163.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                | TOOTSIE ROLL INDS COMMON STOCK                      | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               |  | US        |      7491 | NS      | $264372.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                 | SAFETY INSURANCE GROUP INC COMMON STOCK             | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               |  | US        |      5596 | NS      | $384613.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                       | EXTREME NETWORKS INC COMMON STOCK                   | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               |  | US        |     50346 | NS      | $957580.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN BSP REALTY TRUST, INC.              | FRANKLIN BSP REALTY TRUST IN REIT                   | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |     30913 | NS      | $313457.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                      | CUSTOMERS BANCORP INC COMMON STOCK                  | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               |  | US        |     11232 | NS      | $753891.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GRID DYNAMICS HOLDINGS, INC.                 | GRID DYNAMICS HOLDINGS INC COMMON STOCK             | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               |  | US        |     34163 | NS      | $319082.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                        | TRUSTMARK CORP COMMON STOCK                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               |  | US        |     22682 | NS      | $844224.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                   | AXCELIS TECHNOLOGIES INC COMMON STOCK               | CUSIP: N/A<br>LEI: 529900HF9B6NL1QG9F05       | Long             | EC               |  | US        |     11848 | NS      | $942626.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                          | SEMTECH CORP COMMON STOCK                           | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               |  | US        |     33202 | NS      | $2253087.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                           | DELUXE CORP COMMON STOCK                            | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |     19507 | NS      | $353271.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES, INC.                 | SOLAREDGE TECHNOLOGIES INC COMMON STOCK             | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               |  | US        |     23099 | NS      | $810543.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                | EVERTEC INC COMMON STOCK                            | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               |  | US        |     24040 | NS      | $684418.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.     | HEIDRICK & STRUGGLES INTL COMMON STOCK              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               |  | US        |      8393 | NS      | $489899.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORPORATION       | Zurn Elkay Water Solutions Corporation COMMON STOCK | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               |  | US        |     56383 | NS      | $2656203.13   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                       | TTM TECHNOLOGIES COMMON STOCK                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               |  | US        |     39288 | NS      | $2640153.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES, INC.                    | KODIAK GAS SERVICES INC COMMON STOCK                | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               |  | US        |     27878 | NS      | $1028140.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                    | BOX INC - CLASS A COMMON STOCK                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |     54899 | NS      | $1761708.91   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD.                             | SIRIUSPOINT LTD COMMON STOCK                        | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               |  | US        |     39044 | NS      | $710600.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                           | HOPE BANCORP INC COMMON STOCK                       | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               |  | US        |     48161 | NS      | $505208.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL, INC.                         | AVANOS MEDICAL INC COMMON STOCK                     | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               |  | US        |     24859 | NS      | $276183.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                      | HEARTLAND EXPRESS INC COMMON STOCK                  | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               |  | US        |     23436 | NS      | $182800.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION, INC.                               | ARTIVION INC COMMON STOCK                           | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               |  | US        |     16990 | NS      | $770836.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                   | ETSY INC COMMON STOCK                               | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               |  | US        |     37369 | NS      | $2316878.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                  | CENTERSPACE REIT                                    | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      7253 | NS      | $429740.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORPORATION                            | VICOR CORP COMMON STOCK                             | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               |  | US        |      9441 | NS      | $856581.93    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAMAS TRUST, INC.                           | ADAMAS TRUST INC REIT                               | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |     31474 | NS      | $209931.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PENGUIN SOLUTIONS, INC.                      | PENGUIN SOLUTIONS INC COMMON STOCK                  | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               |  | US        |     19010 | NS      | $423352.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.              | CSG SYSTEMS INTL INC COMMON STOCK                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |     10379 | NS      | $812364.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TOBIRA THERAPEUTICS INC C                    | TOBIRA THERAPEUTICS INC C CONTINGENT VALUE RIGHT    | CUSIP: 888CVR990<br>LEI: N/A                  | Long             | EC               |  | US        |      2044 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                     | WERNER ENTERPRISES INC COMMON STOCK                 | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               |  | US        |     22480 | NS      | $588976.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                             | SCANSOURCE INC COMMON STOCK                         | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               |  | US        |      7811 | NS      | $335130.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                        | CLEARWAY ENERGY INC-A COMMON STOCK                  | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |     17065 | NS      | $511779.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                     | TRINITY INDUSTRIES INC COMMON STOCK                 | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               |  | US        |     32371 | NS      | $885994.27    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON STEEL, INC.                      | WORTHINGTON STEEL INC COMMON STOCK                  | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               |  | US        |     12419 | NS      | $397283.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                 | U.S. PHYSICAL THERAPY INC COMMON STOCK              | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               |  | US        |      6114 | NS      | $527454.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS, LTD.                         | ICHOR HOLDINGS LTD COMMON STOCK                     | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               |  | US        |     14426 | NS      | $327181.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                        | CAL-MAINE FOODS INC COMMON STOCK                    | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |     17468 | NS      | $1533690.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP, INC.                              | PRA GROUP INC COMMON STOCK                          | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               |  | US        |     18392 | NS      | $252154.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                   | WINNEBAGO INDUSTRIES COMMON STOCK                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               |  | US        |     10532 | NS      | $397161.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                     | EMPLOYERS HOLDINGS INC COMMON STOCK                 | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |      8834 | NS      | $336840.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                          | KRYSTAL BIOTECH INC COMMON STOCK                    | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               |  | US        |     10673 | NS      | $2108024.23   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORPORATION                           | NEOGEN CORP COMMON STOCK                            | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               |  | US        |     97298 | NS      | $600328.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                | PROGRESS SOFTWARE CORP COMMON STOCK                 | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |     17179 | NS      | $732512.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORPORATION                           | ENOVIS CORP COMMON STOCK                            | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               |  | US        |     25079 | NS      | $783467.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                  | H2O AMERICA COMMON STOCK                            | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |     15573 | NS      | $720251.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                            | DANA INC COMMON STOCK                               | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               |  | US        |     49278 | NS      | $1000343.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                  | TANGER INC REIT                                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     42523 | NS      | $1384548.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ?, INC.                                | GUESS? INC COMMON STOCK                             | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               |  | US        |     12245 | NS      | $207920.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE, INC.                | STERLING INFRASTRUCTURE INC COMMON STOCK            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               |  | US        |     11596 | NS      | $4382128.40   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE, INC                               | BLACKLINE INC COMMON STOCK                          | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               |  | US        |     20569 | NS      | $1177575.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                  | PROGYNY INC COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     32607 | NS      | $610076.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC.                  | ACADIA PHARMACEUTICALS INC COMMON STOCK             | CUSIP: N/A<br>LEI: 529900O3044NO0PEA039       | Long             | EC               |  | US        |     53212 | NS      | $1207912.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES, INC.                        | DXP ENTERPRISES INC COMMON STOCK                    | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               |  | US        |      5139 | NS      | $614881.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP, INC.                          | UPBOUND GROUP INC COMMON STOCK                      | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               |  | US        |     19578 | NS      | $379421.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                       | MARTEN TRANSPORT LTD COMMON STOCK                   | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               |  | US        |     21687 | NS      | $222291.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                        | URBAN EDGE PROPERTIES REIT                          | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |     47263 | NS      | $908867.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                         | MATERION CORP COMMON STOCK                          | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               |  | US        |      7965 | NS      | $913027.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                       | SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK           | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               |  | US        |      5569 | NS      | $353798.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS, INC.              | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               |  | US        |     55064 | NS      | $2334162.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                             | PRICESMART INC COMMON STOCK                         | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |      9599 | NS      | $1103309.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                   | ENCORE CAPITAL GROUP INC COMMON STOCK               | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               |  | US        |      9885 | NS      | $411018.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                         | SUNCOKE ENERGY INC COMMON STOCK                     | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               |  | US        |     31792 | NS      | $254653.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST, INC.                     | ARBOR REALTY TRUST INC REIT                         | CUSIP: N/A<br>LEI: 549300ASFUWYQO0RW077       | Long             | EC               |  | US        |     72253 | NS      | $729032.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| FORMFACTOR, INC.                             | FORMFACTOR INC COMMON STOCK                         | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               |  | US        |     29172 | NS      | $1603001.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE, INC.                   | TANDEM DIABETES CARE INC COMMON STOCK               | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               |  | US        |     30662 | NS      | $429268.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                       | DXC TECHNOLOGY CO COMMON STOCK                      | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |     69624 | NS      | $988660.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                     | XPEL INC COMMON STOCK                               | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               |  | US        |      9462 | NS      | $322654.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                   | UNITED NATURAL FOODS INC COMMON STOCK               | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               |  | US        |     24688 | NS      | $929503.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                          | BALCHEM CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300VR70OPMHUI3557       | Long             | EC               |  | US        |     12194 | NS      | $1870437.66   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                 | CENTRAL GARDEN & PET CO COMMON STOCK                | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |      3080 | NS      | $94463.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                    | G-III APPAREL GROUP LTD COMMON STOCK                | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               |  | US        |     14319 | NS      | $384465.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                    | STRATEGIC EDUCATION INC COMMON STOCK                | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               |  | US        |     10135 | NS      | $770057.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES, INC.           | BRIGHTSPRING HEALTH SERVICES COMMON STOCK           | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               |  | US        |     43690 | NS      | $1443954.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                              | MARINEMAX INC COMMON STOCK                          | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               |  | US        |      9108 | NS      | $225605.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                | WD-40 CO COMMON STOCK                               | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               |  | US        |      5085 | NS      | $987913.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                        | NOBLE CORP PLC COMMON STOCK                         | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               |  | US        |     52165 | NS      | $1531042.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                               | AMERIS BANCORP COMMON STOCK                         | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               |  | US        |     24129 | NS      | $1728118.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING, INC.                         | CORSAIR GAMING INC COMMON STOCK                     | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               |  | US        |     23453 | NS      | $191141.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY COMPANY                      | CRESCENT ENERGY INC-A COMMON STOCK                  | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               |  | US        |     85759 | NS      | $722948.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc                              | SCHRODINGER INC COMMON STOCK                        | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               |  | US        |     24576 | NS      | $517079.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                          | EAGLE BANCORP INC COMMON STOCK                      | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               |  | US        |     15701 | NS      | $262991.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                      | ABERCROMBIE & FITCH CO-CL A COMMON STOCK            | CUSIP: N/A<br>LEI: 5493000J7LL72TOGT983       | Long             | EC               |  | US        |       500 | NS      | $36275.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                        | OXFORD INDUSTRIES INC COMMON STOCK                  | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               |  | US        |      5731 | NS      | $211187.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                   | FEDERAL SIGNAL CORP COMMON STOCK                    | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               |  | US        |     23264 | NS      | $2745849.92   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW INC.                                    | DNOW INC COMMON STOCK                               | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               |  | US        |     43795 | NS      | $643786.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES, INC.                      | ARCUS BIOSCIENCES INC COMMON STOCK                  | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               |  | US        |     34563 | NS      | $681582.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                  | JETBLUE AIRWAYS CORP COMMON STOCK                   | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               |  | US        |    127272 | NS      | $534542.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                        | TREEHOUSE FOODS INC COMMON STOCK                    | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |     21940 | NS      | $399308.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PARENT, INC.        | CONCENTRA GROUP HOLDINGS PAR COMMON STOCK           | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               |  | US        |     46022 | NS      | $916757.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                         | ENPHASE ENERGY INC COMMON STOCK                     | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               |  | US        |     50636 | NS      | $1544904.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION, INC.                              | TRUPANION INC COMMON STOCK                          | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               |  | US        |     14431 | NS      | $577095.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. FULLER COMPANY                          | H.B. FULLER CO. COMMON STOCK                        | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               |  | US        |     20276 | NS      | $1163234.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                   | PAR PACIFIC HOLDINGS INC COMMON STOCK               | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               |  | US        |     21006 | NS      | $839819.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE, INC.                    | GOOSEHEAD INSURANCE INC -A COMMON STOCK             | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               |  | US        |     10585 | NS      | $726871.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES, INC.             | ARMSTRONG WORLD INDUSTRIES COMMON STOCK             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               |  | US        |     16322 | NS      | $3108198.46   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                       | WARRIOR MET COAL INC COMMON STOCK                   | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               |  | US        |     19902 | NS      | $1350151.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                            | OSI SYSTEMS INC COMMON STOCK                        | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |      5930 | NS      | $1651267.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES, INC.          | ALPHA METALLURGICAL RESOURCE COMMON STOCK           | CUSIP: N/A<br>LEI: 254900VEBGZO2PY8R678       | Long             | EC               |  | US        |      4479 | NS      | $776031.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES, INC.                    | INSIGHT ENTERPRISES INC COMMON STOCK                | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               |  | US        |     11825 | NS      | $1182500.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS, INC.                            | Q2 HOLDINGS INC COMMON STOCK                        | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               |  | US        |     24701 | NS      | $1525533.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION          | SELECT MEDICAL HOLDINGS CORP COMMON STOCK           | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     45203 | NS      | $625157.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                        | LA-Z-BOY INC COMMON STOCK                           | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               |  | US        |     15468 | NS      | $490335.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                            | ADAPTHEALTH CORP COMMON STOCK                       | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               |  | US        |     48874 | NS      | $439377.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PUBLIC LIMITED COMPANY                | ADIENT PLC COMMON STOCK                             | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               |  | US        |     30527 | NS      | $707921.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                 | GROCERY OUTLET HOLDING CORP COMMON STOCK            | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               |  | US        |     41968 | NS      | $571184.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                           | AVISTA CORP COMMON STOCK                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |     35039 | NS      | $1333233.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                       | SCHOLASTIC CORP COMMON STOCK                        | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               |  | US        |      9375 | NS      | $268781.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                      | BRANDYWINE REALTY TRUST REIT                        | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     79466 | NS      | $272568.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                          | GRIFFON CORP COMMON STOCK                           | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               |  | US        |     15497 | NS      | $1146932.97   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                               | OMNICELL INC COMMON STOCK                           | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               |  | US        |     19968 | NS      | $670325.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.              | ACADIA HEALTHCARE CO INC COMMON STOCK               | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               |  | US        |     38856 | NS      | $835404.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET HOLDINGS CORP.                      | ACUSHNET HOLDINGS CORP COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900W5FI106H543E43       | Long             | EC               |  | US        |     10359 | NS      | $801061.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND, INC.                            | MASTERBRAND INC COMMON STOCK                        | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               |  | US        |     53172 | NS      | $671562.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                         | HECLA MINING CO COMMON STOCK                        | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               |  | US        |    253070 | NS      | $3257010.90   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                     | PATRICK INDUSTRIES INC COMMON STOCK                 | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               |  | US        |     12504 | NS      | $1305042.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                   | ULTRA CLEAN HOLDINGS INC COMMON STOCK               | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               |  | US        |     18482 | NS      | $506591.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORPORATION               | MAGNOLIA OIL & GAS CORP - A COMMON STOCK            | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               |  | US        |     74441 | NS      | $1671944.86   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                         | WAYSTAR HOLDING CORP COMMON STOCK                   | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               |  | US        |     44610 | NS      | $1599268.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR RESIDENTIAL REIT, INC.                | ARMOUR RESIDENTIAL REIT INC REIT                    | CUSIP: N/A<br>LEI: 549300K0WA0EJUX74V72       | Long             | EC               |  | US        |     45137 | NS      | $732122.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION               | PERDOCEO EDUCATION CORP COMMON STOCK                | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     24877 | NS      | $790093.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                  | BRINKER INTERNATIONAL INC COMMON STOCK              | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               |  | US        |     17509 | NS      | $1902527.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | BROWN BROTHERS HARRIMAN SWEEP INTEREST              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   5199975 | PA      | $5199974.96   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS, INC.                        | CSW INDUSTRIALS INC COMMON STOCK                    | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               |  | US        |      6560 | NS      | $1642755.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES, INC.                    | MIRION TECHNOLOGIES INC COMMON STOCK                | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               |  | US        |     92791 | NS      | $2725271.67   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                         | KONTOOR BRANDS INC COMMON STOCK                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               |  | US        |     19743 | NS      | $1597603.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                 | LINCOLN NATIONAL CORP COMMON STOCK                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     63395 | NS      | $2662590.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                       | ASTEC INDUSTRIES INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 5493002DO2QKHLKB2A48       | Long             | EC               |  | US        |      9301 | NS      | $432775.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                          | ACI WORLDWIDE INC COMMON STOCK                      | CUSIP: N/A<br>LEI: 5493003BPVMZUJ6F5C02       | Long             | EC               |  | US        |     39855 | NS      | $1898293.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                    | AAR CORP COMMON STOCK                               | CUSIP: N/A<br>LEI: MP76T5YQX3YK5VVAQ802       | Long             | EC               |  | US        |     14992 | NS      | $1262476.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.            | INSTALLED BUILDING PRODUCTS COMMON STOCK            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               |  | US        |      8844 | NS      | $2195346.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                         | RENASANT CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300OVE6OZHW2UUH81       | Long             | EC               |  | US        |     35702 | NS      | $1200658.26   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION            | STANDEX INTERNATIONAL CORP COMMON STOCK             | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |      4701 | NS      | $1096414.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                   | MINERALS TECHNOLOGIES INC COMMON STOCK              | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               |  | US        |     12058 | NS      | $684291.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP, INC.                      | UNITED FIRE GROUP INC COMMON STOCK                  | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               |  | US        |      8516 | NS      | $257438.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                      | DIGI INTERNATIONAL INC COMMON STOCK                 | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               |  | US        |     13948 | NS      | $511612.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                  | DIGITALOCEAN HOLDINGS INC COMMON STOCK              | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               |  | US        |     27839 | NS      | $1131933.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                    | MARKETAXESS HOLDINGS INC COMMON STOCK               | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               |  | US        |     14207 | NS      | $2273972.42   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                           | MANPOWERGROUP INC COMMON STOCK                      | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |     20587 | NS      | $631197.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGI INC.                                    | ANGI INC COMMON STOCK                               | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               |  | US        |     18012 | NS      | $239018.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                          | DIODES INC COMMON STOCK                             | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               |  | US        |     17450 | NS      | $931132.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                               | PREFERRED BANK/LOS ANGELES COMMON STOCK             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               |  | US        |      4325 | NS      | $390331.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                             | UNITI GROUP INC COMMON STOCK                        | CUSIP: 912932100<br>LEI: N/A                  | Long             | EC               |  | US        |     79542 | NS      | $458160.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                        | TRUSTCO BANK CORP NY COMMON STOCK                   | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               |  | US        |      7083 | NS      | $267099.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.       | ARTISAN PARTNERS ASSET MA -A COMMON STOCK           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               |  | US        |     26478 | NS      | $1156029.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                  | ABM INDUSTRIES INC COMMON STOCK                     | CUSIP: N/A<br>LEI: QF02R89VEIOROM77J447       | Long             | EC               |  | US        |     24241 | NS      | $1042363.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS, INC.               | SUNSTONE HOTEL INVESTORS INC REIT                   | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     72003 | NS      | $637226.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION     | FIRST COMMONWEALTH FINL CORP COMMON STOCK           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               |  | US        |     39151 | NS      | $598618.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                              | HUB GROUP INC-CL A COMMON STOCK                     | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               |  | US        |     22786 | NS      | $839208.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.           | PROVIDENT FINANCIAL SERVICES COMMON STOCK           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               |  | US        |     49079 | NS      | $897654.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, INC.                                    | RXO INC COMMON STOCK                                | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               |  | US        |     66282 | NS      | $1175179.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                              | BORGWARNER INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300DSFX2IE88NSX47       | Long             | EC               |  | US        |     81305 | NS      | $3492862.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INCORPORATED            | GRANITE CONSTRUCTION INC COMMON STOCK               | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               |  | US        |     16540 | NS      | $1702131.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION             | CALIFORNIA RESOURCES CORP COMMON STOCK              | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               |  | US        |     29941 | NS      | $1412316.97   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                               | LCI INDUSTRIES COMMON STOCK                         | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               |  | US        |      9109 | NS      | $942690.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP.                        | SL GREEN REALTY CORP REIT                           | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     30005 | NS      | $1540756.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                | AMN HEALTHCARE SERVICES INC COMMON STOCK            | CUSIP: N/A<br>LEI: 529900W3ARRTCNFH2I39       | Long             | EC               |  | US        |     18732 | NS      | $368833.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                 | SPRINKLR INC-A COMMON STOCK                         | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               |  | US        |     46889 | NS      | $361983.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                      | HELMERICH & PAYNE COMMON STOCK                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |     42883 | NS      | $1126107.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.                | KENNEDY-WILSON HOLDINGS INC COMMON STOCK            | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               |  | US        |     61019 | NS      | $461303.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.              | CAPITOL FEDERAL FINANCIAL IN COMMON STOCK           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               |  | US        |     45913 | NS      | $277314.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                   | HIGHWOODS PROPERTIES INC REIT                       | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     40606 | NS      | $1162549.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, INC                                    | CEVA INC COMMON STOCK                               | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               |  | US        |      9593 | NS      | $261025.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION HOMES, INC                          | CHAMPION HOMES INC COMMON STOCK                     | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               |  | US        |     22069 | NS      | $1505767.87   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                               | QUINSTREET INC COMMON STOCK                         | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               |  | US        |     22169 | NS      | $327879.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS, INC.                      | LIVERAMP HOLDINGS INC COMMON STOCK                  | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               |  | US        |     26813 | NS      | $733067.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.       | INNOVATIVE INDUSTRIAL PROPER REIT                   | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |     12669 | NS      | $635350.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                 | APPLE HOSPITALITY REIT INC REIT                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     82811 | NS      | $926655.09    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.             | TELEPHONE AND DATA SYSTEMS COMMON STOCK             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               |  | US        |     38689 | NS      | $1501906.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC.                          | OUTFRONT MEDIA INC REIT                             | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     55575 | NS      | $983121.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP, INC.                      | TRANSMEDICS GROUP INC COMMON STOCK                  | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               |  | US        |     13361 | NS      | $1757505.94   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                 | CENTRAL GARDEN AND PET CO-A COMMON STOCK            | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |     19395 | NS      | $539374.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                     | FB FINANCIAL CORP COMMON STOCK                      | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               |  | US        |     15782 | NS      | $852385.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION           | SIMMONS FIRST NATL CORP-CL A COMMON STOCK           | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               |  | US        |     54368 | NS      | $944915.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                           | SHUTTERSTOCK INC COMMON STOCK                       | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |      9044 | NS      | $226371.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                  | BENCHMARK ELECTRONICS INC COMMON STOCK              | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               |  | US        |     14085 | NS      | $617204.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL, INC.                            | ICU MEDICAL INC COMMON STOCK                        | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               |  | US        |     10081 | NS      | $1210627.29   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM, INC.                           | HEALTHSTREAM INC COMMON STOCK                       | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               |  | US        |      9077 | NS      | $223294.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY            | NORTHWEST NATURAL HOLDING CO COMMON STOCK           | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               |  | US        |     18027 | NS      | $820769.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                | HAWKINS INC COMMON STOCK                            | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               |  | US        |      7844 | NS      | $1112671.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                | ARCHROCK INC COMMON STOCK                           | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               |  | US        |     70059 | NS      | $1770390.93   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                      | SIGNET JEWELERS LTD COMMON STOCK                    | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               |  | US        |     15542 | NS      | $1536326.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                     | ALARM.COM HOLDINGS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300HIH92U1EKIHZ32       | Long             | EC               |  | US        |     19673 | NS      | $968305.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                   | ADEIA INC COMMON STOCK                              | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               |  | US        |     43958 | NS      | $749044.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORPORATION                  | MERCURY GENERAL CORP COMMON STOCK                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               |  | US        |      9990 | NS      | $772227.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                   | SOUTHSIDE BANCSHARES INC COMMON STOCK               | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               |  | US        |     10624 | NS      | $298746.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                           | KOHLS CORP COMMON STOCK                             | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               |  | US        |     44199 | NS      | $719117.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL, INC.                          | SHOE CARNIVAL INC COMMON STOCK                      | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               |  | US        |      6751 | NS      | $123745.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY, INC.                           | VITAL ENERGY INC COMMON STOCK                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               |  | US        |     18821 | NS      | $295677.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                         | LTC PROPERTIES INC REIT                             | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     17258 | NS      | $605410.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ, INC.                                 | IMPINJ INC COMMON STOCK                             | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               |  | US        |      9908 | NS      | $2003001.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                          | PAYONEER GLOBAL INC COMMON STOCK                    | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               |  | US        |    116021 | NS      | $671761.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MACERICH COMPANY                         | MACERICH CO/THE REIT                                | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |    104872 | NS      | $1798554.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                     | BANC OF CALIFORNIA INC COMMON STOCK                 | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               |  | US        |     49257 | NS      | $835891.29    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES, INC.                | SUMMIT HOTEL PROPERTIES INC REIT                    | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     52719 | NS      | $270975.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                              | FRONTDOOR INC COMMON STOCK                          | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               |  | US        |     28851 | NS      | $1916571.93   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                            | RADIAN GROUP INC COMMON STOCK                       | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |     50893 | NS      | $1727308.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                             | ZIFF DAVIS INC COMMON STOCK                         | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |     16563 | NS      | $561485.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES, INC.                 | SERVISFIRST BANCSHARES INC COMMON STOCK             | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               |  | US        |     18881 | NS      | $1326767.87   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                       | URBAN OUTFITTERS INC COMMON STOCK                   | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               |  | US        |     20209 | NS      | $1305703.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC.                                | SAFEHOLD INC REIT                                   | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |     21841 | NS      | $315165.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.         | EASTERLY GOVERNMENT PROPERTI REIT                   | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     18717 | NS      | $404661.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                | EMBECTA CORP COMMON STOCK                           | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               |  | US        |     26242 | NS      | $350068.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ GLOBAL HOLDINGS, INC.                  | HERTZ GLOBAL HLDGS INC COMMON STOCK                 | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               |  | US        |     52794 | NS      | $270833.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SHAKE SHACK INC.                             | SHAKE SHACK INC - CLASS A COMMON STOCK              | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               |  | US        |     16360 | NS      | $1578903.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORPORATION                              | CTS CORP COMMON STOCK                               | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               |  | US        |     11076 | NS      | $459764.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                      | PEBBLEBROOK HOTEL TRUST REIT                        | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     56428 | NS      | $590236.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORPORATION                  | QUAKER CHEMICAL CORPORATION COMMON STOCK            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               |  | US        |      5393 | NS      | $749033.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.               | SUPERNUS PHARMACEUTICALS INC COMMON STOCK           | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |     24953 | NS      | $1375658.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                              | FMC CORP COMMON STOCK                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |     48933 | NS      | $742313.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERUS CONSTRUCTION GROUP, INC.              | EVERUS CONSTRUCTION GROUP COMMON STOCK              | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               |  | US        |     19868 | NS      | $1805757.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE, INC.                               | OPENLANE INC COMMON STOCK                           | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               |  | US        |     41531 | NS      | $1097249.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN, INC.                         | FIRST HAWAIIAN INC COMMON STOCK                     | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               |  | US        |     46826 | NS      | $1148641.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.           | RYMAN HOSPITALITY PROPERTIES REIT                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     23671 | NS      | $2057246.61   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                    | WESTERN UNION CO COMMON STOCK                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    121348 | NS      | $1132176.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                             | ACM RESEARCH INC-CLASS A COMMON STOCK               | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               |  | US        |     20474 | NS      | $848852.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORPORATION                   | BANK OF HAWAII CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493006Q8BQ8AD8M2U33       | Long             | EC               |  | US        |     14942 | NS      | $970184.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE, INC.                                 | N-ABLE INC COMMON STOCK                             | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               |  | US        |     36551 | NS      | $286194.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                       | INDEPENDENT BANK CORP/MA COMMON STOCK               | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               |  | US        |     18755 | NS      | $1262023.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORPORATION                    | READY CAPITAL CORP REIT                             | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |     58038 | NS      | $170051.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                     | BOOT BARN HOLDINGS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900QE1BFMYA3N4E71       | Long             | EC               |  | US        |     11695 | NS      | $2217956.75   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                      | WILEY (JOHN) & SONS-CLASS A COMMON STOCK            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               |  | US        |     15403 | NS      | $567908.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                        | ARLO TECHNOLOGIES INC COMMON STOCK                  | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               |  | US        |     41227 | NS      | $797330.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                        | MGP INGREDIENTS INC COMMON STOCK                    | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               |  | US        |      9477 | NS      | $229343.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                          | NAVIENT CORP COMMON STOCK                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               |  | US        |     25778 | NS      | $315264.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS, INC.                          | MARA HOLDINGS INC COMMON STOCK                      | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               |  | US        |    144425 | NS      | $2638644.75   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                          | CVB FINANCIAL CORP COMMON STOCK                     | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               |  | US        |     48675 | NS      | $894159.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                    | CENTURY COMMUNITIES INC COMMON STOCK                | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               |  | US        |     10319 | NS      | $612948.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                          | ACADIA REALTY TRUST REIT                            | CUSIP: N/A<br>LEI: 254900C5XLB1YYJQSH07       | Long             | EC               |  | US        |     51581 | NS      | $983649.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                    | ENOVA INTERNATIONAL INC COMMON STOCK                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               |  | US        |      9598 | NS      | $1147632.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                         | THRYV HOLDINGS INC COMMON STOCK                     | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               |  | US        |     18482 | NS      | $142496.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEMOURS COMPANY                         | CHEMOURS CO/THE COMMON STOCK                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               |  | US        |     61125 | NS      | $818463.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                       | RUSH ENTERPRISES INC-CL A COMMON STOCK              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               |  | US        |     23839 | NS      | $1177884.99   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION            | HORACE MANN EDUCATORS COMMON STOCK                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               |  | US        |     15291 | NS      | $683660.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                             | N B T BANCORP INC COMMON STOCK                      | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               |  | US        |     19686 | NS      | $796692.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                      | LEMAITRE VASCULAR INC COMMON STOCK                  | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               |  | US        |      8391 | NS      | $726744.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                           | BRISTOW GROUP INC COMMON STOCK                      | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               |  | US        |     11634 | NS      | $473503.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                | AMERICAN STATES WATER CO COMMON STOCK               | CUSIP: N/A<br>LEI: 529900L26LIS2V8PWM23       | Long             | EC               |  | US        |     16575 | NS      | $1181963.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES, INC.             | ADVANCED ENERGY INDUSTRIES COMMON STOCK             | CUSIP: N/A<br>LEI: 549300756XI3QLFT2U27       | Long             | EC               |  | US        |     14148 | NS      | $2868224.04   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANCORP, INC.                            | BANCORP INC/THE COMMON STOCK                        | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               |  | US        |     17308 | NS      | $1131423.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET, INC.                               | FRESHPET INC COMMON STOCK                           | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               |  | US        |     20515 | NS      | $1009543.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                             | BUCKLE INC/THE COMMON STOCK                         | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               |  | US        |     11317 | NS      | $620171.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                | STANDARD MOTOR PRODS COMMON STOCK                   | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               |  | US        |      7849 | NS      | $291433.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.  | APOLLO COMMERCIAL REAL ESTAT REIT                   | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     49073 | NS      | $480424.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVICES, INC.                     | LIQUIDITY SERVICES INC COMMON STOCK                 | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               |  | US        |     10018 | NS      | $239830.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                       | MARCUS & MILLICHAP INC COMMON STOCK                 | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               |  | US        |     11341 | NS      | $331270.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC - 15.00 EARNOUT                   | OMNIAB INC - 15.00 EARNOUT COMMON STOCK             | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               |  | US        |      3296 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                  | MONRO INC COMMON STOCK                              | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               |  | US        |     13472 | NS      | $197364.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.       | CRACKER BARREL OLD COUNTRY COMMON STOCK             | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               |  | US        |     10856 | NS      | $365847.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PATTERSON-UTI ENERGY, INC.                   | PATTERSON-UTI ENERGY INC COMMON STOCK               | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               |  | US        |    159290 | NS      | $998748.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION        | ATLANTIC UNION BANKSHARES CO COMMON STOCK           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               |  | US        |     53546 | NS      | $1741315.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY              | DIAMONDROCK HOSPITALITY CO REIT                     | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     77008 | NS      | $602202.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES, INC.                      | POWELL INDUSTRIES INC COMMON STOCK                  | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               |  | US        |      3717 | NS      | $1425060.63   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                  | HANMI FINANCIAL CORPORATION COMMON STOCK            | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               |  | US        |     11222 | NS      | $296260.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                            | SM ENERGY CO COMMON STOCK                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               |  | US        |     50388 | NS      | $1052605.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED          | LIGAND PHARMACEUTICALS COMMON STOCK                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               |  | US        |      8428 | NS      | $1612360.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                 | PROTAGONIST THERAPEUTICS INC COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     24869 | NS      | $1955200.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC.                               | TIDEWATER INC COMMON STOCK                          | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               |  | US        |     19462 | NS      | $984582.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                  | SALLY BEAUTY HOLDINGS INC COMMON STOCK              | CUSIP: N/A<br>LEI: 529900VXW6E8ONDIQ271       | Long             | EC               |  | US        |     37161 | NS      | $561502.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES, INC.                   | GIBRALTAR INDUSTRIES INC COMMON STOCK               | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               |  | US        |     11183 | NS      | $697707.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                        | AIR LEASE CORP COMMON STOCK                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               |  | US        |     39474 | NS      | $2520809.64   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                         | INGEVITY CORP COMMON STOCK                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               |  | US        |     14506 | NS      | $779262.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                   | NORTHWEST BANCSHARES INC COMMON STOCK               | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               |  | US        |     54936 | NS      | $643300.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                        | BOISE CASCADE CO COMMON STOCK                       | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               |  | US        |     14860 | NS      | $1047481.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                            | BRADY CORPORATION - CL A COMMON STOCK               | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               |  | US        |     16448 | NS      | $1248567.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC.                            | PJT PARTNERS INC - A COMMON STOCK                   | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               |  | US        |      9132 | NS      | $1471256.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS, INC.                            | NEOGENOMICS INC COMMON STOCK                        | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               |  | US        |     56690 | NS      | $553861.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC - 12.5 EARNOUT                    | OMNIAB INC - 12.5 EARNOUT COMMON STOCK              | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               |  | US        |      3296 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                             | CVR ENERGY INC COMMON STOCK                         | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               |  | US        |     13794 | NS      | $490928.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                | ADTALEM GLOBAL EDUCATION INC COMMON STOCK           | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               |  | US        |     14019 | NS      | $1374142.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES, INC.                    | MILLROSE PROPERTIES REIT                            | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |     45790 | NS      | $1474895.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERISAFE, INC                               | AMERISAFE INC COMMON STOCK                          | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               |  | US        |      7131 | NS      | $285810.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR SECURE, INC.                           | CLEAR SECURE INC -CLASS A COMMON STOCK              | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               |  | US        |     34770 | NS      | $1059441.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                              | O-I GLASS INC COMMON STOCK                          | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     61599 | NS      | $695452.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORPORATION                        | NCR VOYIX CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300YKTY8JX1DV2R67       | Long             | EC               |  | US        |     59511 | NS      | $679020.51    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.           | HELIX ENERGY SOLUTIONS GROUP COMMON STOCK           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               |  | US        |     70528 | NS      | $473948.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.              | HEALTHCARE SERVICES GROUP COMMON STOCK              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               |  | US        |     30089 | NS      | $537690.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION               | TOMPKINS FINANCIAL CORP COMMON STOCK                | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               |  | US        |      4772 | NS      | $302831.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                               | INNOVIVA INC COMMON STOCK                           | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     37086 | NS      | $674965.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                  | QORVO INC COMMON STOCK                              | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               |  | US        |     31817 | NS      | $3020069.64   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGURUS, INC.                               | CARGURUS INC COMMON STOCK                           | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               |  | US        |     31974 | NS      | $1122926.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORPORATION                           | ROGERS CORP COMMON STOCK                            | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               |  | US        |      6578 | NS      | $575838.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                 | RADNET INC COMMON STOCK                             | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               |  | US        |     27107 | NS      | $2059860.93   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED          | CHEESECAKE FACTORY INC/THE COMMON STOCK             | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               |  | US        |     18266 | NS      | $909646.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| DORMAN PRODUCTS, INC.                        | DORMAN PRODUCTS INC COMMON STOCK                    | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               |  | US        |     10440 | NS      | $1400317.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                         | AXOS FINANCIAL INC COMMON STOCK                     | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               |  | US        |     21181 | NS      | $1651694.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                    | ALEXANDER & BALDWIN INC REIT                        | CUSIP: N/A<br>LEI: 254900TP8X40TRBKC281       | Long             | EC               |  | US        |     27336 | NS      | $436555.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD.                        | ASSURED GUARANTY LTD COMMON STOCK                   | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               |  | US        |     16809 | NS      | $1354469.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc            | SUN COUNTRY AIRLINES HOLDING COMMON STOCK           | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               |  | US        |     20989 | NS      | $257744.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP               | CALIFORNIA WATER SERVICE GRP COMMON STOCK           | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               |  | US        |     26198 | NS      | $1162667.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC.                          | Liberty Energy Inc COMMON STOCK                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               |  | US        |     67527 | NS      | $1222913.97   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                     | AZZ INC COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300HD1X2NFLWPYC83       | Long             | EC               |  | US        |     11277 | NS      | $1126008.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                     | LUMEN TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |    362679 | NS      | $3728340.12   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WENDY'S COMPANY                          | WENDY'S CO/THE COMMON STOCK                         | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               |  | US        |     65282 | NS      | $557508.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                          | S & T BANCORP INC COMMON STOCK                      | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               |  | US        |     14408 | NS      | $527909.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                     | COMSTOCK RESOURCES INC COMMON STOCK                 | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               |  | US        |     35036 | NS      | $656925.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                       | EXP WORLD HOLDINGS INC COMMON STOCK                 | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               |  | US        |     41836 | NS      | $428400.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTIS CORPORATION                           | VESTIS CORP COMMON STOCK                            | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               |  | US        |     61434 | NS      | $322528.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX, INC.                                  | CALIX INC COMMON STOCK                              | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               |  | US        |     22796 | NS      | $1559702.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIRI CORPORATION                           | ENVIRI CORP COMMON STOCK                            | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               |  | US        |     35972 | NS      | $439218.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                          | ST JOE CO/THE COMMON STOCK                          | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               |  | US        |     15013 | NS      | $852438.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS, INC.                         | COHEN & STEERS INC COMMON STOCK                     | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               |  | US        |     10347 | NS      | $706907.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIAN ASSET MANAGEMENT INC.                | ACADIAN ASSET MANAGEMENT INC COMMON STOCK           | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               |  | US        |      9957 | NS      | $478931.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                            | HILLENBRAND INC COMMON STOCK                        | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               |  | US        |     29059 | NS      | $918264.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH FINANCIAL, INC.                      | TRIUMPH FINANCIAL INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 5493003RNRMEVYDZ1Q52       | Long             | EC               |  | US        |      8827 | NS      | $480718.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORPORATION                       | NCR ATLEOS CORP COMMON STOCK                        | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               |  | US        |     28135 | NS      | $1038181.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR, INC.                            | TRIPADVISOR INC COMMON STOCK                        | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               |  | US        |     46306 | NS      | $743674.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.          | DONNELLEY FINANCIAL SOLUTION COMMON STOCK           | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               |  | US        |     10331 | NS      | $474709.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDISK CORPORATION                          | SANDISK CORP COMMON STOCK                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               |  | US        |     52236 | NS      | $10412201.88  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd, Inc                                    | WAFD INC COMMON STOCK                               | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               |  | US        |     29605 | NS      | $859433.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.            | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |     23944 | NS      | $1451006.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE, INC.                             | WISDOMTREE INC COMMON STOCK                         | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               |  | US        |     45181 | NS      | $540364.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.               | VICTORY CAPITAL HOLDING - A COMMON STOCK            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               |  | US        |     18568 | NS      | $1156229.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                        | GENTHERM INC COMMON STOCK                           | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               |  | US        |     11467 | NS      | $421985.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                            | STONEX GROUP INC COMMON STOCK                       | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               |  | US        |     17444 | NS      | $1603452.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                               | FIRST BANCORP PUERTO RICO COMMON STOCK              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |     59896 | NS      | $1167373.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                   | NORTHERN OIL AND GAS INC COMMON STOCK               | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |     42048 | NS      | $930522.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                | INNOSPEC INC COMMON STOCK                           | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               |  | US        |      9331 | NS      | $686574.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.             | VIRTUS INVESTMENT PARTNERS COMMON STOCK             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               |  | US        |      2383 | NS      | $388000.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORPORATION                 | WORLD ACCEPTANCE CORP COMMON STOCK                  | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               |  | US        |      1163 | NS      | $148247.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GEO GROUP, INC.                          | GEO GROUP INC/THE COMMON STOCK                      | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |     56381 | NS      | $956785.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                | ADVANSIX INC COMMON STOCK                           | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               |  | US        |     10046 | NS      | $186755.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                               | MYR GROUP INC/DELAWARE COMMON STOCK                 | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               |  | US        |      6054 | NS      | $1317955.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.               | JOHN B. SANFILIPPO & SON INC COMMON STOCK           | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               |  | US        |      3442 | NS      | $216088.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                 | CARMAX INC COMMON STOCK                             | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               |  | US        |     56808 | NS      | $2380823.28   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                   | ADDUS HOMECARE CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: 52990090ZT33AKPDBX62       | Long             | EC               |  | US        |      7183 | NS      | $839620.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                        | ELEMENT SOLUTIONS INC COMMON STOCK                  | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               |  | US        |     85336 | NS      | $2280177.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                        | HELEN OF TROY LTD COMMON STOCK                      | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               |  | US        |     12148 | NS      | $226317.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                     | ENERPAC TOOL GROUP COMMON STOCK                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               |  | US        |     20266 | NS      | $831716.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                          | PC CONNECTION INC COMMON STOCK                      | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               |  | US        |      4292 | NS      | $261683.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.               | GREENBRIER COMPANIES INC COMMON STOCK               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               |  | US        |     11604 | NS      | $484699.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                          | SYLVAMO CORP COMMON STOCK                           | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               |  | US        |     12742 | NS      | $517325.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                     | ENERGIZER HOLDINGS INC COMMON STOCK                 | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |     22829 | NS      | $530317.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc.                                   | ENPRO INC COMMON STOCK                              | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               |  | US        |      8155 | NS      | $1892041.55   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE LABORATORIES INC.                       | CORE LABORATORIES INC COMMON STOCK                  | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               |  | US        |     23785 | NS      | $379132.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP.           | MADISON SQUARE GARDEN SPORTS COMMON STOCK           | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               |  | US        |      6737 | NS      | $1444345.43   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                     | GENWORTH FINANCIAL INC COMMON STOCK                 | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               |  | US        |    154212 | NS      | $1301549.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company               | EDGEWELL PERSONAL CARE CO COMMON STOCK              | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               |  | US        |     17458 | NS      | $338510.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS, INC.                                  | SONOS INC COMMON STOCK                              | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               |  | US        |     49335 | NS      | $847081.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST, INC.             | NEXPOINT RESIDENTIAL REIT                           | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     10950 | NS      | $335836.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.               | BREAD FINANCIAL HOLDINGS INC COMMON STOCK           | CUSIP: N/A<br>LEI: 549300G8S4PO686J7H97       | Long             | EC               |  | US        |     17525 | NS      | $1097941.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                          | SANMINA CORP COMMON STOCK                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     20020 | NS      | $2743741.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                           | PROG HOLDINGS INC COMMON STOCK                      | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               |  | US        |     14858 | NS      | $429841.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.              | DIME COMMUNITY BANCSHARES IN COMMON STOCK           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               |  | US        |     16071 | NS      | $421863.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC.                             | ALAMO GROUP INC COMMON STOCK                        | CUSIP: N/A<br>LEI: 54930080C93RVZRSDV26       | Long             | EC               |  | US        |      4156 | NS      | $742760.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                             | BANKUNITED INC COMMON STOCK                         | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               |  | US        |     28260 | NS      | $1132660.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                   | COHU INC COMMON STOCK                               | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               |  | US        |     18056 | NS      | $429552.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC.                                  | KADANT INC COMMON STOCK                             | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               |  | US        |      4616 | NS      | $1277062.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CERTARA, INC.                                | CERTARA INC COMMON STOCK                            | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               |  | US        |     51687 | NS      | $601119.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                 | FULTON FINANCIAL CORP COMMON STOCK                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |     68422 | NS      | $1188490.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                           | INTERDIGITAL INC COMMON STOCK                       | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |      9762 | NS      | $3533453.52   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MISTER CAR WASH, INC.                        | MISTER CAR WASH INC COMMON STOCK                    | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               |  | US        |     58340 | NS      | $326120.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                   | CHEFS' WAREHOUSE INC/THE COMMON STOCK               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |     14501 | NS      | $855559.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS, INC.                      | CINEMARK HOLDINGS INC COMMON STOCK                  | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               |  | US        |     39062 | NS      | $1055064.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORPORATION                           | CONMED CORP COMMON STOCK                            | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               |  | US        |     12515 | NS      | $550660.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES, INC.                       | CAVCO INDUSTRIES INC COMMON STOCK                   | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               |  | US        |      3028 | NS      | $1604234.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                         | CITY HOLDING CO COMMON STOCK                        | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               |  | US        |      5446 | NS      | $641974.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORPORATION PLC             | GATES INDUSTRIAL CORP PLC COMMON STOCK              | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               |  | US        |     98453 | NS      | $2173842.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORPORATION                | AMERICAN WOODMARK CORP COMMON STOCK                 | CUSIP: N/A<br>LEI: 5299007PFSDWMA74RB56       | Long             | EC               |  | US        |      6199 | NS      | $395062.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC INC.                                     | IAC INC COMMON STOCK                                | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               |  | US        |     27327 | NS      | $880475.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.          | DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK           | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               |  | US        |     15551 | NS      | $228444.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                   | WOLVERINE WORLD WIDE INC COMMON STOCK               | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               |  | US        |     32738 | NS      | $743152.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                        | HILLTOP HOLDINGS INC COMMON STOCK                   | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               |  | US        |     16570 | NS      | $535211.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST, INC.              | BLACKSTONE MORTGAGE TRU-CL A REIT                   | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |     59916 | NS      | $1107247.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                            | TALOS ENERGY INC COMMON STOCK                       | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               |  | US        |     63747 | NS      | $625358.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                     | STATE STREET INSTITUTIONAL INV TST US GVT INSTL     | CUSIP: 857492573<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             |  | US        |   2648468 | PA      | $2648468.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                           | GETTY REALTY CORP REIT                              | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     19563 | NS      | $536613.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                     | GROUP 1 AUTOMOTIVE INC COMMON STOCK                 | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               |  | US        |      4764 | NS      | $1893880.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION     | STEWART INFORMATION SERVICES COMMON STOCK           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               |  | US        |     10520 | NS      | $718200.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORPORATION                    | PARK NATIONAL CORP COMMON STOCK                     | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               |  | US        |      5374 | NS      | $817869.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS, INC.                           | SAUL CENTERS INC REIT                               | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |      4663 | NS      | $138071.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC.                            | PITNEY BOWES INC COMMON STOCK                       | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               |  | US        |     63164 | NS      | $624060.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION           | NATIONAL BANK HOLD-CL A COMMON STOCK                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               |  | US        |     14295 | NS      | $509759.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.               | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK           | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               |  | US        |     17375 | NS      | $625500.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORPORATION                          | KNOWLES CORP COMMON STOCK                           | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               |  | US        |     32271 | NS      | $761918.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                              | M/I HOMES INC COMMON STOCK                          | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               |  | US        |     10272 | NS      | $1285951.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS, INC.                         | ENACT HOLDINGS INC COMMON STOCK                     | CUSIP: N/A<br>LEI: 9845003CA5664B741N19       | Long             | EC               |  | US        |     11085 | NS      | $395956.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL, INC.                    | TITAN INTERNATIONAL INC COMMON STOCK                | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               |  | US        |     27129 | NS      | $204823.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                  | OFG BANCORP COMMON STOCK                            | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     16727 | NS      | $646665.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.               | NATIONAL VISION HOLDINGS INC COMMON STOCK           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               |  | US        |     30811 | NS      | $793383.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC.                                  | PHINIA INC COMMON STOCK                             | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               |  | US        |     14618 | NS      | $758820.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                           | BADGER METER INC COMMON STOCK                       | CUSIP: N/A<br>LEI: 5493002JENE20OGTUG20       | Long             | EC               |  | US        |     11073 | NS      | $1998122.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                | RALLIANT CORP COMMON STOCK                          | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               |  | US        |     43728 | NS      | $1920533.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC.                                  | SUNRUN INC COMMON STOCK                             | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               |  | US        |     90711 | NS      | $1883160.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.         | COGENT COMMUNICATIONS HOLDIN COMMON STOCK           | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               |  | US        |     19614 | NS      | $809077.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                              | LGI HOMES INC COMMON STOCK                          | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               |  | US        |      8719 | NS      | $355822.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                      | VERIS RESIDENTIAL INC REIT                          | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |     33842 | NS      | $485971.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.           | KULICKE & SOFFA INDUSTRIES COMMON STOCK             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               |  | US        |     19593 | NS      | $782348.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PURSUIT ATTRACTIONS AND HOSPITALITY, INC.    | PURSUIT ATTRACTIONS AND HOSP COMMON STOCK           | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               |  | US        |     11439 | NS      | $405855.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company        | SHENANDOAH TELECOMMUNICATION COMMON STOCK           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               |  | US        |     22726 | NS      | $279984.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                               | CARTER'S INC COMMON STOCK                           | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               |  | US        |     13689 | NS      | $429834.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                      | J & J SNACK FOODS CORP COMMON STOCK                 | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               |  | US        |      6527 | NS      | $552510.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                      | MIDDLESEX WATER CO COMMON STOCK                     | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               |  | US        |      9093 | NS      | $522574.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                   | MERITAGE HOMES CORP COMMON STOCK                    | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               |  | US        |     27782 | NS      | $1876951.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                           | CORVEL CORP COMMON STOCK                            | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               |  | US        |     12641 | NS      | $934801.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA      | SEACOAST BANKING CORP/FL COMMON STOCK               | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               |  | US        |     32606 | NS      | $987961.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION            | SENSIENT TECHNOLOGIES CORP COMMON STOCK             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               |  | US        |     15956 | NS      | $1504491.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                             | MOELIS & CO - CLASS A COMMON STOCK                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               |  | US        |     27871 | NS      | $1765070.43   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                               | STEPAN CO COMMON STOCK                              | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               |  | US        |      8073 | NS      | $349964.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION           | REX AMERICAN RESOURCES CORP COMMON STOCK            | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               |  | US        |     13136 | NS      | $420746.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES, INC.                     | INSTEEL INDUSTRIES INC COMMON STOCK                 | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               |  | US        |      7886 | NS      | $246358.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY              | ALKERMES PLC COMMON STOCK                           | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |     71335 | NS      | $2189984.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                       | TRI POINTE HOMES INC COMMON STOCK                   | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               |  | US        |     32879 | NS      | $1047196.15   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.            | FOUR CORNERS PROPERTY TRUST REIT                    | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     39250 | NS      | $927870.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                     | PROASSURANCE CORP COMMON STOCK                      | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               |  | US        |     21343 | NS      | $511164.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                 | INTEGER HOLDINGS CORP COMMON STOCK                  | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               |  | US        |     13876 | NS      | $895973.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC.                              | KENNAMETAL INC COMMON STOCK                         | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               |  | US        |     29114 | NS      | $639052.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                   | GREEN BRICK PARTNERS INC COMMON STOCK               | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               |  | US        |     11458 | NS      | $741790.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                      | NATIONAL BEVERAGE CORP COMMON STOCK                 | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               |  | US        |     10360 | NS      | $355037.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                   | MATSON INC COMMON STOCK                             | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |     11944 | NS      | $1205746.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                | HARMONIC INC COMMON STOCK                           | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               |  | US        |     43237 | NS      | $462635.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                  | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK            | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               |  | US        |     11241 | NS      | $810251.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARKS AND RESORTS INC.                | UNITED PARKS & RESORTS INC COMMON STOCK             | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               |  | US        |     11920 | NS      | $576928.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                      | FORWARD AIR CORP COMMON STOCK                       | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               |  | US        |     11235 | NS      | $211330.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPARFUMS INC                             | INTERPARFUMS INC COMMON STOCK                       | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               |  | US        |      6923 | NS      | $617185.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                | ASBURY AUTOMOTIVE GROUP COMMON STOCK                | CUSIP: N/A<br>LEI: 549300JH4DTA7U42GL91       | Long             | EC               |  | US        |      7387 | NS      | $1732990.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC.              | REYNOLDS CONSUMER PRODUCTS I COMMON STOCK           | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               |  | US        |     20547 | NS      | $502168.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.                 | MUELLER WATER PRODUCTS INC-A COMMON STOCK           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               |  | US        |     58724 | NS      | $1506857.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                             | PROTO LABS INC COMMON STOCK                         | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               |  | US        |     10024 | NS      | $498794.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST           | PENNYMAC MORTGAGE INVESTMENT REIT                   | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |     32695 | NS      | $393647.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                        | KOPPERS HOLDINGS INC COMMON STOCK                   | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               |  | US        |      7625 | NS      | $215177.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                 | VERACYTE INC COMMON STOCK                           | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               |  | US        |     35059 | NS      | $1264928.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                            | MILLERKNOLL INC COMMON STOCK                        | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               |  | US        |     30896 | NS      | $482595.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                   | WESTAMERICA BANCORPORATION COMMON STOCK             | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               |  | US        |      9567 | NS      | $455867.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORPORATION    | INTEGRA LIFESCIENCES HOLDING COMMON STOCK           | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               |  | US        |     31699 | NS      | $380704.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                     | ALLEGIANT TRAVEL CO COMMON STOCK                    | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               |  | US        |      6096 | NS      | $379049.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                     | PATHWARD FINANCIAL INC COMMON STOCK                 | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               |  | US        |      8625 | NS      | $587017.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA BIOLOGICS, INC.                         | ADMA BIOLOGICS INC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     99325 | NS      | $1537551.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORPORATION                   | WSFS FINANCIAL CORP COMMON STOCK                    | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               |  | US        |     21029 | NS      | $1095400.61   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                              | HNI CORP COMMON STOCK                               | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               |  | US        |     17752 | NS      | $726411.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                | PREMIER INC-CLASS A COMMON STOCK                    | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |     32233 | NS      | $906391.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                       | NETSCOUT SYSTEMS INC COMMON STOCK                   | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |     25655 | NS      | $713209.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                       | PALOMAR HOLDINGS INC COMMON STOCK                   | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               |  | US        |     10186 | NS      | $1161305.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                         | TERADATA CORP COMMON STOCK                          | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               |  | US        |     36325 | NS      | $757376.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL, INC.                        | VIRTU FINANCIAL INC-CLASS A COMMON STOCK            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               |  | US        |     29872 | NS      | $1040740.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                           | A10 NETWORKS INC COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300UQD4IWUML81Q35       | Long             | EC               |  | US        |     28467 | NS      | $507851.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                              | CORECIVIC INC COMMON STOCK                          | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               |  | US        |     43632 | NS      | $808500.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON FINANCIAL CORPORATION                 | BEACON FINANCIAL CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300AS2OC6UMMBNO37       | Long             | EC               |  | US        |     31236 | NS      | $760292.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                  | INTERNATIONAL SEAWAYS INC COMMON STOCK              | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |     16937 | NS      | $867682.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                             | ELME COMMUNITIES REIT                               | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |     33973 | NS      | $558855.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                           | NMI HOLDINGS INC COMMON STOCK                       | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               |  | US        |     29147 | NS      | $1061825.21   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                  | KAISER ALUMINUM CORP COMMON STOCK                   | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               |  | US        |      6022 | NS      | $545171.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS, INC.                       | HAYWARD HOLDINGS INC COMMON STOCK                   | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               |  | US        |     78351 | NS      | $1329616.47   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                           | BANNER CORPORATION COMMON STOCK                     | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               |  | US        |     12995 | NS      | $784768.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                    | DOUBLEVERIFY HOLDINGS INC COMMON STOCK              | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               |  | US        |     55639 | NS      | $633171.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                         | UNIFIRST CORP/MA COMMON STOCK                       | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               |  | US        |      6024 | NS      | $929804.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC.                             | HANESBRANDS INC COMMON STOCK                        | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               |  | US        |    141795 | NS      | $937264.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                  | AMERICAN ASSETS TRUST INC REIT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     17744 | NS      | $339087.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                              | INTERFACE INC COMMON STOCK                          | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |     23971 | NS      | $596877.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEANSPARK, INC.                             | CLEANSPARK INC COMMON STOCK                         | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               |  | US        |    110092 | NS      | $1959637.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP.                    | FOX FACTORY HOLDING CORP COMMON STOCK               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               |  | US        |     15831 | NS      | $350023.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                           | SITE CENTERS CORP REIT                              | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     19579 | NS      | $143514.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORPORATION                   | VERRA MOBILITY CORP COMMON STOCK                    | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               |  | US        |     62115 | NS      | $1441689.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                          | STEVEN MADDEN LTD COMMON STOCK                      | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               |  | US        |     28347 | NS      | $961246.77    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORPORATION                          | VERICEL CORP COMMON STOCK                           | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               |  | US        |     25269 | NS      | $885931.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITESTONE REIT                              | WHITESTONE REIT REIT                                | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |     16810 | NS      | $210797.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                    | YELP INC COMMON STOCK                               | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     22509 | NS      | $742346.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA, INC.                                 | ARCOSA INC COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300WFHLTCZV7D6V29       | Long             | EC               |  | US        |     19038 | NS      | $1941876.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.              | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               |  | US        |     10138 | NS      | $289034.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS INC.                        | KINETIK HOLDINGS INC COMMON STOCK                   | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               |  | US        |     19916 | NS      | $766965.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| RESIDEO TECHNOLOGIES, INC.                   | RESIDEO TECHNOLOGIES INC COMMON STOCK               | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               |  | US        |     53238 | NS      | $2278586.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                       | SEALED AIR CORP COMMON STOCK                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |     55268 | NS      | $1852030.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                          | STEPSTONE GROUP INC-CLASS A COMMON STOCK            | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               |  | US        |     27714 | NS      | $1687228.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORPORATION           | MATTHEWS INTL CORP-CLASS A COMMON STOCK             | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               |  | US        |     16170 | NS      | $378701.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                    | RPC INC COMMON STOCK                                | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               |  | US        |     55162 | NS      | $286842.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                   | TEGNA INC COMMON STOCK                              | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |     60446 | NS      | $1188972.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORPORATION                        | JBT MAREL CORP COMMON STOCK                         | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               |  | US        |     20009 | NS      | $2523134.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                           | UNITIL CORP COMMON STOCK                            | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               |  | US        |      8887 | NS      | $433241.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL, INC.                     | SCHNEIDER NATIONAL INC-CL B COMMON STOCK            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               |  | US        |     18828 | NS      | $402354.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON ENTERPRISES, INC.                | WORTHINGTON ENTERPRISES INC COMMON STOCK            | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               |  | US        |     12443 | NS      | $697927.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                      | CUSHMAN & WAKEFIELD PLC COMMON STOCK                | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               |  | US        |     91045 | NS      | $1429406.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| METALLUS INC.                                | METALLUS INC COMMON STOCK                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               |  | US        |     15119 | NS      | $265943.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                              | TENNANT CO COMMON STOCK                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               |  | US        |      6994 | NS      | $559520.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                       | DYCOM INDUSTRIES INC COMMON STOCK                   | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               |  | US        |     11068 | NS      | $3185259.72   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR, INC.                              | MAXLINEAR INC COMMON STOCK                          | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               |  | US        |     33680 | NS      | $510252.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE, INC.                              | CABLE ONE INC COMMON STOCK                          | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               |  | US        |      2048 | NS      | $304230.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                       | JACKSON FINANCIAL INC-A COMMON STOCK                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               |  | US        |     26835 | NS      | $2705236.35   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                     | APOGEE ENTERPRISES INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300579S7QW8V4IJ60       | Long             | EC               |  | US        |      8761 | NS      | $320740.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY BIOSCIENCES HOLDINGS, INC.           | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |     22053 | NS      | $630054.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                       | CATHAY GENERAL BANCORP COMMON STOCK                 | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               |  | US        |     25960 | NS      | $1179882.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DREAM FINDERS HOMES, INC.                    | DREAM FINDERS HOMES INC - A COMMON STOCK            | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               |  | US        |     13437 | NS      | $266052.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT HOLDINGS CORPORATION                | WILLSCOT HOLDINGS CORP COMMON STOCK                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |     71807 | NS      | $1561802.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION         | QUANEX BUILDING PRODUCTS COMMON STOCK               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               |  | US        |     24012 | NS      | $341210.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.            | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK           | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               |  | US        |     24977 | NS      | $1196148.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                        | TELEFLEX INC COMMON STOCK                           | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |     17423 | NS      | $2168640.81   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP.                    | CURBLINE PROPERTIES CORP REIT                       | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |     37574 | NS      | $866456.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.               | CATALYST PHARMACEUTICALS INC COMMON STOCK           | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |     56808 | NS      | $1208306.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | GOLDMAN SACHS COLLATERAL                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    396641 | PA      | $396640.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYWEST, INC.                                | SKYWEST INC COMMON STOCK                            | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               |  | US        |     15171 | NS      | $1524382.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                 | UNITED COMMUNITY BANKS/GA COMMON STOCK              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               |  | US        |     45641 | NS      | $1332717.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd            | ALPHA & OMEGA SEMICONDUCTOR COMMON STOCK            | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               |  | US        |     10976 | NS      | $307986.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                 | FRESH DEL MONTE PRODUCE INC COMMON STOCK            | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |     13539 | NS      | $478603.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                      | VICTORIA'S SECRET & CO COMMON STOCK                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               |  | US        |     31323 | NS      | $1104135.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INVESTMENT CORP.                 | TWO HARBORS INVESTMENT CORP REIT                    | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |     43741 | NS      | $425162.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                 | XENIA HOTELS & RESORTS INC REIT                     | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     35987 | NS      | $442640.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORPORATION                          | LINDSAY CORP COMMON STOCK                           | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               |  | US        |      4081 | NS      | $453970.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, INC.                                 | EZCORP INC-CL A COMMON STOCK                        | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               |  | US        |     21765 | NS      | $397211.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                         | CARETRUST REIT INC REIT                             | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     82773 | NS      | $2868084.45   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                         | CELANESE CORP COMMON STOCK                          | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |     43676 | NS      | $1678905.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                        | STELLAR BANCORP INC COMMON STOCK                    | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               |  | US        |     17365 | NS      | $511051.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST, INC.                          | REDWOOD TRUST INC REIT                              | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     57270 | NS      | $304103.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                         | LXP INDUSTRIAL TRUST REIT                           | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |    113749 | NS      | $1079478.01   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                           | SPS COMMERCE INC COMMON STOCK                       | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               |  | US        |     14989 | NS      | $1232695.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVIA HEALTH GROUP, INC.                    | PRIVIA HEALTH GROUP INC COMMON STOCK                | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               |  | US        |     45442 | NS      | $1104240.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                 | STRIDE INC COMMON STOCK                             | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               |  | US        |     17028 | NS      | $1158585.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                        | CLEARWAY ENERGY INC-C COMMON STOCK                  | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |     36520 | NS      | $1166083.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL, INC.              | PAPA JOHN'S INTL INC COMMON STOCK                   | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               |  | US        |     14182 | NS      | $720587.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL INC.                     | ELLINGTON FINANCIAL INC REIT                        | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |     37533 | NS      | $499939.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                       | GLOBAL NET LEASE INC REIT                           | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     91119 | NS      | $694326.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                   | ETHAN ALLEN INTERIORS INC COMMON STOCK              | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               |  | US        |      8675 | NS      | $209674.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC GROUP, INC.                              | BGC GROUP INC-A COMMON STOCK                        | CUSIP: N/A<br>LEI: 2549001IGRCG4F0RLD36       | Long             | EC               |  | US        |    137089 | NS      | $1252993.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HOLDINGS INC.                        | FORTREA HOLDINGS INC COMMON STOCK                   | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               |  | US        |     47756 | NS      | $499527.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                     | FIRST FINANCIAL BANCORP COMMON STOCK                | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               |  | US        |     35978 | NS      | $842244.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS, INC.                        | MYRIAD GENETICS INC COMMON STOCK                    | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               |  | US        |     53370 | NS      | $429094.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INC.                             | ROBERT HALF INC COMMON STOCK                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |     39241 | NS      | $1027721.79   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES, INC.              | ARMADA HOFFLER PROPERTIES IN REIT                   | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     31822 | NS      | $208115.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                       | ESCO TECHNOLOGIES INC COMMON STOCK                  | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               |  | US        |      9816 | NS      | $2154317.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT, INC.                                 | VIASAT INC COMMON STOCK                             | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               |  | US        |     51723 | NS      | $2059609.86   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORPORATION                            | SABRE CORP COMMON STOCK                             | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               |  | US        |    198189 | NS      | $405296.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION               | HERITAGE FINANCIAL CORP COMMON STOCK                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               |  | US        |     12757 | NS      | $283077.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                     | ADVANCE AUTO PARTS INC COMMON STOCK                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |     23395 | NS      | $1102606.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                     | CENTURY ALUMINUM COMPANY COMMON STOCK               | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               |  | US        |     21642 | NS      | $641036.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP TECHNOLOGIES, INC.                       | UFP TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               |  | US        |      3257 | NS      | $627428.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                        | BLOOMIN' BRANDS INC COMMON STOCK                    | CUSIP: N/A<br>LEI: E1UJ2GO305B5FXGV7N04       | Long             | EC               |  | US        |     38190 | NS      | $260837.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP.                | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK           | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               |  | US        |     59267 | NS      | $557702.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | E-MINI RUSS 2000  DEC25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        40 | NC      | $4979800.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TG THERAPEUTICS, INC.                        | TG THERAPEUTICS INC COMMON STOCK                    | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               |  | US        |     54988 | NS      | $1912482.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                 | CACTUS INC - A COMMON STOCK                         | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |     28833 | NS      | $1273553.61   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS, INC.                       | BJ'S RESTAURANTS INC COMMON STOCK                   | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               |  | US        |     11308 | NS      | $384019.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                | CARS.COM INC COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493002G6J07LNGX4M98       | Long             | EC               |  | US        |     23579 | NS      | $253238.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP, INC.                              | HCI GROUP INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300CZF7EZJH0MPH74       | Long             | EC               |  | US        |      4095 | NS      | $835420.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON & COMPANY, INC.              | PHILLIPS EDISON & COMPANY IN REIT                   | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     47192 | NS      | $1596977.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                          | ARCBEST CORP COMMON STOCK                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               |  | US        |      8578 | NS      | $637516.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                   | KORN FERRY COMMON STOCK                             | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               |  | US        |     19955 | NS      | $1291088.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORPORATION                        | BANCFIRST CORP COMMON STOCK                         | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               |  | US        |      7760 | NS      | $844753.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                  | MERIT MEDICAL SYSTEMS INC COMMON STOCK              | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |     22789 | NS      | $1994949.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL COMPANY                       | STAAR SURGICAL CO COMMON STOCK                      | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               |  | US        |     21453 | NS      | $554989.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.  | HA SUSTAINABLE INFRASTRUCTUR COMMON STOCK           | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               |  | US        |     48555 | NS      | $1345459.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                   | TERRENO REALTY CORP REIT                            | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     39093 | NS      | $2233383.09   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION             | CHESAPEAKE UTILITIES CORP COMMON STOCK              | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |     10007 | NS      | $1273690.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT & PLATT, INCORPORATED                | LEGGETT & PLATT INC COMMON STOCK                    | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               |  | US        |     53078 | NS      | $495748.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                         | VIAVI SOLUTIONS INC COMMON STOCK                    | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |     83941 | NS      | $1485755.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO., INC.                  | FRANKLIN ELECTRIC CO INC COMMON STOCK               | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               |  | US        |     14374 | NS      | $1362223.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVEX INTERNATIONAL, INC.                  | INNOVEX INTERNATIONAL INC COMMON STOCK              | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               |  | US        |     18717 | NS      | $375650.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS, INC.                          | PDF SOLUTIONS INC COMMON STOCK                      | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               |  | US        |     12019 | NS      | $350113.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                         | JBG SMITH PROPERTIES REIT                           | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |     27745 | NS      | $540750.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION          | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK           | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               |  | US        |     44758 | NS      | $1028538.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                      | PIPER SANDLER COS COMMON STOCK                      | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               |  | US        |      6245 | NS      | $1993778.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                 | PLEXUS CORP COMMON STOCK                            | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               |  | US        |     10140 | NS      | $1418586.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                 | CALERES INC COMMON STOCK                            | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               |  | US        |     12601 | NS      | $139115.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                 | VISHAY INTERTECHNOLOGY INC COMMON STOCK             | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               |  | US        |     47756 | NS      | $810896.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON, INC.                                  | ITRON INC COMMON STOCK                              | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               |  | US        |     17178 | NS      | $1723468.74   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC. | AMERICAN AXLE & MFG HOLDINGS COMMON STOCK           | CUSIP: N/A<br>LEI: 254900SMQY98VFKNCC32       | Long             | EC               |  | US        |     44586 | NS      | $276433.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP, INC.                    | MDU RESOURCES GROUP INC COMMON STOCK                | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               |  | US        |     86236 | NS      | $1654006.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS, INC.                        | MERCURY SYSTEMS INC COMMON STOCK                    | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               |  | US        |     20398 | NS      | $1579009.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                | FIRST BANCORP/NC COMMON STOCK                       | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               |  | US        |     15579 | NS      | $756204.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP.                   | ALBANY INTL CORP-CL A COMMON STOCK                  | CUSIP: N/A<br>LEI: L73WCPNCZIRSQGZTW097       | Long             | EC               |  | US        |     12183 | NS      | $689314.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

**Name of Applicant:** Catholic Responsible Investments Funds

**Signature:** Eileen Whitemiller

**Name of Signer:** Eileen Whitemiller

**Title:** Director