# EDGAR Filing Document

**Accession Number:** 0000831016
**File Stem:** 0001752724-23-035018
**Filing Date:** 2023-2
**Character Count:** 198918
**Document Hash:** 23487f23770b877854004dee00d72f70
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035018.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035018

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VARIABLE INSURANCE PRODUCTS FUND II
- **CENTRAL INDEX KEY:** 0000831016
- **IRS NUMBER:** 042708937
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05511
- **FILM NUMBER:** 23657059

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Disciplined Small Cap Portfolio (Series ID: S000007725)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000021010 | Initial Class   |  |
| C000021011 | Investor Class  |  |
| C000021012 | Service Class   |  |
| C000021013 | Service Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Variable Insurance Products Fund II

- **b. Investment Company Act file number:** 811-05511

- **c. CIK number of Registrant:** 0000831016

- **d. LEI of Registrant:** D8TUF5IXYLDDLCD6AV58

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** VIP Disciplined Small Cap Portfolio

- **b. EDGAR series identifier (if any):** S000007725

- **c. LEI of Series:** 5493005LK2LESWZWZF71

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $328233223.08

**Total Liabilities:** $18465186.68

**Net Assets:** $309768036.40

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021012 | 10.79%               | 3.61%                | -5.66%               |
| Class ID C000021013 | 10.73%               | 3.58%                | -5.67%               |
| Class ID C000021011 | 10.73%               | 3.60%                | -5.64%               |
| Class ID C000021010 | 10.74%               | 3.57%                | -5.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3423803.87             | $33708588.46                               |
| Month 2  | $-236779.58              | $11022995.16                               |
| Month 3  | $254595.05               | $-18733813.90                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXLSERVICE HOLDINGS INC                    | EXLSERVICE HOLDINGS INC                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     13008 | NS      | $2203945.44   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS INC                 | FINANCIAL INSTITUTIONS INC                    | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10123 | NS      | $246596.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                        | NEKTAR THERAPEUTICS                           | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     38600 | NS      | $87236.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIERIS PHARMACEUTICALS INC                 | PIERIS PHARMACEUTICALS INC                    | CUSIP: 720795103<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |     44332 | NS      | $46105.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MASONITE INTERNATIONAL CORP                | MASONITE WORLDWIDE HOLDINGS                   | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     11945 | NS      | $962886.45    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HIMS and HERS HEALTH INC                   | HIMS and HERS HEALTH INC                      | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    153614 | NS      | $984665.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| SHOCKWAVE MEDICAL INC                      | SHOCKWAVE MEDICAL INC                         | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      8758 | NS      | $1800732.38   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORP                      | FULTON FINANCIAL CORP                         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     72891 | NS      | $1226755.53   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRONICS CORP                             | ASTRONICS CORP                                | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     26142 | NS      | $269262.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY INC                             | MGE ENERGY INC                                | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6640 | NS      | $467456.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC                                   | DOMO INC CL B                                 | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     94634 | NS      | $1347588.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                         | HOSTESS BRANDS INC CL A                       | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76918 | NS      | $1726039.92   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                            | HILLENBRAND INC                               | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     12956 | NS      | $552832.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY TRUST              | UNIVERSAL HEALTH REALTY TRUST                 | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      8508 | NS      | $406086.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTRO BIOPHARMA INC                        | SUTRO BIOPHARMA INC                           | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     27300 | NS      | $220584.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLAKOS INC                                | ALLAKOS INC                                   | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |     36544 | NS      | $307700.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL CITY BANK GROUP INC                | CAPITAL CITY BANK GROUP INC                   | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      1334 | NS      | $43355.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                               | INNOSPEC INC                                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      4499 | NS      | $462767.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HLDGS INC                          | MEDPACE HOLDINGS INC                          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4756 | NS      | $1010221.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                         | BLOOMIN BRANDS INC                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     72777 | NS      | $1464273.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE INC                               | NUVASIVE INC                                  | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     25236 | NS      | $1040732.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INC                         | INGLES MARKETS INC-CL A                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     10844 | NS      | $1046012.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS INC                  | BENCHMARK ELECTRONICS INC                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     37682 | NS      | $1005732.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL INC                     | DINE BRANDS GLOBAL INC                        | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      3560 | NS      | $229976.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC    | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC       | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5082 | NS      | $320064.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                  | TEGNA INC                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     12775 | NS      | $270702.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                   | RESIDEO TECHNOLOGIES INC                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     40826 | NS      | $671587.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMICUS THERAPEUTICS INC                    | AMICUS THERAPEUTICS INC                       | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     51620 | NS      | $630280.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SANGAMO THERAPEUTICS INC                   | SANGAMO THERAPEUTICS INC                      | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     41072 | NS      | $128966.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                      | COMMVAULT SYSTEMS INC                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     29879 | NS      | $1877596.36   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC            | FOUR CORNERS PPTY TR INC W/I                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     10385 | NS      | $269283.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                       | GLOBAL NET LEASE INC                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     89994 | NS      | $1131224.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| TWIST BIOSCIENCE CORP                      | TWIST BIOSCIENCE CORP                         | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     10576 | NS      | $251814.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK and STRUGGLES INTERNATIONAL INC   | HEIDRICK and STRUGGLES INTL INC               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     16488 | NS      | $461169.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                            | FUTUREFUEL CORP                               | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     25866 | NS      | $210290.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC               | BREAD FINANCIAL HOLDINGS                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     49330 | NS      | $1857767.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                              | GOLAR LNG LTD                                 | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |     49731 | NS      | $1133369.49   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS BIOTECH INC                       | FORTRESS BIOTECH INC                          | CUSIP: 34960Q109<br>LEI: 529900DZUWSYUURECK24 | Long             | EC               | CORP              | US        |     29605 | NS      | $19391.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                | COMMUNITY TRUST BANCORP INC                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4717 | NS      | $216651.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC               | BIOCRYST PHARMACEUTICALS INC                  | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     18515 | NS      | $212552.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                     | OPTION CARE HEALTH INC                        | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     64524 | NS      | $1941527.16   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORP                           | FORWARD AIR CORP                              | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11190 | NS      | $1173719.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOURCE CORP                          | FIRST SOURCE CORP                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8032 | NS      | $426418.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                  | HALOZYME THERAPEUTICS INC                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     14677 | NS      | $835121.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOGEN INC                              | IMMUNOGEN INC                                 | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     73852 | NS      | $366305.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS INC                      | SAGE THERAPEUTICS INC                         | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      2509 | NS      | $95693.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTAUK RENEWABLES INC                     | MONTAUK RENEWABLES INC                        | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5401 | NS      | $59573.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| COHEN and STEERS INC                       | COHEN and STEERS INC                          | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      8191 | NS      | $528810.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                    | AXSOME THERAPEUTICS INC                       | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      2282 | NS      | $176010.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ALTRA INDUSTRIAL MOTION CORP               | ALTRA INDUSTRIAL MOTION CORP                  | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      3284 | NS      | $196219.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBUTUS BIOPHARMA CORP                     | ARBUTUS BIOPHARMA CORP                        | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |     57393 | NS      | $133725.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ALTUS POWER INC                            | ALTUS POWER INC CL A                          | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |     27070 | NS      | $176496.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC BIOSCIENCES OF CALIFORNIA INC      | PACIFIC BIOSCIENES OF CALI INC                | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     42510 | NS      | $347731.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| MATIV INC                                  | MATIV INC                                     | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     12166 | NS      | $254269.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                   | BLUEPRINT MEDICINES CORP                      | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      5249 | NS      | $229958.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMOLOGY MEDICINES INC                     | HOMOLOGY MEDICINES INC                        | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |     22439 | NS      | $28273.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYSAFE LTD                                | PAYSAFE LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     13786 | NS      | $191487.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                     | ORMAT TECHNOLOGIES INC                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1529 | NS      | $132227.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINL SVCS INC                    | PROVIDENT FINANCIAL SVCS INC                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     24852 | NS      | $530838.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                            | Q2 HOLDINGS INC                               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     33756 | NS      | $907023.72    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CORBUS PHARMACEUTICALS HOLDINGS INC        | CORBUS PHARMACEUTICALS HOLDINGS INC           | CUSIP: 21833P103<br>LEI: 529900MX6XCNZC7MM155 | Long             | EC               | CORP              | US        |    135883 | NS      | $15015.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM TECHNOLOGIES INC                       | TTM TECHNOLOGIES INC                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     15810 | NS      | $238414.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KALVISTA PHARMACEUTICALS INC               | KALVISTA PHARMACEUTICALS INC                  | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |     23000 | NS      | $155480.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS INC                   | REVANCE THERAPEUTICS INC                      | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      3553 | NS      | $65588.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVERUM BIOTECHNOLOGIES INC                | ADVERUM BIOTECHNOLOGIES INC                   | CUSIP: 00773U108<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |     95044 | NS      | $55078.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MTG TR INC                      | BLACKSTONE MORTGAGE TR CL A                   | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     87157 | NS      | $1845113.69   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERNATIONAL GAME TECHNOLOGY PLC          | INTERNATIONAL GAME TECHNOLOGY PLC             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     55935 | NS      | $1268605.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| VOYAGER THERAPEUTICS INC                   | VOYAGER THERAPEUTICS INC                      | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     24687 | NS      | $150590.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LAKELAND INDUSTRIES INC                    | LAKELAND INDUSTRIES INC                       | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     12915 | NS      | $171769.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| LIVERAMP HOLDINGS INC                      | LIVERAMP HOLDINGS INC                         | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |     78811 | NS      | $1847329.84   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP IN                           | BRISTOW GROUP INC                             | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      7749 | NS      | $210230.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVIA HEALTH GROUP INC                    | PRIVIA HEALTH GROUP INC                       | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4603 | NS      | $104534.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                    | ENERPAC TOOL GROUP CORP CL A                  | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      6700 | NS      | $170515.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORP                            | SOUTHSTATE CORP                               | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      8595 | NS      | $656314.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                       | CAVCO INDUSTRIES INC                          | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1993 | NS      | $450916.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORP                     | PERMIAN RESOURCES CORP CL A                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     86576 | NS      | $813814.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONAL STORAGE AFFILIATES TRUST          | NATIONAL STORAGE AFFILIATES TRUST             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40079 | NS      | $1447653.48   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                          | TERRENO REALTY CORP                           | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20714 | NS      | $1178005.18   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORP                               | VERITIV CORP                                  | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1318 | NS      | $160413.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP P R                          | FIRST BANCORP PUERTO RICO                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    121778 | NS      | $1549016.16   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                 | XENCOR INC                                    | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     12237 | NS      | $318651.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                     | PROGRESS SOFTWARE CORP                        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     18970 | NS      | $957036.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD                    | HERBALIFE NUTRITION LTD                       | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |      6014 | NS      | $89488.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMEDX GROUP INC                           | MIMEDX GROUP INC                              | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19565 | NS      | $54390.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEZAR LIFE SCIENCES INC                    | KEZAR LIFE SCIENCES INC                       | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     29355 | NS      | $206659.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUEBLUE INC                               | TRUEBLUE INC                                  | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16902 | NS      | $330941.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBIREO PHARMA INC                         | ALBIREO PHARMA INC                            | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |      4000 | NS      | $86440.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SURMODICS INC                              | SURMODICS INC                                 | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     25353 | NS      | $865044.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSEMBLY BIOSCIENCES INC                   | ASSEMBLY BIOSCIENCES INC                      | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |     48169 | NS      | $62619.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                               | LIVANOVA PLC                                  | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      1017 | NS      | $56484.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVTS CORP              | RETAIL OPPORTUNITY INVTS CORP                 | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28807 | NS      | $432969.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERUS BIOSCIENCES INC                    | COHERUS BIOSCIENCES INC                       | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     24107 | NS      | $190927.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| EDITAS MEDICINE INC                        | EDITAS MEDICINE INC                           | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     18635 | NS      | $165292.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LAKELAND FINANCIAL CORP                    | LAKELAND FINANCIAL CORP                       | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1787 | NS      | $130397.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                     | AMERICAN VANGUARD CORP                        | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     27688 | NS      | $601106.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC BIO INC                             | IVERIC BIO INC                                | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     22327 | NS      | $478021.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUYS HOLDINGS INC                         | CHUYS HOLDINGS INC                            | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4478 | NS      | $126727.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTRA-CELLULAR THERAPIES INC               | INTRA-CELLULAR THERAPIES INC                  | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      9736 | NS      | $515229.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                         | UMB FINANCIAL CORP                            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      3349 | NS      | $279708.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING CO                    | MODINE MANUFACTURING CO                       | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     36761 | NS      | $730073.46    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                    | KITE REALTY GROUP TRUST                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42643 | NS      | $897635.15    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CATALYST INC                        | HEALTH CATALYST INC                           | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     41904 | NS      | $445439.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                     | COMSTOCK RESOURCES INC                        | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     46969 | NS      | $643944.99    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| KINSALE CAPITAL GROUP INC                  | KINSALE CAPITAL GROUP INC                     | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       788 | NS      | $206077.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                     | WASHINGTON FEDERAL INC                        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53910 | NS      | $1808680.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                               | PHREESIA INC                                  | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     17433 | NS      | $564131.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ACLARIS THERAPEUTICS INC                   | ACLARIS THERAPEUTICS INC                      | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     10708 | NS      | $168651.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMINAR TECHNOLOGIES INC                   | LUMINAR TECHNOLOGIES INC                      | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |     11300 | NS      | $55935.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERISAFE INC                              | AMERISAFE INC                                 | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     11922 | NS      | $619586.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                   | GREEN BRICK PARTNERS INC                      | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     28735 | NS      | $696249.05    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                    | TOMPKINS FINANCIAL CORP                       | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      2784 | NS      | $215982.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                          | BRADY CORPORATION CL A                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2418 | NS      | $113887.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                        | CLEARWAY ENERGY INC                           | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     34990 | NS      | $1046900.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECIGEN INC                               | PRECIGEN INC                                  | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     69772 | NS      | $106053.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HELMERICH and PAYNE INC                    | HELMERICH and PAYNE INC                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      3317 | NS      | $164423.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS INC                      | CINEMARK HOLDINGS INC                         | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     14435 | NS      | $125007.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| GORMAN-RUPP CO                             | GORMAN-RUPP CO                                | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      3702 | NS      | $94845.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                             | ELF BEAUTY INC                                | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     36876 | NS      | $2039242.80   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                 | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     41662 | NS      | $1640232.94   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBROGEN INC                               | FIBROGEN INC                                  | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      4288 | NS      | $68693.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS INC                  | INTELLIA THERAPEUTICS INC                     | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     12837 | NS      | $447882.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC              | AMERICAN EAGLE OUTFITTERS INC                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     38882 | NS      | $542792.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                             | CONSTELLIUM SE CL A                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      2550 | NS      | $30166.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                          | PNM RESOURCES INC                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      3080 | NS      | $150273.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                               | PARSONS CORP                                  | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     38475 | NS      | $1779468.75   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                          | CHORD ENERGY CORP                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      9526 | NS      | $1303252.06   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUORA INC                                  | ZUORA INC CL A                                | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |     66460 | NS      | $422685.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                                 | IMPINJ INC                                    | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     11786 | NS      | $1286795.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS INC                     | ANIKA THERAPEUTICS INC                        | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      4450 | NS      | $131720.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YEXT INC                                   | YEXT INC                                      | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    143331 | NS      | $935951.43    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAPACK GLADSTONE FINL CORP                | PEAPACK GLADSTONE FINL CORP                   | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      7441 | NS      | $276954.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INC             | COMMUNITY HEALTHCARE TR INC                   | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      1862 | NS      | $66659.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                    | AZZ INC                                       | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     21123 | NS      | $849144.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL CO                          | STAAR SURGICAL CO NEW                         | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     11377 | NS      | $552239.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                     | CONNECTONE BANCORP INC                        | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      3532 | NS      | $85509.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CODEXIS INC                                | CODEXIS INC                                   | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29133 | NS      | $135759.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTL INC                       | CSG SYSTEMS INTL INC                          | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     21801 | NS      | $1247017.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                          | GEO GROUP INC                                 | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |     85810 | NS      | $939619.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                     | PATRICK INDUSTRIES INC                        | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2498 | NS      | $151378.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCEPT PHARMACEUTICALS INC              | INTERCEPT PHARMACEUTICALS INC                 | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |     15411 | NS      | $190634.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MATERION CORP                              | MATERION CORP                                 | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1488 | NS      | $130214.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS INC                                   | FIGS INC-CLASS A                              | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121279 | NS      | $816207.67    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| WINMARK CORP                               | WINMARK CORP                                  | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $201634.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS CORPORATION           | MAGNOLIA OIL and GAS CORPO CL A               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42785 | NS      | $1003308.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS and MILLICHAP INC                   | MARCUS and MILLICHAP CO INC                   | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      3869 | NS      | $133287.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTEK BIOSCIENCES INC                      | CYTEK BIOSCIENCES INC                         | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      5627 | NS      | $57451.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC              | OCEANEERING INTERNATIONAL INC                 | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     74469 | NS      | $1302462.81   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL MEDICAL REIT INC                    | GLOBAL MEDICAL REIT INC                       | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     59857 | NS      | $567444.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING CO | AMERICAN EQY INVT LIFE HLD CO                 | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      1759 | NS      | $80245.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                              | RENASANT CORP                                 | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      6043 | NS      | $227156.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                        | DIEBOLD NIXDORF INC                           | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     43800 | NS      | $62196.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RCI HOSPITALITY HOLDINGS INC               | RCI HOSPITALITY HOLDINGS INC                  | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      2178 | NS      | $202967.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDIOVASCULAR SYSTEMS INC                 | CARDIOVASCULAR SYSTEMS INC                    | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     10045 | NS      | $136812.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                     | WERNER ENTERPRISES INC                        | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      7610 | NS      | $306378.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| SURFACE ONCOLOGY INC                       | SURFACE ONCOLOGY INC                          | CUSIP: 86877M209<br>LEI: 549300FCSG6MNIMFH738 | Long             | EC               | CORP              | US        |     32938 | NS      | $27009.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                    | COMFORT SYSTEMS USA INC                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     17662 | NS      | $2032542.96   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC               | ZENTALIS PHARMACEUTICALS LLC                  | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10807 | NS      | $217652.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                      | STIFEL FINANCIAL CORP                         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     26227 | NS      | $1530869.99   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                        | EQUITY COMMONWEALTH                           | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |      8137 | NS      | $203180.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC                        | TITAN MACHINERY INC                           | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     42789 | NS      | $1700006.97   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES INC.                    | APOGEE ENTERPRISES INC                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     18522 | NS      | $823488.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                 | IRIDIUM COMMUNICATIONS INC                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      5124 | NS      | $263373.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC               | WATTS WATER TECH INC CL A                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     14824 | NS      | $2167713.52   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                                  | BRINKS CO                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     32728 | NS      | $1757820.88   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION INC                              | TRUPANION INC                                 | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     28162 | NS      | $1338539.86   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK NATIONAL CORP                         | PARK NATIONAL CORP                            | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      1985 | NS      | $279388.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PROTHENA CORP PLC                          | PROTHENA CORP PLC                             | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      7688 | NS      | $463202.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMYLYX PHARMACEUTICALS INC                 | AMYLYX PHARMACEUTICALS INC                    | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2410 | NS      | $89049.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                | SUMMIT HOTEL PROPERTIES INC                   | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     19988 | NS      | $144313.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REMITLY GLOBAL INC                         | REMITLY GLOBAL INC                            | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18674 | NS      | $213817.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEMS INC               | COLUMBIA BANKING SYSTEMS INC                  | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25630 | NS      | $772231.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| ARROWHEAD PHARMACEUTICALS INC              | ARROWHEAD PHARMACEUTICALS INC                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      8272 | NS      | $335512.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGER OIL CORP                            | RANGER OIL CORP CL A                          | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      7396 | NS      | $299020.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                         | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      9108 | NS      | $1092777.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KRYSTAL BIOTECH INC                        | KRYSTAL BIOTECH INC                           | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       920 | NS      | $72882.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIX CORP                                | ENOVIX CORP                                   | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     30796 | NS      | $383102.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| MURPHY USA INC                             | MURPHY USA INC                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2550 | NS      | $712827.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                                | ARVINAS INC                                   | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8454 | NS      | $289211.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC                                 | KFORCE INC                                    | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     14593 | NS      | $800134.19    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC                  | ETHAN ALLEN INTERIORS INC                     | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3225 | NS      | $85204.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP              | LIONS GATE ENTERMENT CORP A                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     12354 | NS      | $70541.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STS BANCORP INC ILL                | MIDLAND STATES BANCORP INC                    | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      6148 | NS      | $163659.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY RECOVERY INC                        | ENERGY RECOVERY INC                           | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      2561 | NS      | $52474.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO WATER CORP                           | PRIMO WATER CORP                              | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |     87124 | NS      | $1353906.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORP                   | NATIONAL HEALTHCARE CORP                      | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14244 | NS      | $847518.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                     | CATHAY GENERAL BANCORP                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     10902 | NS      | $444692.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                               | ARCBEST CORP                                  | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3332 | NS      | $233373.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                        | CAL-MAINE FOODS INC                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     24764 | NS      | $1348399.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| THERAVANCE BIOPHARMA INC                   | THERAVANCE BIOPHARMA INC                      | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |     25940 | NS      | $291046.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTO LABS INC                             | PROTO LABS INC                                | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     19301 | NS      | $492754.53    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CASSAVA SCIENCES INC                       | CASSAVA SCIENCES INC                          | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |      1146 | NS      | $33852.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOCGO INC                                  | DOCGO INC                                     | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70441 | NS      | $498017.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| EMBECTA CORP                               | EMBECTA CORP                                  | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      7592 | NS      | $192001.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                | NATIONAL BK HLDGS CORP                        | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $84140.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK SCIENCES INC                        | KODIAK SCIENCES INC                           | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     20593 | NS      | $147445.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORP LTD                               | SFL CORP LTD                                  | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |      8024 | NS      | $73981.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDERS INC                             | ALEXANDER'S INC                               | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      1050 | NS      | $231063.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                  | EMERGENT BIOSOL                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     13463 | NS      | $158998.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NURIX THERAPEUTICS INC                     | NURIX THERAPEUTICS INC                        | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10534 | NS      | $115663.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS PHARMACEUTICALS INC                    | ARS PHARMACEUTICALS INC                       | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11442 | NS      | $97600.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEBIRD BIO INC                           | BLUEBIRD BIO INC                              | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36759 | NS      | $254372.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| APELLIS PHARMACEUTICALS INC                | APELLIS PHARMACEUTICALS INC                   | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      9374 | NS      | $484729.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC                 | HILTON GRAND VACATIONS INC                    | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      4384 | NS      | $168959.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                        | CLEARWAY ENERGY INC CL C                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     23881 | NS      | $761087.47    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                             | TECHTARGET INC                                | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      5659 | NS      | $249335.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                      | CLEARWATER PAPER CORP                         | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      5290 | NS      | $200014.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC                                 | ALLETE INC                                    | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      8420 | NS      | $543174.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA BIOTECHNOLOGY INC                     | PUMA BIOTECHNOLOGY INC                        | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22568 | NS      | $95462.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFORMED LINE PRODUCTS CO                 | PREFORMED LINE PRODUCTS CO                    | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      7515 | NS      | $625924.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                      | OXFORD INDUSTRIES                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      3126 | NS      | $291280.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OPPENHEIMER HOLDINGS INC                   | OPPENHEIMER HLDGS CL A NON-VTG                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19028 | NS      | $805455.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORP                   | WORLD FUEL SERVICES CORP                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     24833 | NS      | $678685.89    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA INC                | HEARTLAND FINANCIAL USA INC                   | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     18258 | NS      | $851187.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QUOTIENT TECHNOLOGY INC                    | QUOTIENT TECHNOLOGY INC                       | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |    171621 | NS      | $588660.03    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS INC                    | KIMBALL ELECTRONICS INC                       | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     38731 | NS      | $874933.29    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC GLOBAL INC                             | DMC GLOBAL INC                                | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      4551 | NS      | $88471.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PASSAGE BIO INC                            | PASSAGE BIO INC                               | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21054 | NS      | $29054.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MUSTANG BIO INC                            | MUSTANG BIO INC                               | CUSIP: 62818Q104<br>LEI: 5493004W0VC1DPECQ779 | Long             | EC               | CORP              | US        |     38177 | NS      | $15076.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SIMMONS 1ST NATL CORP                      | SIMMONS 1ST NATL CORP CL A                    | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     15702 | NS      | $338849.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA              | PREFERRED BANK LOS ANGELES                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1304 | NS      | $97304.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INC                               | CONDUENT INC                                  | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     86761 | NS      | $351382.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKY BRANDS INC                           | ROCKY BRANDS INC                              | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      4032 | NS      | $95235.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCURAY INC DEL                            | ACCURAY INC                                   | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |    201263 | NS      | $420639.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| REPLIMUNE GROUP INC                        | REPLIMUNE GROUP INC                           | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      8329 | NS      | $226548.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC           | SUNNOVA ENERGY INTERNATIONAL INC              | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     23885 | NS      | $430168.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP INDUSTRIES INC                         | UFP INDUSTRIES INC                            | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      5045 | NS      | $399816.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES INC                | SOUTH JERSEY INDUSTRIES INC                   | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      3005 | NS      | $106767.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINIKSA PHARMACEUTICALS LTD                | KINIKSA PHARMACEUTICALS LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     18327 | NS      | $274538.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORP         | FEDERAL AGRI MTG NON VTG CL C                 | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      5958 | NS      | $671526.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC                              | BANDWIDTH INC                                 | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     46197 | NS      | $1060221.15   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC                     | DIGI INTERNATIONAL INC                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      5263 | NS      | $192362.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                         | AVANOS MEDICAL INC                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     42027 | NS      | $1137250.62   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC               | NATIONAL VISION HOLDINGS INC                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     43987 | NS      | $1704936.12   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| COMMUNITY BANK SYSTEMS INC                 | COMMUNITY BANK SYSTEMS INC                    | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     13175 | NS      | $829366.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ODONATE THERAPEUTICS INC                   | ODONATE THERAPEUTICS INC                      | CUSIP: 676079106<br>LEI: 549300D50X5LSJ208C14 | Long             | EC               | CORP              | US        |     39639 | NS      | $69368.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TOWNEBANK PORTSMOUTH VA                    | TOWNE BANK                                    | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      5070 | NS      | $156358.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                               | ALKERMES PLC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     28883 | NS      | $754712.79    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES COMMERCIAL REAL ESTATE CORPORATION    | ARES COMMERCIAL REAL ESTATE CO                | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |      8540 | NS      | $87876.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SUPER MICRO COMPUTER INC                   | SUPER MICRO COMPUTER INC                      | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     20434 | NS      | $1677631.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET PHARMACEUTICALS INC                 | ROCKET PHARMACEUTICALS INC                    | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     12007 | NS      | $234976.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORP          | FIRST COMMONWEALTH FINL CORP                  | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     23228 | NS      | $324495.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORP                      | SKYLINE CHAMPION CORP                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12523 | NS      | $645059.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTA BIOSCIENCES INC                    | SELECTA BIOSCIENCES INC                       | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |     46724 | NS      | $52798.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WATERSTONE FINL INC MD                     | WATERSTONE FINANCIAL INC                      | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     18875 | NS      | $325405.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                     | GROUP 1 AUTOMOTIVE INC                        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      6648 | NS      | $1199099.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DENNY'S CORP                               | DENNYS CORP                                   | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     25638 | NS      | $236125.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ATARA BIOTHERAPEUTICS INC                  | ATARA BIOTHERAPEUTICS INC                     | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     45179 | NS      | $148187.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE MATERIALS HANDLING             | HYSTER-YALE MATERIALS HANDLING                | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9198 | NS      | $232801.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS INC                       | TENABLE HOLDINGS INC                          | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     34441 | NS      | $1313924.15   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                  | MATADOR RESOURCES COMPANY                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      6530 | NS      | $373777.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESPERION THERAPEUTICS INC NEW              | ESPERION THERAPEUTICS INC NEW                 | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     31482 | NS      | $196132.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| BANNER CORP                                | BANNER CORP                                   | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9993 | NS      | $631557.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AKEBIA THERAPEUTICS INC                    | AKEBIA THERAPEUTICS INC                       | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    216942 | NS      | $125175.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP INC                          | REVOLVE GROUP INC                             | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13765 | NS      | $306408.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEXSTEEL INDUSTRIES INC                   | FLEXSTEEL IND                                 | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9996 | NS      | $153938.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| NANOSTRING TECHNOLOGIES INC                | NANOSTRING TECHNOLOGIES INC                   | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     18541 | NS      | $147771.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INC                         | ABM INDUSTRIES INC                            | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     27854 | NS      | $1237274.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                         | EVERI HOLDINGS INC                            | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      6825 | NS      | $97938.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                               | SANMINA CORP                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     19722 | NS      | $1129873.38   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION INC                               | ARTIVION INC                                  | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     26476 | NS      | $320889.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)                 | OLD NATIONAL BANCORP (IND)                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    117034 | NS      | $2104271.32   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS INC                          | PROS HLDGS INC                                | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      7170 | NS      | $173944.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCELLERA BIOLOGICS INC                    | ABCELLERA BIOLOGICS INC                       | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     18888 | NS      | $191335.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| RUSH ENTERPRISES INC                       | RUSH ENTERPRISES INC CL A                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     17215 | NS      | $900000.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC                           | ENSIGN GROUP INC                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     10191 | NS      | $964170.51    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                               | NOVOCURE LTD                                  | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |      2820 | NS      | $206847.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GT BIOPHARMA INC                           | GT BIOPHARMA INC                              | CUSIP: 36254L209<br>LEI: 549300HMPDDS7IM47Y18 | Long             | EC               | CORP              | US        |     17977 | NS      | $16073.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SAFE BULKERS INC                           | SAFE BULKERS INC                              | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |     69594 | NS      | $202518.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                      | CHATHAM LODGING TRUST                         | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7951 | NS      | $97558.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                           | DHT HOLDINGS INC                              | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |      8717 | NS      | $77406.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                 | QUALYS INC                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     13334 | NS      | $1496474.82   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC                  | VANDA PHARMACEUTICALS INC                     | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     25876 | NS      | $191223.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INHIBRX INC                                | INHIBRX INC                                   | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |      8583 | NS      | $211485.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AEROJET ROCKETDYNE HOLDINGS INC            | AEROJET ROCKETDYNE HOLDINGS INC               | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      2176 | NS      | $121703.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC                                | ECOVYST INC                                   | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88972 | NS      | $788291.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                      | NABORS INDUSTRIES LTD                         | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |      8728 | NS      | $1351705.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                               | SEMTECH CORP                                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     26424 | NS      | $758104.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                      | LANTHEUS HLDGS INC                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      2414 | NS      | $123017.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC        | APPLIED INDUSTRIAL TECH INC                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      7539 | NS      | $950140.17    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC              | AMPHASTAR PHARMACEUTICALS INC                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      9800 | NS      | $274596.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS INC               | CATALYST PHARMACEUTICALS INC                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      3851 | NS      | $71628.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                         | CARETRUST REIT INC                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     34439 | NS      | $639876.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERSCHOOL HOLDINGS INC                   | POWERSCHOOL HOLDINGS INC                      | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6763 | NS      | $156090.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS               | COMPASS DIVERSIFIED HOLDINGS                  | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     16109 | NS      | $293667.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                     | MUELLER INDUSTRIES INC                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     17749 | NS      | $1047191.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FATE THERAPEUTICS INC                      | FATE THERAPEUTICS INC                         | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      5261 | NS      | $53083.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RELAY THERAPEUTICS INC                     | RELAY THERAPEUTICS INC                        | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9505 | NS      | $142004.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC            | INSTALLED BUILDING PRODUCTS INC               | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     20938 | NS      | $1792292.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO INC                                  | MONRO INC                                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3109 | NS      | $140526.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| EMPLOYERS HOLDINGS INC                     | EMPLOYERS HOLDINGS INC                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5424 | NS      | $233937.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                   | PATTERSON-UTI ENERGY INC                      | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      6736 | NS      | $113434.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                    | ATI INC                                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     18133 | NS      | $541451.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GROCERS BY VITAMIN COTTAGE INC     | NATURAL GROCERS VIT GROC INC                  | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     12027 | NS      | $109926.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERACYTE INC                               | VERACYTE INC                                  | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     15515 | NS      | $368170.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP             | CENTRAL PACIFIC FINANCIAL CORP                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      8737 | NS      | $177186.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FOSTER L B CO                              | FOSTER L B CO CL A                            | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      3644 | NS      | $35273.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEDGE INC                                  | ZEDGE INC CL B                                | CUSIP: 98923T104<br>LEI: 549300EDIDRX7NRMGN17 | Long             | EC               | CORP              | US        |     11195 | NS      | $19703.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                   | ASGN INC                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       195 | NS      | $15888.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS INC                 | AMNEAL PHARMACEUTICALS INC                    | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     42303 | NS      | $84182.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                   | REVOLUTION MEDICINES INC                      | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      2991 | NS      | $71245.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC DEL                          | MYR GROUP INC/DELAWARE                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     15778 | NS      | $1452680.46   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                       | BRIDGEBIO PHARMA INC                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     32538 | NS      | $247939.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NECESSITY RETAIL REIT INC/THE              | THE NECESSITY RETAIL REIT INC                 | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |     73088 | NS      | $433411.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOSSAMER BIO INC                           | GOSSAMER BIO INC                              | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     19524 | NS      | $42367.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP INC                              | LHC GROUP INC                                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      1827 | NS      | $295407.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                             | SIERRA BANCORP                                | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9632 | NS      | $204583.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EIGER BIOPHARMACEUTICALS INC               | EIGER BIOPHARMACEUTICALS INC                  | CUSIP: 28249U105<br>LEI: 549300N6TVZB9N2Q9M78 | Long             | EC               | CORP              | US        |      8522 | NS      | $10055.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNPOWER CORP                              | SUNPOWER CORP                                 | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      8367 | NS      | $150857.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AXOS FINANCIAL INC                         | AXOS FINANCIAL INC                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     15602 | NS      | $596308.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC                               | ADVANSIX INC                                  | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     13333 | NS      | $506920.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                           | VECTOR GROUP LTD                              | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     36978 | NS      | $438559.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                         | OUTFRONT MEDIA INC                            | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     40984 | NS      | $679514.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DUOLINGO INC                               | DUOLINGO INC                                  | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18161 | NS      | $1291791.93   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUSTMARK CORP                             | TRUSTMARK CORP                                | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      9482 | NS      | $331016.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                           | STONEX GROUP INC                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      3155 | NS      | $300671.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                | E-MINI RUSS 2000 FUT MAR23 RTYH3              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        79 | NC      | $-151944.73   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC              | SELECTIVE INSURANCE GROUP INC                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      1501 | NS      | $133003.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                | VAXCYTE INC                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     10792 | NS      | $517476.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP             | ATLANTIC UN BANKSHARES CORP                   | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25818 | NS      | $907244.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SANFILIPPO (JOHN B) and SON INC            | SANFILIPPO (JOHN B) and SON INC.              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1877 | NS      | $152637.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                       | HANCOCK WHITNEY CORP                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     20969 | NS      | $1014689.91   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                      | CRA INTERNATIONAL INC                         | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5640 | NS      | $690505.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC PHARMACEUTICALS INC                   | ORIC PHARMACEUTICALS INC                      | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     48226 | NS      | $284051.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                               | DILLARDS INC CL A                             | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      4407 | NS      | $1424342.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUECAR INC                                | TRUECAR INC                                   | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |    118439 | NS      | $297281.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                 | LATTICE SEMICONDUCTOR CORP                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     22938 | NS      | $1488217.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTILLO'S INC                             | PORTILLO'S INC.                               | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5843 | NS      | $95357.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP                          | SITE CENTERS CORP                             | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     35923 | NS      | $490708.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DECIPHERA PHARMACEUTICALS INC              | DECIPHERA PHARMACEUTICALS INC                 | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     25379 | NS      | $415961.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCORP INC DEL                            | BANCORP INC DEL                               | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10136 | NS      | $287659.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES INC                        | HOME BANCSHARES INC                           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10335 | NS      | $235534.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| COGENT COMMUNICATIONS HOLDINGS INC         | COGENT COMMUNICATIONS HOLDINGS INC            | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33140 | NS      | $1891631.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST INC              | ASHFORD HOSPITALITY TR INC                    | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57280 | NS      | $256041.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN CO                                  | STEPAN CO                                     | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      9478 | NS      | $1009027.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL PHARMACEUTICALS INC                  | RIGEL PHARMACEUTICALS INC                     | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     67503 | NS      | $101254.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                   | YELP INC                                      | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     65585 | NS      | $1793093.90   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS INC                        | PGT INNOVATIONS INC                           | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     12003 | NS      | $215573.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROMETHEUS BIOSCIENCES INC                 | PROMETHEUS BIOSCIENCES INC                    | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7461 | NS      | $820710.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                | MAXIMUS INC                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2243 | NS      | $164479.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                           | TRINET GROUP INC                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     14989 | NS      | $1016254.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                        | TEXAS ROADHOUSE INC                           | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     24536 | NS      | $2231549.20   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| INARI MEDICAL INC                          | INARI MEDICAL INC                             | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5281 | NS      | $335660.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                  | CHESAPEAKE UTILITIES CORP                     | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       652 | NS      | $77053.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                       | SONIC AUTOMOTIVE INC CL A                     | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     10333 | NS      | $509106.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| HIPPO HOLDINGS INC                         | HIPPO HOLDINGS INC                            | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $40800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JOUNCE THERAPEUTICS INC                    | JOUNCE THERAPEUTICS INC                       | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     24419 | NS      | $27105.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 23ANDME HOLDING CO                         | 23ANDME HOLDING CO CL A                       | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53758 | NS      | $116117.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| EASTERN BANKSHARES INC                     | EASTERN BANKSHARES INC                        | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     37227 | NS      | $642165.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION INC                   | RESOURCES CONNECTION INC                      | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3282 | NS      | $60323.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL INTERNATIONAL INC                  | KIMBALL INTL INC CL B                         | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     33345 | NS      | $216742.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                           | RADIAN GROUP INC                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     10875 | NS      | $207386.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERON THERAPEUTICS INC                     | HERON THERAPEUTICS INC                        | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     47386 | NS      | $118465.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR GROUP INC                            | EMCOR GROUP INC                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     15128 | NS      | $2240608.08   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                        | MYRIAD GENETICS INC                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       948 | NS      | $13755.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                        | ADDUS HOMECARE CORP                           | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      2871 | NS      | $285635.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP INC                              | HUB GROUP INC CL A                            | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8362 | NS      | $664695.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC                                 | ZIMVIE INC                                    | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     24072 | NS      | $224832.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ATEA PHARMACEUTICALS INC                   | ATEA PHARMACEUTICALS INC                      | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21416 | NS      | $103010.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                               | SYLVAMO CORP                                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     25598 | NS      | $1243806.82   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC              | CAPITOL FED FINL (2ND STEP CV)                | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60173 | NS      | $520496.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX INC                                 | CAREDX INC                                    | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     14594 | NS      | $166517.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC                            | ALAMO GROUP INC                               | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       629 | NS      | $89066.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE RLTY TR INC                | PIEDMONT OFFICE REALTY TRUST A                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110361 | NS      | $1012010.37   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                               | VISTEON CORP                                  | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     14706 | NS      | $1923985.98   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                              | ECHOSTAR CORP CL A                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     51426 | NS      | $857785.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| COCA COLA CONSOLIDATED INC                 | COCA COLA CONSOLIDATED INC                    | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      3406 | NS      | $1745098.16   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVT PARTNERS INC                   | VIRTUS INVESTMENT PARTNERS                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      8703 | NS      | $1666102.32   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                              | MARINEMAX INC                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     23982 | NS      | $748718.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                                 | DIODES INC                                    | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     17938 | NS      | $1365799.32   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER CO                   | AMERICAN STATES WATER CO                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      3850 | NS      | $356317.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                     | SOUTHWESTERN ENERGY CO                        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     91715 | NS      | $536532.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HLDGS INC              | ATLAS AIR WORLDWIDE HLDGS WI                  | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       708 | NS      | $71366.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                       | FEDERATED HERMES INC                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     36911 | NS      | $1340238.41   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQETA INC                                | MARQETA INC CL A                              | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120632 | NS      | $737061.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KARUNA THERAPEUTICS INC                    | KARUNA THERAPEUTICS INC                       | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3888 | NS      | $763992.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC      | ESSENTIAL PROPERTIES REALTY TRUST INC         | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51122 | NS      | $1199833.34   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES INC                       | MYERS INDUSTRIES                              | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     68676 | NS      | $1526667.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKELEY LIGHTS INC                        | BERKELEY LIGHTS INC                           | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     31654 | NS      | $84832.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TR                             | RLJ LODGING TRUST                             | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20508 | NS      | $217179.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES CORP              | ADAPTIVE BIOTECHNOLOGIES CORP                 | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     28752 | NS      | $219665.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTAGONIST THERAPEUTICS INC               | PROTAGONIST THERAPEUTICS INC                  | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21764 | NS      | $237445.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                 | SPROUTS FMRS MKT INC                          | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |     64536 | NS      | $2089030.32   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ORAMED PHARMACEUTICALS INC                 | ORAMED PHARMACEUTICALS INC                    | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |     13237 | NS      | $159241.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| IRADIMED CORP                              | IRADIMED CORP                                 | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      3035 | NS      | $85860.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                 | CABOT CORP                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      4656 | NS      | $311207.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                           | CYTOKINETICS INC                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      7654 | NS      | $350706.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS INC                           | WEIS MARKETS INC                              | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3681 | NS      | $302909.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                            | MURPHY OIL CORP                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     40064 | NS      | $1723152.64   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                    | ENERSYS INC                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      8751 | NS      | $646173.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMPRESS PLC                               | CIMPRESS PLC                                  | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |     10515 | NS      | $290319.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC           | PRESTIGE CONSUMER HEALTHCARE INC              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10847 | NS      | $679022.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                               | WINGSTOP INC                                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     14923 | NS      | $2053703.26   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| COMPUTER PROGRAMS AND SYSTEMS INC          | COMPUTER PROGRAMS and SYSTEM INC              | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      7816 | NS      | $212751.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALECTOR INC                                | ALECTOR INC                                   | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     24426 | NS      | $225451.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO FINANCIAL GROUP INC                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     50625 | NS      | $1156781.25   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC.                | APPLE HOSPITALITY REIT INC                    | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     22867 | NS      | $360841.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| DAKTRONICS INC                             | DAKTRONICS INC                                | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     11995 | NS      | $33825.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                    | BOX INC CL A                                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     74293 | NS      | $2312741.09   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO               | PORTLAND GENERAL ELECTRIC CO                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     24436 | NS      | $1197364.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| H and E EQUIPMENT SERVICES INC             | H and E EQUIPMENT SERVICES INC                | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     12922 | NS      | $586658.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINITY PHARMACEUTICALS INC               | INFINITY PHARMACEUTICALS INC                  | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |     92615 | NS      | $51401.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                           | NMI HOLDINGS INC A                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     30882 | NS      | $645433.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                       | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     49742 | NS      | $2402538.60   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                         | SUNCOKE ENERGY INC                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     89330 | NS      | $770917.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP INC                 | GREAT SOUTHERN BANCORP INC                    | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     15726 | NS      | $935539.74    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORP                 | SENSIENT TECHNOLOGIES CORP                    | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      3793 | NS      | $276585.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   7103967 | NS      | $7105387.61   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                            | OTTER TAIL CORPORATION                        | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14810 | NS      | $869495.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AKERO THERAPEUTICS INC                     | AKERO THERAPEUTICS INC                        | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      6702 | NS      | $367269.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| WAVE LIFE SCIENCES LTD                     | WAVE LIFE SCIENCES LTD                        | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |     22804 | NS      | $159628.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KARYOPHARM THERAPEUTICS INC                | KARYOPHARM THERAPEUTICS INC                   | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     39121 | NS      | $133011.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| FABRINET                                   | FABRINET                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     18234 | NS      | $2337963.48   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC                      | B RILEY FINL INC                              | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11306 | NS      | $386665.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| 1LIFE HEALTHCARE INC                       | 1LIFE HEALTHCARE INC                          | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5299 | NS      | $88546.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC               | SUPERNUS PHARMACEUTICALS INC                  | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      2182 | NS      | $77831.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                                 | CACTUS INC CL A                               | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      6296 | NS      | $316436.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC             | FIRST FINL BANKSHARES INC                     | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     15909 | NS      | $547269.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RECURSION PHARMACEUTICALS INC              | RECURSION PHARMACEUTICALS INC                 | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5303 | NS      | $40886.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERQUOTE INC                              | EVERQUOTE INC CL A                            | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12188 | NS      | $179651.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                     | BANC OF CALIFORNIA INC                        | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     22849 | NS      | $363984.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                             | API GROUP CORP                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     57955 | NS      | $1090133.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                          | PC CONNECTION INC                             | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     10939 | NS      | $513039.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                        | MERITAGE HOMES CORP                           | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1123 | NS      | $103540.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                | ASBURY AUTOMOTIVE GROUP INC                   | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      4785 | NS      | $857711.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC            | ACADEMY SPORTS and OUTDOORS INC               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4544 | NS      | $238741.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS                | RAYONIER ADVANCED MATERIALS                   | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     30737 | NS      | $295075.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA ONCOLOGY INC                          | KURA ONCOLOGY INC                             | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     13165 | NS      | $163377.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC              | WEATHERFORD INTERNATIONAL PLC                 | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      9258 | NS      | $471417.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OVID THERAPEUTICS INC                      | OVID THERAPEUTICS INC                         | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |     32292 | NS      | $60063.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DELEK US HOLDINGS INC                      | DELEK US HOLDINGS INC                         | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     54284 | NS      | $1465668.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| COUCHBASE INC                              | COUCHBASE INC                                 | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |      9107 | NS      | $120758.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES INC                         | ARCH RESOURCES INC CL A                       | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      6279 | NS      | $896578.41    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN LENDING CORP                          | OPEN LENDING CORP                             | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17630 | NS      | $119002.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOHAVEN LTD                               | BIOHAVEN LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     18286 | NS      | $253809.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CERUS CORP                                 | CERUS CORP                                    | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    193725 | NS      | $707096.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC                            | NBT BANCORP INC                               | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13951 | NS      | $605752.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORP                                   | HNI CORP                                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1452 | NS      | $41280.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                 | NATERA INC                                    | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3593 | NS      | $144330.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                | AMN HEALTHCARE SERVICES INC                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      7042 | NS      | $724058.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                          | LITHIA MOTORS INC CL A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3568 | NS      | $730512.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                    | PERDOCEO EDUCATION CORP                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     24585 | NS      | $341731.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                      | VIR BIOTECHNOLOGY INC                         | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16002 | NS      | $405010.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORP                       | RYERSON HOLDING CORP                          | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      5830 | NS      | $176415.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOMX THERAPEUTICS INC                    | CYTOMX THERAPEUTICS INC                       | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |     58459 | NS      | $93534.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BUCKLE INC (THE)                           | BUCKLE INC (THE)                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      6541 | NS      | $296634.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON OUTDOORS INC                       | JOHNSON OUTDOORS INC CL A                     | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7956 | NS      | $526050.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS INC               | MADRIGAL PHARMACEUTICALS INC                  | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      3647 | NS      | $1058541.75   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                     | MAXAR TECHNOLOGIES INC                        | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      3873 | NS      | $200389.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COML REAL ESTAT FIN INC             | APOLLO COML REAL ESTAT FIN INC                | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     22775 | NS      | $245059.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC                          | CONSOL ENERGY INC - W/I                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     16766 | NS      | $1089790.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTAINER STORE GROUP INC                  | CONTAINER STORE GROUP INC                     | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     40087 | NS      | $172774.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| TELEPHONE and DATA SYSTEMS INC             | TELEPHONE and DATA SYSTEMS INC                | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64846 | NS      | $680234.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| CORECIVIC INC                              | CORECIVIC INC                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      8100 | NS      | $93636.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIMEO INC                                  | VIMEO INC                                     | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     64791 | NS      | $222233.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                       | PTC THERAPEUTICS INC                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     13379 | NS      | $510676.43    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELCENTERS AMER INC                     | TRAVELCENTERS OF AMERICA INC                  | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     18521 | NS      | $829370.38    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWKINS INC                                | HAWKINS INC                                   | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1200 | NS      | $46320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                | GOODYEAR TIRE and RUBBER CO                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     60101 | NS      | $610025.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE INC                               | ATRICURE INC                                  | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20820 | NS      | $923991.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC                              | TIDEWATER INC                                 | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     20098 | NS      | $740611.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS INC                             | PHOTRONIC INC                                 | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     14796 | NS      | $249016.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELLX INC                                | ARCELLX INC                                   | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3623 | NS      | $112240.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS INTERNATIONAL GROUP INC              | JANUS INTERNATIONAL GROUP INC                 | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11434 | NS      | $108851.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                               | HARMONIC INC                                  | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     52365 | NS      | $685981.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORPORATION                          | VICOR CORPORATION                             | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      6029 | NS      | $324058.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINANCIAL CORP                     | UNIVEST FINANCIAL CORP                        | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      8356 | NS      | $218342.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE INC                        | UPLAND SOFTWARE INC                           | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     19729 | NS      | $140667.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANCSHARES INC.W VA.                | UNITED BANKSHARES INC. W VA.                  | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      5923 | NS      | $239822.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIMED NV                                 | AFFIMED NV                                    | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | NL        |     44681 | NS      | $55404.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                  | AGIOS PHARMACEUTICALS INC                     | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      1047 | NS      | $29399.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA AIR GROUP INC                         | MESA AIR GROUP INC                            | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |     47931 | NS      | $73334.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITRANS MIDSTREAM CORP                   | EQUITRANS MIDSTREAM CORP                      | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     51907 | NS      | $347776.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SERES THERAPEUTICS INC                     | SERES THERAPEUTICS INC                        | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     34293 | NS      | $192040.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORP                        | PEABODY ENERGY CORP                           | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     14037 | NS      | $370857.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCTERNAL THERAPEUTICS INC                 | ONCTERNAL THERAPEUTICS INC(CVR) RT            | CUSIP: N/A<br>LEI: 549300QZ85LIXQ8O7P72       | Long             | EC               | CORP              | US        |       466 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                 | SERVISFIRST BANCSHARES INC                    | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12316 | NS      | $848695.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GRP INC             | HELIX ENERGY SOL GRP INC                      | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     27529 | NS      | $203164.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                 | ATKORE INC                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     19445 | NS      | $2205451.90   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY INC                        | CRESCENT ENERGY INC A                         | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19200 | NS      | $230208.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TCR2 THERAPEUTICS INC                      | TCR2 THERAPEUTICS INC                         | CUSIP: 87808K106<br>LEI: 5493007TR1ORJAZ8YK34 | Long             | EC               | CORP              | US        |     36076 | NS      | $36032.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SESEN BIO INC                              | SESEN BIO INC                                 | CUSIP: 817763105<br>LEI: 549300DGKHONOZQIY116 | Long             | EC               | CORP              | US        |    165842 | NS      | $101080.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                       | EXTREME NETWORKS INC                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     87020 | NS      | $1593336.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                    | G-III APPAREL GROUP LTD                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     11297 | NS      | $154881.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCAT INC                               | TRANSCAT INC                                  | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      1500 | NS      | $106305.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U INC                                     | 2U INC                                        | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     23481 | NS      | $147225.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY INC                              | PAGERDUTY INC                                 | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      9766 | NS      | $259384.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                  | AMERICAN ASSETS TRUST INC                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61053 | NS      | $1617904.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD                      | NABORS INDUSTRIES LTD WT 06/11/26             | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |      5910 | NS      | $194439.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC MD                | NORTHWEST BANCSHARES INC                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32526 | NS      | $454713.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| JELD-WEN HOLDING INC                       | JELD-WEN HOLDING INC                          | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     21256 | NS      | $205120.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                     | NEXTGEN HEALTHCARE INC                        | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52325 | NS      | $982663.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                             | PBF ENERGY INC CL A                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     20968 | NS      | $855075.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                    | ENCORE WIRE CORPORATION                       | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9125 | NS      | $1255235.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| CORCEPT THERAPEUTICS INC                   | CORCEPT THERAPEUTICS INC                      | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      6184 | NS      | $125597.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  18255177 | NS      | $18257002.35  | 5.89%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCANTILE BANK CORP                       | MERCANTILE BANK CORP                          | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1897 | NS      | $63511.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                 | BELDEN INC                                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     27373 | NS      | $1968118.70   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| RELMADA THERAPEUTICS INC                   | RELMADA THERAPEUTICS INC                      | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |     29525 | NS      | $103042.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                     | PACIRA BIOSCIENCES INC                        | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3659 | NS      | $141273.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM INC                           | HEALTHSTREAM INC                              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     15127 | NS      | $375754.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX MEDICAL INC                       | ORTHOFIX MEDICAL INC                          | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11785 | NS      | $241946.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONAL MANAGEMENT CORP                   | REGIONAL MANAGEMENT CORP                      | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      7908 | NS      | $222056.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAM THERAPEUTICS INC                      | BEAM THERAPEUTICS INC                         | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5388 | NS      | $210724.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TRAVERE THERAPEUTICS INC                   | TRAVERE THERAPEUTICS INC                      | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3161 | NS      | $66475.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                          | PROG HOLDINGS INC                             | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     86358 | NS      | $1458586.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDXCHANGE HOLDINGS INC                   | AVIDXCHANGE HOLDINGS INC                      | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21475 | NS      | $213461.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                             | PRICESMART INC                                | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1211 | NS      | $73604.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 THERAPEUTICS INC                        | C4 THERAPEUTICS INC                           | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18343 | NS      | $108223.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GREIF INC                                  | GREIF INC CL A                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2643 | NS      | $177239.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT BIOSCIENCES INC                     | COGENT BIOSCIENCES INC                        | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15733 | NS      | $181873.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC               | FOCUS FINANCIAL PARTNERS INC CL A             | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     50895 | NS      | $1896856.65   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DENALI THERAPEUTICS INC                    | DENALI THERAPEUTICS INC                       | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      7956 | NS      | $221256.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                 | WESTAMERICA BANCORPORATION                    | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7702 | NS      | $454495.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                        | SCORPIO TANKERS INC                           | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      9757 | NS      | $524633.89    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                           | OSCAR HEALTH INC                              | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159180 | NS      | $391582.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRITSTONE BIO INC                          | GRITSTONE BIO INC                             | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |     42382 | NS      | $146217.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| INSMED INC                                 | INSMED INC                                    | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     25432 | NS      | $508131.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TACTILE SYSTEMS TECHNOLOGY INC             | TACTILE SYSTEMS TECHNOLOGY INC                | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     14452 | NS      | $165908.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                                 | TENNANT CO                                    | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      2721 | NS      | $167531.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                   | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      7149 | NS      | $1058480.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLT BIOTHERAPEUTICS INC                   | BOLT BIOTHERAPEUTICS INC                      | CUSIP: 097702104<br>LEI: 254900W0P77PQ6B8OY50 | Long             | EC               | CORP              | US        |     27696 | NS      | $36004.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNDAX PHARMACEUTICALS INC                 | SYNDAX PHARMACEUTICALS INC                    | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     14127 | NS      | $359532.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS INC                          | PDF SOLUTIONS INC                             | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      2239 | NS      | $63856.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S and T BANCORP INC                        | S and T BANCORP                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4318 | NS      | $147589.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRE MEDICAL SYSTEMS INC                | INSPIRE MEDICAL SYSTEMS INC                   | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      6045 | NS      | $1522614.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                              | DRIL-QUIP INC                                 | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     13158 | NS      | $357502.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                               | AGILYSYS INC                                  | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     16126 | NS      | $1276211.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC              | EMPIRE STATE REALTY TRUST INC CL A            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     52374 | NS      | $353000.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                | OFG BANCORP                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      8640 | NS      | $238118.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITAE CORP                               | INVITAE CORP                                  | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     96690 | NS      | $179843.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| IRONWOOD PHARMACEUTICALS INC               | IRONWOOD PHARMA CL A (PEND)                   | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      4120 | NS      | $51046.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRECA INC                                 | ATRECA INC                                    | CUSIP: 04965G109<br>LEI: 549300B5CQV1OOXFLU71 | Long             | EC               | CORP              | US        |     38927 | NS      | $31164.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KOSMOS ENERGY LTD                          | KOSMOS ENERGY LTD                             | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     80145 | NS      | $509722.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GRID DYNAMICS HOLDINGS INC                 | GRID DYNAMICS HOLDINGS INC                    | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8425 | NS      | $94528.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XBIOTECH INC                               | XBIOTECH INC                                  | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | CA        |      7080 | NS      | $24850.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD                 | GRAFTECH INTERNATIONAL LTD                    | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     23100 | NS      | $109956.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                | SKYWEST INC                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     16514 | NS      | $272646.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO                       | GLOBAL INDUSTRIAL CO                          | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21803 | NS      | $513024.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                      | CIVITAS RESOURCES INC                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      8459 | NS      | $490029.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                               | SM ENERGY CO                                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     17855 | NS      | $621889.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SECUREWORKS CORP                           | SECUREWORKS CORP                              | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18453 | NS      | $117914.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                 | ARCOSA INC                                    | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      6433 | NS      | $349569.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORP                                | NEOGEN CORP                                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     48445 | NS      | $737817.35    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OOMA INC                                   | OOMA INC                                      | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47585 | NS      | $648107.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORP                             | BANCFIRST CORP                                | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      8623 | NS      | $760376.14    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                       | MARTEN TRANSPORT LTD                          | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41746 | NS      | $825735.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                           | TRICO BANCSHARES                              | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4917 | NS      | $250717.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP             | BROOKFIELD INFRASTRUCTURE - A                 | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7563 | NS      | $294200.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                    | GMS INC                                       | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     27851 | NS      | $1386979.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                  | MERIT MEDICAL SYSTEMS INC                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1369 | NS      | $96678.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE HOLDING CO INC                   | COMMSCOPE HLDG CO INC                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    137948 | NS      | $1013917.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                        | URANIUM ENERGY CORP                           | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      7488 | NS      | $29053.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OLYMPIC STEEL INC                          | OLYMPIC STEEL INC                             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     11168 | NS      | $375021.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTERIX CORP                             | QUANTERIX CORP                                | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23985 | NS      | $332192.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE INC                             | SCANSOURCE INC                                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     11166 | NS      | $326270.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                 | MATSON INC                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      8610 | NS      | $538211.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INVACARE CORP                              | INVACARE CORP                                 | CUSIP: 461203101<br>LEI: 549300NNUTG7HCZICS76 | Long             | EC               | CORP              | US        |     43581 | NS      | $18304.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REGENXBIO INC                              | REGENXBIO INC                                 | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     10853 | NS      | $246146.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUT SOCIAL INC                          | SPROUT SOCIAL INC                             | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18296 | NS      | $1032992.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC                           | BARNES GROUP INC                              | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     22731 | NS      | $928561.35    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                   | WINNEBAGO INDUSTRIES INC                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     29212 | NS      | $1539472.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPARTS COM INC                           | CARPARTS COM INC                              | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |     18907 | NS      | $118357.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTIVE GLOBAL INC                       | MOMENTIVE GLOBAL INC                          | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     41679 | NS      | $291753.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                              | MAXLINEAR INC                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      3148 | NS      | $106874.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 2SEVENTY BIO INC                           | 2SEVENTY BIO INC-W/I                          | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16617 | NS      | $155701.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK INC                           | SHUTTERSTOCK INC                              | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     17206 | NS      | $907100.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM BIOPHARMACEUTICALS INC                 | NGM BIOPHARMACEUTICALS INC                    | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     15944 | NS      | $80038.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                     | BOOT BARN HOLDINGS INC                        | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     15578 | NS      | $973936.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                   | ANYWHERE REAL ESTATE INC                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     16687 | NS      | $106629.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                      | ARCUS BIOSCIENCES INC                         | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1968 | NS      | $40698.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCTURUS THERAPEUTICS HOLDINGS INC         | ARCTURUS THERAPEUTICS HOLDINGS INC            | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11835 | NS      | $200721.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP              | LIONS GATE ENTERTAINMENT CORP B               | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     12796 | NS      | $69482.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HURCO INC                                  | HURCO INC                                     | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     10939 | NS      | $285836.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                   | PAR PACIFIC HOLDINGS INC                      | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     28969 | NS      | $673529.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NAUTILUS INC                               | NAUTILUS INC                                  | CUSIP: 63910B102<br>LEI: 549300LLLHX2HF71YE90 | Long             | EC               | CORP              | US        |     55684 | NS      | $85196.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UPWORK INC                                 | UPWORK INC                                    | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     58312 | NS      | $608777.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMM INC                               | SPS COMMERCE INC                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     16337 | NS      | $2098160.91   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT THERAPEUTICS INC                      | RAPT THERAPEUTICS INC                         | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      4733 | NS      | $93713.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVENTBRITE INC                             | EVENTBRITE INC                                | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     23870 | NS      | $139878.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC                   | TPG RE FINANCE TRUST INC                      | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27278 | NS      | $185217.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer